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IVRA vs. ABR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between IVRA and ABR is 0.56, 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.


-0.50.00.51.00.6

Performance

IVRA vs. ABR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco Real Assets ESG ETF (IVRA) and Arbor Realty Trust, Inc. (ABR). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%20.00%SeptemberOctoberNovemberDecember2025February
5.59%
7.63%
IVRA
ABR

Key characteristics

Sharpe Ratio

IVRA:

1.90

ABR:

0.80

Sortino Ratio

IVRA:

2.56

ABR:

1.21

Omega Ratio

IVRA:

1.34

ABR:

1.18

Calmar Ratio

IVRA:

1.63

ABR:

1.10

Martin Ratio

IVRA:

8.43

ABR:

3.48

Ulcer Index

IVRA:

3.07%

ABR:

7.89%

Daily Std Dev

IVRA:

13.69%

ABR:

33.98%

Max Drawdown

IVRA:

-25.98%

ABR:

-97.75%

Current Drawdown

IVRA:

-4.06%

ABR:

-9.56%

Returns By Period

In the year-to-date period, IVRA achieves a 3.58% return, which is significantly higher than ABR's -0.65% return.


IVRA

YTD

3.58%

1M

-0.39%

6M

6.65%

1Y

22.30%

5Y*

N/A

10Y*

N/A

ABR

YTD

-0.65%

1M

-0.29%

6M

5.85%

1Y

11.21%

5Y*

9.45%

10Y*

17.69%

*Annualized

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Risk-Adjusted Performance

IVRA vs. ABR — Risk-Adjusted Performance Rank

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

IVRA
The Risk-Adjusted Performance Rank of IVRA is 6969
Overall Rank
The Sharpe Ratio Rank of IVRA is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of IVRA is 7373
Sortino Ratio Rank
The Omega Ratio Rank of IVRA is 7676
Omega Ratio Rank
The Calmar Ratio Rank of IVRA is 5555
Calmar Ratio Rank
The Martin Ratio Rank of IVRA is 6767
Martin Ratio Rank

ABR
The Risk-Adjusted Performance Rank of ABR is 7070
Overall Rank
The Sharpe Ratio Rank of ABR is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of ABR is 6262
Sortino Ratio Rank
The Omega Ratio Rank of ABR is 6565
Omega Ratio Rank
The Calmar Ratio Rank of ABR is 7979
Calmar Ratio Rank
The Martin Ratio Rank of ABR is 7373
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

IVRA vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco Real Assets ESG ETF (IVRA) 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 IVRA, currently valued at 1.90, compared to the broader market0.002.004.001.900.80
The chart of Sortino ratio for IVRA, currently valued at 2.56, compared to the broader market0.005.0010.002.561.21
The chart of Omega ratio for IVRA, currently valued at 1.34, compared to the broader market0.501.001.502.002.503.001.341.18
The chart of Calmar ratio for IVRA, currently valued at 1.63, compared to the broader market0.005.0010.0015.0020.001.631.10
The chart of Martin ratio for IVRA, currently valued at 8.43, compared to the broader market0.0020.0040.0060.0080.00100.00120.008.433.48
IVRA
ABR

The current IVRA Sharpe Ratio is 1.90, which is higher than the ABR Sharpe Ratio of 0.80. The chart below compares the historical Sharpe Ratios of IVRA 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 Ratio-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
1.90
0.80
IVRA
ABR

Dividends

IVRA vs. ABR - Dividend Comparison

IVRA's dividend yield for the trailing twelve months is around 3.66%, less than ABR's 12.50% yield.


TTM20242023202220212020201920182017201620152014
IVRA
Invesco Real Assets ESG ETF
3.66%3.72%2.50%2.33%5.48%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ABR
Arbor Realty Trust, Inc.
12.50%12.42%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%

Drawdowns

IVRA vs. ABR - Drawdown Comparison

The maximum IVRA drawdown since its inception was -25.98%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for IVRA and ABR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-4.06%
-9.56%
IVRA
ABR

Volatility

IVRA vs. ABR - Volatility Comparison

The current volatility for Invesco Real Assets ESG ETF (IVRA) is 4.18%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 4.95%. This indicates that IVRA 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.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%SeptemberOctoberNovemberDecember2025February
4.18%
4.95%
IVRA
ABR
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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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