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HIW vs. ABR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between HIW and ABR is 0.40, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.4

Performance

HIW vs. ABR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Highwoods Properties, Inc. (HIW) and Arbor Realty Trust, Inc. (ABR). The values are adjusted to include any dividend payments, if applicable.

-10.00%0.00%10.00%20.00%30.00%40.00%JulyAugustSeptemberOctoberNovemberDecember
19.61%
3.52%
HIW
ABR

Key characteristics

Sharpe Ratio

HIW:

1.42

ABR:

0.01

Sortino Ratio

HIW:

2.01

ABR:

0.26

Omega Ratio

HIW:

1.25

ABR:

1.04

Calmar Ratio

HIW:

0.85

ABR:

0.02

Martin Ratio

HIW:

7.32

ABR:

0.04

Ulcer Index

HIW:

5.55%

ABR:

12.42%

Daily Std Dev

HIW:

28.55%

ABR:

36.40%

Max Drawdown

HIW:

-63.48%

ABR:

-97.75%

Current Drawdown

HIW:

-22.25%

ABR:

-9.56%

Fundamentals

Market Cap

HIW:

$3.38B

ABR:

$2.68B

EPS

HIW:

$1.34

ABR:

$1.33

PE Ratio

HIW:

23.32

ABR:

10.69

PEG Ratio

HIW:

5.09

ABR:

1.20

Total Revenue (TTM)

HIW:

$827.76M

ABR:

$1.51B

Gross Profit (TTM)

HIW:

$407.25M

ABR:

$659.29M

EBITDA (TTM)

HIW:

$456.94M

ABR:

$414.72M

Returns By Period

In the year-to-date period, HIW achieves a 40.77% return, which is significantly higher than ABR's 2.49% return. Over the past 10 years, HIW has underperformed ABR with an annualized return of 1.24%, while ABR has yielded a comparatively higher 18.30% annualized return.


HIW

YTD

40.77%

1M

-4.84%

6M

19.62%

1Y

41.51%

5Y*

-2.88%

10Y*

1.24%

ABR

YTD

2.49%

1M

-5.82%

6M

3.52%

1Y

-2.95%

5Y*

9.72%

10Y*

18.30%

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Risk-Adjusted Performance

HIW vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Highwoods Properties, Inc. (HIW) 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.


Sharpe ratio
The chart of Sharpe ratio for HIW, currently valued at 1.42, compared to the broader market-4.00-2.000.002.001.420.01
The chart of Sortino ratio for HIW, currently valued at 2.01, compared to the broader market-4.00-2.000.002.004.002.010.26
The chart of Omega ratio for HIW, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.04
The chart of Calmar ratio for HIW, currently valued at 0.85, compared to the broader market0.002.004.006.000.850.02
The chart of Martin ratio for HIW, currently valued at 7.32, compared to the broader market-5.000.005.0010.0015.0020.0025.007.320.04
HIW
ABR

The current HIW Sharpe Ratio is 1.42, which is higher than the ABR Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of HIW and ABR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00JulyAugustSeptemberOctoberNovemberDecember
1.42
0.01
HIW
ABR

Dividends

HIW vs. ABR - Dividend Comparison

HIW's dividend yield for the trailing twelve months is around 6.65%, less than ABR's 12.50% yield.


TTM20232022202120202019201820172016201520142013
HIW
Highwoods Properties, Inc.
6.65%8.71%7.15%4.40%4.84%3.88%4.79%3.46%4.90%3.90%3.84%4.70%
ABR
Arbor Realty Trust, Inc.
12.50%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%7.51%

Drawdowns

HIW vs. ABR - Drawdown Comparison

The maximum HIW drawdown since its inception was -63.48%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for HIW and ABR. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-22.25%
-9.56%
HIW
ABR

Volatility

HIW vs. ABR - Volatility Comparison

Highwoods Properties, Inc. (HIW) has a higher volatility of 7.84% compared to Arbor Realty Trust, Inc. (ABR) at 5.81%. This indicates that HIW's price experiences larger fluctuations and is considered to be riskier than ABR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
7.84%
5.81%
HIW
ABR

Financials

HIW vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Highwoods Properties, 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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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