JOE vs. ABR
JOE (The St. Joe Company) and ABR (Arbor Realty Trust, Inc.) are both stocks. Both are in the Real Estate sector — JOE in Real Estate - Diversified, ABR in REIT - Mortgage. Over the past 10 years, JOE returned 13.58%/yr vs 7.08%/yr for ABR. Their 0.32 correlation means their historical movements had little consistent relationship.
Performance
JOE vs. ABR - Performance Comparison
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Returns By Period
In the year-to-date period, JOE achieves a 8.32% return, which is significantly higher than ABR's -29.03% return. Over the past 10 years, JOE has outperformed ABR with an annualized return of 13.58%, while ABR has yielded a comparatively lower 7.08% annualized return.
JOE
- 1D
- 2.83%
- 1M
- 4.35%
- 6M
- -2.80%
- YTD
- 8.32%
- 1Y
- 29.69%
- 3Y*
- 3.00%
- 5Y*
- 8.68%
- 10Y*
- 13.58%
- ALL TIME*
- 3.25%
ABR
- 1D
- 2.99%
- 1M
- -2.09%
- 6M
- -26.28%
- YTD
- -29.03%
- 1Y
- -47.84%
- 3Y*
- -23.57%
- 5Y*
- -12.85%
- 10Y*
- 7.08%
- ALL TIME*
- 2.35%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $22.03M | $19.92M | $26.86M | |
| $13.62M | $14.34M | $15.86M |
JOE vs. ABR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JOE The St. Joe Company | 8.32% | 33.68% | -24.64% | 57.12% | -25.07% | 23.45% | 114.56% | 50.57% | -27.04% | -5.00% |
ABR Arbor Realty Trust, Inc. | -29.03% | -36.65% | 3.16% | 29.73% | -20.73% | 39.42% | 10.04% | 55.19% | 30.04% | 26.60% |
Correlation
The correlation between JOE and ABR is 0.24, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.24 |
Correlation (3Y) Balances recent behavior with more history. | 0.38 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.44 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.39 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 2004 | 0.32 |
The correlation between JOE and ABR shifts across timeframes, from 0.24 (1 year) to 0.44 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
JOE:
$3.64B
ABR:
$992.58M
JOE:
$2.14
ABR:
$0.23
JOE:
29.93
ABR:
22.49
JOE:
6.72
ABR:
1.14
JOE:
4.79
ABR:
0.46
JOE:
$547.85M
ABR:
$930.16M
JOE:
$497.74M
ABR:
$813.94M
JOE:
$198.33M
ABR:
$807.17M
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Return for Risk
JOE vs. ABR — Risk / Return Rank
JOE
ABR
JOE vs. ABR - Risk-Adjusted Trends 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.
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.
| JOE | ABR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.12 | ||
| Sortino ratioReturn per unit of downside risk | +3.27 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 0.79 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 1.68 | -0.83 | +2.51 |
| Martin ratioReturn relative to average drawdown | 3.77 | -1.38 | +5.15 |
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Drawdowns
JOE vs. ABR - Drawdown Comparison
The maximum JOE drawdown since its inception was -84.33%, smaller than the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for JOE and ABR.
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Drawdown Indicators
| JOE | ABR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.33% | -97.76% | +13.43% |
Max Drawdown (1Y)Largest decline over 1 year | -17.78% | -57.57% | +39.79% |
Max Drawdown (3Y)Largest decline over 3 years | -35.40% | -62.01% | +26.61% |
Max Drawdown (5Y)Largest decline over 5 years | -48.43% | -62.01% | +13.58% |
Max Drawdown (10Y)Largest decline over 10 years | -48.43% | -72.76% | +24.33% |
Current DrawdownCurrent decline from peak | -18.10% | -59.07% | +40.97% |
Average DrawdownAverage peak-to-trough decline | -51.15% | -41.98% | -9.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.90% | 34.65% | -26.75% |
Volatility
JOE vs. ABR - Volatility Comparison
The current volatility for The St. Joe Company (JOE) is 6.14%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 11.78%. 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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Volatility by Period
| JOE | ABR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.14% | 11.78% | -5.64% |
Volatility (6M)Calculated over the trailing 6-month period | 21.09% | 34.68% | -13.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.58% | 42.16% | -11.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 32.20% | 37.43% | -5.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.45% | 40.65% | -8.20% |
Dividends
JOE vs. ABR - Dividend Comparison
JOE's dividend yield for the trailing twelve months is around 0.97%, less than ABR's 20.74% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | 20.74% | 17.14% | 12.42% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 11.22% | 8.33% | 8.31% | 8.11% |
JOE The St. Joe Company | 0.97% | 0.98% | 1.16% | 0.73% | 1.03% | 0.61% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
JOE and ABR have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABR has higher volatility (11.78%) compared to JOE (6.14%). In terms of maximum drawdown, JOE dropped -84.33% vs ABR's -97.76%.
JOE currently has the higher Sharpe Ratio (0.98 vs -1.14), 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.
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