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

Performance

IRT vs. ABR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Independence Realty Trust, Inc. (IRT) 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, IRT achieves a -7.36% return, which is significantly higher than ABR's -30.41% return. Over the past 10 years, IRT has outperformed ABR with an annualized return of 13.00%, while ABR has yielded a comparatively lower 7.58% annualized return.


IRT

1D
1.20%
1M
-5.04%
YTD
-7.36%
6M
-5.22%
1Y
-5.92%
3Y*
1.17%
5Y*
0.87%
10Y*
13.00%

ABR

1D
-2.69%
1M
-9.16%
YTD
-30.41%
6M
-30.85%
1Y
-43.39%
3Y*
-18.78%
5Y*
-13.50%
10Y*
7.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

IRT vs. ABR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
IRT
Independence Realty Trust, Inc.
-7.36%-8.55%34.27%-5.58%-32.88%98.03%0.28%62.55%-1.90%21.74%
ABR
Arbor Realty Trust, Inc.
-30.41%-36.65%3.16%29.73%-20.73%39.42%10.04%55.19%30.04%26.60%

Correlation

The correlation between IRT and ABR is 0.31, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.31

Correlation (3Y)
Calculated over the trailing 3-year period

0.39

Correlation (5Y)
Calculated over the trailing 5-year period

0.42

Correlation (10Y)
Calculated over the trailing 10-year period

0.41

Correlation (All Time)
Calculated using the full available price history since Aug 13, 2013

0.37

The correlation between IRT and ABR shifts across timeframes, from 0.31 (1 year) to 0.42 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

IRT:

$3.88B

ABR:

$1.07B

EPS

IRT:

$0.20

ABR:

$0.57

PE Ratio

IRT:

79.69

ABR:

8.83

PS Ratio

IRT:

7.74

ABR:

1.13

Total Revenue (TTM)

IRT:

$496.45M

ABR:

$940.70M

Gross Profit (TTM)

IRT:

$168.31M

ABR:

$829.57M

EBITDA (TTM)

IRT:

$293.35M

ABR:

$878.83M

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Return for Risk

IRT vs. ABR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

IRT
IRT Risk / Return Rank: 2727
Overall Rank
IRT Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
IRT Sortino Ratio Rank: 2525
Sortino Ratio Rank
IRT Omega Ratio Rank: 2626
Omega Ratio Rank
IRT Calmar Ratio Rank: 3030
Calmar Ratio Rank
IRT Martin Ratio Rank: 2626
Martin Ratio Rank

ABR
ABR Risk / Return Rank: 77
Overall Rank
ABR Sharpe Ratio Rank: 44
Sharpe Ratio Rank
ABR Sortino Ratio Rank: 66
Sortino Ratio Rank
ABR Omega Ratio Rank: 66
Omega Ratio Rank
ABR Calmar Ratio Rank: 1212
Calmar Ratio Rank
ABR Martin Ratio Rank: 66
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

IRT vs. ABR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Independence Realty Trust, Inc. (IRT) 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.


IRTABRDifference
Sharpe ratioReturn per unit of total volatility

+0.77

Sortino ratioReturn per unit of downside risk

+1.21

Omega ratioGain probability vs. loss probability

0.97

0.81

+0.16

Calmar ratioReturn relative to maximum drawdown

-0.37

-0.79

+0.41

Martin ratioReturn relative to average drawdown

-0.81

-1.49

+0.68

IRT vs. ABR - Sharpe Ratio Comparison

The current IRT Sharpe Ratio is -0.28, which is higher than the ABR Sharpe Ratio of -1.05. The chart below compares the historical Sharpe Ratios of IRT 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

IRT vs. ABR - Drawdown Comparison

The maximum IRT drawdown since its inception was -56.46%, smaller than the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for IRT and ABR.


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Drawdown Indicators


IRTABRDifference

Max Drawdown

Largest peak-to-trough decline

-56.46%

-97.76%

+41.30%

Max Drawdown (1Y)

Largest decline over 1 year

-15.89%

-55.18%

+39.29%

Max Drawdown (3Y)

Largest decline over 3 years

-33.83%

-59.87%

+26.04%

Max Drawdown (5Y)

Largest decline over 5 years

-54.73%

-59.87%

+5.14%

Max Drawdown (10Y)

Largest decline over 10 years

-56.46%

-72.76%

+16.30%

Current Drawdown

Current decline from peak

-34.15%

-59.87%

+25.72%

Average Drawdown

Average peak-to-trough decline

-16.64%

-41.88%

+25.24%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.33%

29.23%

-21.90%

Volatility

IRT vs. ABR - Volatility Comparison

The current volatility for Independence Realty Trust, Inc. (IRT) is 6.44%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 11.73%. This indicates that IRT 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


IRTABRDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.44%

11.73%

-5.29%

Volatility (6M)

Calculated over the trailing 6-month period

14.94%

33.88%

-18.94%

Volatility (1Y)

Calculated over the trailing 1-year period

21.15%

41.44%

-20.29%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.09%

37.13%

-10.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.90%

40.49%

-10.59%

Dividends

IRT vs. ABR - Dividend Comparison

IRT's dividend yield for the trailing twelve months is around 4.25%, less than ABR's 21.15% yield.


PositionTTM20252024202320222021202020192018201720162015
ABR
Arbor Realty Trust, Inc.
21.15%17.14%12.42%11.07%11.68%7.53%8.67%7.94%11.22%8.33%8.31%8.11%
IRT
Independence Realty Trust, Inc.
4.25%3.83%3.23%4.05%3.20%2.24%4.02%5.11%7.84%7.14%8.07%9.59%

Financials

IRT vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Independence Realty Trust, 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


0.0050.00M100.00M150.00M200.00M250.00M300.00M350.00M202220232024202520260
25.74M
(IRT) Total Revenue
(ABR) Total Revenue
Values in USD except per share items

Frequently Asked Questions


IRT and ABR have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABR has higher volatility (11.73%) compared to IRT (6.44%). In terms of maximum drawdown, IRT dropped -56.46% vs ABR's -97.76%.

IRT currently has the higher Sharpe Ratio (-0.28 vs -1.05), 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 IRT and ABR

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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