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

Correlation

The correlation between JOE and ABR is 0.39, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


Performance

JOE vs. ABR - Performance Comparison

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

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Key characteristics

Sharpe Ratio

JOE:

-0.72

ABR:

-0.18

Sortino Ratio

JOE:

-0.85

ABR:

-0.09

Omega Ratio

JOE:

0.90

ABR:

0.99

Calmar Ratio

JOE:

-0.37

ABR:

-0.31

Martin Ratio

JOE:

-0.91

ABR:

-0.75

Ulcer Index

JOE:

19.93%

ABR:

12.96%

Daily Std Dev

JOE:

27.11%

ABR:

37.85%

Max Drawdown

JOE:

-84.33%

ABR:

-97.75%

Current Drawdown

JOE:

-41.11%

ABR:

-26.78%

Fundamentals

Market Cap

JOE:

$2.72B

ABR:

$2.07B

EPS

JOE:

$1.33

ABR:

$1.03

PE Ratio

JOE:

35.07

ABR:

10.44

PEG Ratio

JOE:

-2.72

ABR:

1.20

PS Ratio

JOE:

6.64

ABR:

3.37

PB Ratio

JOE:

3.50

ABR:

0.87

Total Revenue (TTM)

JOE:

$409.15M

ABR:

$490.88M

Gross Profit (TTM)

JOE:

$179.77M

ABR:

$444.85M

EBITDA (TTM)

JOE:

$180.21M

ABR:

$475.21M

Returns By Period

In the year-to-date period, JOE achieves a 4.12% return, which is significantly higher than ABR's -19.57% return. Over the past 10 years, JOE has underperformed ABR with an annualized return of 11.52%, while ABR has yielded a comparatively higher 15.36% annualized return.


JOE

YTD

4.12%

1M

10.50%

6M

-10.61%

1Y

-19.42%

5Y*

23.45%

10Y*

11.52%

ABR

YTD

-19.57%

1M

2.19%

6M

-26.69%

1Y

-6.94%

5Y*

24.02%

10Y*

15.36%

*Annualized

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Risk-Adjusted Performance

JOE vs. ABR — Risk-Adjusted Performance Rank

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

JOE
The Risk-Adjusted Performance Rank of JOE is 1919
Overall Rank
The Sharpe Ratio Rank of JOE is 1212
Sharpe Ratio Rank
The Sortino Ratio Rank of JOE is 1515
Sortino Ratio Rank
The Omega Ratio Rank of JOE is 1616
Omega Ratio Rank
The Calmar Ratio Rank of JOE is 2525
Calmar Ratio Rank
The Martin Ratio Rank of JOE is 2828
Martin Ratio Rank

ABR
The Risk-Adjusted Performance Rank of ABR is 3333
Overall Rank
The Sharpe Ratio Rank of ABR is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of ABR is 3333
Sortino Ratio Rank
The Omega Ratio Rank of ABR is 3232
Omega Ratio Rank
The Calmar Ratio Rank of ABR is 3030
Calmar Ratio Rank
The Martin Ratio Rank of ABR is 3232
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.

JOE vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The St. Joe Company (JOE) 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.


The current JOE Sharpe Ratio is -0.72, which is lower than the ABR Sharpe Ratio of -0.18. The chart below compares the historical Sharpe Ratios of JOE 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.


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Dividends

JOE vs. ABR - Dividend Comparison

JOE's dividend yield for the trailing twelve months is around 1.16%, less than ABR's 16.00% yield.


TTM20242023202220212020201920182017201620152014
JOE
The St. Joe Company
1.16%1.16%0.73%1.03%0.61%0.16%0.00%0.00%0.00%0.00%0.00%0.00%
ABR
Arbor Realty Trust, Inc.
16.00%12.42%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%

Drawdowns

JOE vs. ABR - Drawdown Comparison

The maximum JOE drawdown since its inception was -84.33%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for JOE and ABR. For additional features, visit the drawdowns tool.


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Volatility

JOE vs. ABR - Volatility Comparison

The current volatility for The St. Joe Company (JOE) is 8.12%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 10.38%. This indicates that JOE 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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Financials

JOE vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between The St. Joe Company 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


0.0050.00M100.00M150.00M200.00M20212022202320242025
94.20M
25.60M
(JOE) Total Revenue
(ABR) Total Revenue
Values in USD except per share items