MITT vs. ABR
Compare and contrast key facts about AG Mortgage Investment Trust, Inc. (MITT) and Arbor Realty Trust, Inc. (ABR).
Performance
MITT vs. ABR - Performance Comparison
Loading graphics...
MITT vs. ABR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MITT AG Mortgage Investment Trust, Inc. | -11.33% | 42.79% | 17.10% | 35.77% | -41.03% | 24.12% | -80.68% | 8.94% | -6.22% | 23.62% |
ABR Arbor Realty Trust, Inc. | 2.99% | -36.65% | 3.16% | 29.73% | -20.73% | 39.42% | 10.04% | 55.19% | 30.04% | 26.60% |
Fundamentals
MITT:
$227.08M
ABR:
$1.64B
MITT:
$1.59
ABR:
$0.51
MITT:
4.60
ABR:
15.12
MITT:
0.76
ABR:
4.24
MITT:
0.67
ABR:
0.71
MITT:
$293.23M
ABR:
$382.72M
MITT:
$178.83M
ABR:
$232.49M
MITT:
$149.25M
ABR:
$938.50M
Returns By Period
In the year-to-date period, MITT achieves a -11.33% return, which is significantly lower than ABR's 2.99% return. Over the past 10 years, MITT has underperformed ABR with an annualized return of -6.39%, while ABR has yielded a comparatively higher 12.30% annualized return.
MITT
- 1D
- 2.09%
- 1M
- -6.61%
- YTD
- -11.33%
- 6M
- 7.15%
- 1Y
- 12.27%
- 3Y*
- 21.66%
- 5Y*
- 0.45%
- 10Y*
- -6.39%
ABR
- 1D
- 4.90%
- 1M
- 0.78%
- YTD
- 2.99%
- 6M
- -32.31%
- 1Y
- -25.79%
- 3Y*
- -0.88%
- 5Y*
- -3.65%
- 10Y*
- 12.30%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
MITT vs. ABR — Risk / Return Rank
MITT
ABR
MITT vs. ABR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for AG Mortgage Investment Trust, Inc. (MITT) 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.
| MITT | ABR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.39 | -0.64 | +1.03 |
Sortino ratioReturn per unit of downside risk | 0.75 | -0.73 | +1.48 |
Omega ratioGain probability vs. loss probability | 1.09 | 0.91 | +0.18 |
Calmar ratioReturn relative to maximum drawdown | 0.60 | -0.64 | +1.24 |
Martin ratioReturn relative to average drawdown | 1.63 | -1.20 | +2.83 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| MITT | ABR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.39 | -0.64 | +1.03 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | -0.10 | +0.11 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.09 | 0.31 | -0.41 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.05 | 0.08 | -0.13 |
Correlation
The correlation between MITT and ABR is 0.43, 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.
Dividends
MITT vs. ABR - Dividend Comparison
MITT's dividend yield for the trailing twelve months is around 12.18%, less than ABR's 15.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
MITT AG Mortgage Investment Trust, Inc. | 12.18% | 9.98% | 11.28% | 11.34% | 15.25% | 7.90% | 1.02% | 12.32% | 12.40% | 10.52% | 11.10% | 17.72% |
ABR Arbor Realty Trust, Inc. | 15.56% | 17.14% | 12.42% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 11.22% | 8.33% | 8.31% | 8.11% |
Drawdowns
MITT vs. ABR - Drawdown Comparison
The maximum MITT drawdown since its inception was -91.49%, smaller than the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for MITT and ABR.
Loading graphics...
Drawdown Indicators
| MITT | ABR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -91.49% | -97.76% | +6.27% |
Max Drawdown (1Y)Largest decline over 1 year | -20.74% | -40.49% | +19.75% |
Max Drawdown (5Y)Largest decline over 5 years | -71.11% | -46.72% | -24.39% |
Max Drawdown (10Y)Largest decline over 10 years | -91.49% | -72.76% | -18.73% |
Current DrawdownCurrent decline from peak | -73.65% | -40.61% | -33.04% |
Average DrawdownAverage peak-to-trough decline | -38.30% | -41.83% | +3.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.63% | 21.57% | -13.94% |
Volatility
MITT vs. ABR - Volatility Comparison
The current volatility for AG Mortgage Investment Trust, Inc. (MITT) is 9.96%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 12.40%. This indicates that MITT 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.
Loading graphics...
Volatility by Period
| MITT | ABR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.96% | 12.40% | -2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 19.45% | 30.52% | -11.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.54% | 40.43% | -8.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.01% | 36.10% | -0.09% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.56% | 39.77% | +27.79% |
Financials
MITT vs. ABR - Financials Comparison
This section allows you to compare key financial metrics between AG Mortgage Investment 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.
Total Revenue: Total amount of money received from sales and other business activities