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HASI vs. ABR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HASI vs. ABR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI) and Arbor Realty Trust, Inc. (ABR). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HASI achieves a 23.22% return, which is significantly higher than ABR's -31.09% return. Over the past 10 years, HASI has outperformed ABR with an annualized return of 11.04%, while ABR has yielded a comparatively lower 6.99% annualized return.


HASI

1D
-0.24%
1M
-1.02%
6M
12.55%
YTD
23.22%
1Y
54.79%
3Y*
21.66%
5Y*
-2.93%
10Y*
11.04%
ALL TIME*
15.22%

ABR

1D
4.59%
1M
-4.93%
6M
-30.56%
YTD
-31.09%
1Y
-49.35%
3Y*
-23.79%
5Y*
-13.59%
10Y*
6.99%
ALL TIME*
2.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$19.89M$19.44M$26.50M
$33.16M$30.49M$40.30M

HASI vs. ABR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HASI
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
23.22%23.95%3.02%1.49%-43.05%-14.08%105.59%77.07%-15.37%34.31%
ABR
Arbor Realty Trust, Inc.
-31.09%-36.65%3.16%29.73%-20.73%39.42%10.04%55.19%30.04%26.60%

Correlation

The correlation between HASI and ABR is 0.39, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.39

Correlation (3Y)
Balances recent behavior with more history.

0.37

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.44

Correlation (10Y)
Provides a long-term view across more market conditions.

0.40

Correlation (All Time)
Calculated using the full available price history since Apr 18, 2013

0.36

Fundamentals

Market Cap

HASI:

$4.84B

ABR:

$963.73M

EPS

HASI:

$0.43

ABR:

$0.23

PE Ratio

HASI:

88.75

ABR:

21.84

PS Ratio

HASI:

7.00

ABR:

1.11

PB Ratio

HASI:

1.91

ABR:

0.45

Total Revenue (TTM)

HASI:

$710.03M

ABR:

$930.16M

Gross Profit (TTM)

HASI:

$522.93M

ABR:

$813.94M

EBITDA (TTM)

HASI:

$347.85M

ABR:

$807.17M

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Return for Risk

HASI vs. ABR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

HASI
HASI Risk / Return Rank: 8888
Overall Rank
HASI Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
HASI Sortino Ratio Rank: 9090
Sortino Ratio Rank
HASI Omega Ratio Rank: 8787
Omega Ratio Rank
HASI Calmar Ratio Rank: 8989
Calmar Ratio Rank
HASI Martin Ratio Rank: 8888
Martin Ratio Rank

ABR
ABR Risk / Return Rank: 66
Overall Rank
ABR Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ABR Sortino Ratio Rank: 44
Sortino Ratio Rank
ABR Omega Ratio Rank: 44
Omega Ratio Rank
ABR Calmar Ratio Rank: 1010
Calmar Ratio Rank
ABR Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

HASI vs. ABR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI) and Arbor Realty Trust, Inc. (ABR). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HASIABRDifference
Sharpe ratioReturn per unit of total volatility

+2.92

Sortino ratioReturn per unit of downside risk

+4.48

Omega ratioGain probability vs. loss probability

1.32

0.78

+0.55

Calmar ratioReturn relative to maximum drawdown

3.33

-0.86

+4.19

Martin ratioReturn relative to average drawdown

8.54

-1.43

+9.97

HASI vs. ABR - Sharpe Ratio Comparison

The current HASI Sharpe Ratio is 1.74, which is higher than the ABR Sharpe Ratio of -1.18. The chart below compares the historical Sharpe Ratios of HASI and ABR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HASI vs. ABR - Drawdown Comparison

The maximum HASI drawdown since its inception was -76.94%, smaller than the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for HASI and ABR.


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Drawdown Indicators


HASIABRDifference

Max Drawdown

Largest peak-to-trough decline

-76.94%

-97.76%

+20.82%

Max Drawdown (1Y)

Largest decline over 1 year

-16.02%

-57.57%

+41.55%

Max Drawdown (3Y)

Largest decline over 3 years

-41.41%

-62.01%

+20.60%

Max Drawdown (5Y)

Largest decline over 5 years

-75.24%

-62.01%

-13.23%

Max Drawdown (10Y)

Largest decline over 10 years

-76.94%

-72.76%

-4.18%

Current Drawdown

Current decline from peak

-29.32%

-60.26%

+30.94%

Average Drawdown

Average peak-to-trough decline

-22.81%

-41.97%

+19.16%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.25%

34.48%

-28.23%

Volatility

HASI vs. ABR - Volatility Comparison

The current volatility for Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI) is 5.43%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 11.42%. This indicates that HASI experiences smaller price fluctuations and is considered to be less risky than ABR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


HASIABRDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.43%

11.42%

-5.99%

Volatility (6M)

Calculated over the trailing 6-month period

20.41%

34.59%

-14.18%

Volatility (1Y)

Calculated over the trailing 1-year period

30.85%

42.02%

-11.17%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

46.99%

37.40%

+9.59%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.22%

40.63%

+1.59%

Dividends

HASI vs. ABR - Dividend Comparison

HASI's dividend yield for the trailing twelve months is around 4.46%, less than ABR's 21.36% yield.


PositionTTM20252024202320222021202020192018201720162015
ABR
Arbor Realty Trust, Inc.
21.36%17.14%12.42%11.07%11.68%7.53%8.67%7.94%11.22%8.33%8.31%8.11%
HASI
Hannon Armstrong Sustainable Infrastructure Capital, Inc.
4.46%5.35%6.19%5.73%5.18%2.64%2.14%4.16%6.93%5.49%6.48%5.71%

Financials

HASI vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Hannon Armstrong Sustainable Infrastructure Capital, Inc. and Arbor Realty Trust, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items

Frequently Asked Questions


HASI and ABR have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABR has higher volatility (11.42%) compared to HASI (5.43%). In terms of maximum drawdown, HASI dropped -76.94% vs ABR's -97.76%.

HASI currently has the higher Sharpe Ratio (1.74 vs -1.18), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for HASI and ABR

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