PortfoliosLab logoPortfoliosLab logo
MSB vs. ABR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

MSB vs. ABR - Performance Comparison

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

Loading charts...

Returns By Period

In the year-to-date period, MSB achieves a -41.82% return, which is significantly lower than ABR's -31.09% return. Over the past 10 years, MSB has outperformed ABR with an annualized return of 20.33%, while ABR has yielded a comparatively lower 6.99% annualized return.


MSB

1D
-4.31%
1M
-13.88%
6M
-32.40%
YTD
-41.82%
1Y
-22.74%
3Y*
17.53%
5Y*
0.99%
10Y*
20.33%
ALL TIME*
17.57%

ABR

1D
4.59%
1M
-4.93%
6M
-30.56%
YTD
-31.09%
1Y
-49.35%
3Y*
-23.79%
5Y*
-13.59%
10Y*
6.99%
ALL TIME*
2.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$19.89M$19.44M$26.50M
$1.08M$970.56K$1.37M

MSB vs. ABR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MSB
Mesabi Trust
-41.82%71.88%47.05%15.55%-22.81%3.66%30.10%12.34%4.11%155.25%
ABR
Arbor Realty Trust, Inc.
-31.09%-36.65%3.16%29.73%-20.73%39.42%10.04%55.19%30.04%26.60%

Correlation

The correlation between MSB and ABR is 0.18, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.18

Correlation (3Y)
Balances recent behavior with more history.

0.17

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.19

Correlation (10Y)
Provides a long-term view across more market conditions.

0.24

Correlation (All Time)
Calculated using the full available price history since Apr 7, 2004

0.21

Fundamentals

Market Cap

MSB:

$288.51M

ABR:

$963.73M

EPS

MSB:

$1.29

ABR:

$0.23

PE Ratio

MSB:

16.98

ABR:

21.84

PS Ratio

MSB:

12.79

ABR:

1.11

Total Revenue (TTM)

MSB:

$15.04M

ABR:

$930.16M

Gross Profit (TTM)

MSB:

$13.36M

ABR:

$813.94M

EBITDA (TTM)

MSB:

$10.24M

ABR:

$807.17M

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

MSB vs. ABR — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

MSB
MSB Risk / Return Rank: 2323
Overall Rank
MSB Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
MSB Sortino Ratio Rank: 2222
Sortino Ratio Rank
MSB Omega Ratio Rank: 2323
Omega Ratio Rank
MSB Calmar Ratio Rank: 2727
Calmar Ratio Rank
MSB Martin Ratio Rank: 2222
Martin Ratio Rank

ABR
ABR Risk / Return Rank: 66
Overall Rank
ABR Sharpe Ratio Rank: 22
Sharpe Ratio Rank
ABR Sortino Ratio Rank: 44
Sortino Ratio Rank
ABR Omega Ratio Rank: 44
Omega Ratio Rank
ABR Calmar Ratio Rank: 1010
Calmar Ratio Rank
ABR Martin Ratio Rank: 77
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

MSB vs. ABR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Mesabi Trust (MSB) 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.


MSBABRDifference
Sharpe ratioReturn per unit of total volatility

+0.68

Sortino ratioReturn per unit of downside risk

+1.28

Omega ratioGain probability vs. loss probability

0.94

0.78

+0.17

Calmar ratioReturn relative to maximum drawdown

-0.50

-0.86

+0.36

Martin ratioReturn relative to average drawdown

-1.01

-1.43

+0.42

MSB vs. ABR - Sharpe Ratio Comparison

The current MSB Sharpe Ratio is -0.50, which is higher than the ABR Sharpe Ratio of -1.18. The chart below compares the historical Sharpe Ratios of MSB 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.


Loading charts...

Drawdowns

MSB vs. ABR - Drawdown Comparison

The maximum MSB drawdown since its inception was -92.01%, smaller than the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for MSB and ABR.


Loading charts...

Drawdown Indicators


MSBABRDifference

Max Drawdown

Largest peak-to-trough decline

-92.01%

-97.76%

+5.75%

Max Drawdown (1Y)

Largest decline over 1 year

-45.80%

-57.57%

+11.77%

Max Drawdown (3Y)

Largest decline over 3 years

-45.80%

-62.01%

+16.21%

Max Drawdown (5Y)

Largest decline over 5 years

-45.89%

-62.01%

+16.12%

Max Drawdown (10Y)

Largest decline over 10 years

-66.48%

-72.76%

+6.28%

Current Drawdown

Current decline from peak

-45.54%

-60.26%

+14.72%

Average Drawdown

Average peak-to-trough decline

-26.78%

-41.97%

+15.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.45%

34.48%

-12.03%

Volatility

MSB vs. ABR - Volatility Comparison

Mesabi Trust (MSB) and Arbor Realty Trust, Inc. (ABR) have volatilities of 11.02% and 11.42%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


MSBABRDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.02%

11.42%

-0.40%

Volatility (6M)

Calculated over the trailing 6-month period

30.10%

34.59%

-4.49%

Volatility (1Y)

Calculated over the trailing 1-year period

45.88%

42.02%

+3.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

49.31%

37.40%

+11.91%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

48.50%

40.63%

+7.87%

Dividends

MSB vs. ABR - Dividend Comparison

MSB's dividend yield for the trailing twelve months is around 4.05%, less than ABR's 21.36% yield.


PositionTTM20252024202320222021202020192018201720162015
ABR
Arbor Realty Trust, Inc.
21.36%17.14%12.42%11.07%11.68%7.53%8.67%7.94%11.22%8.33%8.31%8.11%
MSB
Mesabi Trust
4.05%18.09%4.80%1.71%20.14%10.83%5.95%14.27%11.78%5.92%5.14%15.04%

Financials

MSB vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Mesabi Trust 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


Values in USD except per share items

Frequently Asked Questions


MSB and ABR have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ABR has higher volatility (11.42%) compared to MSB (11.02%). In terms of maximum drawdown, MSB dropped -92.01% vs ABR's -97.76%.

MSB currently has the higher Sharpe Ratio (-0.50 vs -1.18), 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 MSB 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.

Open Portfolio Optimizer