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

Correlation

The correlation between PFG and ABR is 0.35, 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.


-0.50.00.51.00.4

Performance

PFG vs. ABR - Performance Comparison

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

200.00%250.00%300.00%350.00%JulyAugustSeptemberOctoberNovemberDecember
272.96%
260.08%
PFG
ABR

Key characteristics

Sharpe Ratio

PFG:

-0.01

ABR:

0.03

Sortino Ratio

PFG:

0.12

ABR:

0.30

Omega Ratio

PFG:

1.02

ABR:

1.04

Calmar Ratio

PFG:

-0.02

ABR:

0.05

Martin Ratio

PFG:

-0.05

ABR:

0.10

Ulcer Index

PFG:

6.29%

ABR:

12.39%

Daily Std Dev

PFG:

20.74%

ABR:

36.91%

Max Drawdown

PFG:

-91.53%

ABR:

-97.75%

Current Drawdown

PFG:

-17.22%

ABR:

-9.56%

Fundamentals

Market Cap

PFG:

$17.74B

ABR:

$2.68B

EPS

PFG:

-$0.74

ABR:

$1.33

PEG Ratio

PFG:

1.50

ABR:

1.20

Total Revenue (TTM)

PFG:

$14.07B

ABR:

$1.51B

Gross Profit (TTM)

PFG:

$14.07B

ABR:

$659.29M

EBITDA (TTM)

PFG:

-$746.90M

ABR:

$414.72M

Returns By Period

In the year-to-date period, PFG achieves a -1.42% return, which is significantly lower than ABR's 2.49% return. Over the past 10 years, PFG has underperformed ABR with an annualized return of 7.44%, while ABR has yielded a comparatively higher 18.52% annualized return.


PFG

YTD

-1.42%

1M

-12.23%

6M

-2.76%

1Y

-2.42%

5Y*

10.56%

10Y*

7.44%

ABR

YTD

2.49%

1M

-6.90%

6M

4.71%

1Y

-3.37%

5Y*

9.73%

10Y*

18.52%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

PFG vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Principal Financial Group, Inc. (PFG) 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 PFG, currently valued at -0.01, compared to the broader market-4.00-2.000.002.00-0.010.03
The chart of Sortino ratio for PFG, currently valued at 0.12, compared to the broader market-4.00-2.000.002.004.000.120.30
The chart of Omega ratio for PFG, currently valued at 1.02, compared to the broader market0.501.001.502.001.021.04
The chart of Calmar ratio for PFG, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.020.05
The chart of Martin ratio for PFG, currently valued at -0.05, compared to the broader market0.0010.0020.00-0.050.10
PFG
ABR

The current PFG Sharpe Ratio is -0.01, which is lower than the ABR Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of PFG 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
-0.01
0.03
PFG
ABR

Dividends

PFG vs. ABR - Dividend Comparison

PFG's dividend yield for the trailing twelve months is around 3.80%, less than ABR's 12.50% yield.


TTM20232022202120202019201820172016201520142013
PFG
Principal Financial Group, Inc.
3.80%3.30%3.05%3.37%4.52%3.96%4.75%2.65%2.78%3.33%2.46%1.99%
ABR
Arbor Realty Trust, Inc.
12.50%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%7.51%

Drawdowns

PFG vs. ABR - Drawdown Comparison

The maximum PFG drawdown since its inception was -91.53%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for PFG and ABR. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.22%
-9.56%
PFG
ABR

Volatility

PFG vs. ABR - Volatility Comparison

Principal Financial Group, Inc. (PFG) and Arbor Realty Trust, Inc. (ABR) have volatilities of 5.74% and 5.80%, 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
5.74%
5.80%
PFG
ABR

Financials

PFG vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Principal Financial Group, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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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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