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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.

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-6.84%
7.34%
PFG
ABR

Key characteristics

Sharpe Ratio

PFG:

0.25

ABR:

0.13

Sortino Ratio

PFG:

0.47

ABR:

0.42

Omega Ratio

PFG:

1.06

ABR:

1.06

Calmar Ratio

PFG:

0.29

ABR:

0.18

Martin Ratio

PFG:

0.73

ABR:

0.55

Ulcer Index

PFG:

7.26%

ABR:

8.73%

Daily Std Dev

PFG:

20.89%

ABR:

36.07%

Max Drawdown

PFG:

-91.53%

ABR:

-97.75%

Current Drawdown

PFG:

-11.51%

ABR:

-10.41%

Fundamentals

Market Cap

PFG:

$18.32B

ABR:

$2.57B

EPS

PFG:

-$0.74

ABR:

$1.33

PEG Ratio

PFG:

1.50

ABR:

1.20

Total Revenue (TTM)

PFG:

$11.38B

ABR:

$1.10B

Gross Profit (TTM)

PFG:

$11.38B

ABR:

$470.41M

EBITDA (TTM)

PFG:

$349.30M

ABR:

$283.51M

Returns By Period

In the year-to-date period, PFG achieves a 3.45% return, which is significantly higher than ABR's -1.59% return. Over the past 10 years, PFG has underperformed ABR with an annualized return of 9.17%, while ABR has yielded a comparatively higher 17.94% annualized return.


PFG

YTD

3.45%

1M

1.79%

6M

-6.84%

1Y

6.10%

5Y*

11.25%

10Y*

9.17%

ABR

YTD

-1.59%

1M

-5.41%

6M

7.33%

1Y

7.77%

5Y*

9.40%

10Y*

17.94%

*Annualized

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 Rank

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

PFG
The Risk-Adjusted Performance Rank of PFG is 5454
Overall Rank
The Sharpe Ratio Rank of PFG is 5858
Sharpe Ratio Rank
The Sortino Ratio Rank of PFG is 4747
Sortino Ratio Rank
The Omega Ratio Rank of PFG is 4747
Omega Ratio Rank
The Calmar Ratio Rank of PFG is 6262
Calmar Ratio Rank
The Martin Ratio Rank of PFG is 5656
Martin Ratio Rank

ABR
The Risk-Adjusted Performance Rank of ABR is 5252
Overall Rank
The Sharpe Ratio Rank of ABR is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of ABR is 4646
Sortino Ratio Rank
The Omega Ratio Rank of ABR is 4747
Omega Ratio Rank
The Calmar Ratio Rank of ABR is 5757
Calmar Ratio Rank
The Martin Ratio Rank of ABR is 5555
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.

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 0.25, compared to the broader market-2.000.002.000.250.13
The chart of Sortino ratio for PFG, currently valued at 0.47, compared to the broader market-4.00-2.000.002.004.000.470.42
The chart of Omega ratio for PFG, currently valued at 1.06, compared to the broader market0.501.001.502.001.061.06
The chart of Calmar ratio for PFG, currently valued at 0.29, compared to the broader market0.002.004.006.000.290.18
The chart of Martin ratio for PFG, currently valued at 0.73, compared to the broader market-30.00-20.00-10.000.0010.0020.000.730.55
PFG
ABR

The current PFG Sharpe Ratio is 0.25, which is higher than the ABR Sharpe Ratio of 0.13. 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 Ratio0.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
0.25
0.13
PFG
ABR

Dividends

PFG vs. ABR - Dividend Comparison

PFG's dividend yield for the trailing twelve months is around 3.56%, less than ABR's 12.62% yield.


TTM20242023202220212020201920182017201620152014
PFG
Principal Financial Group, Inc.
3.56%3.68%3.30%3.05%3.37%4.52%3.96%4.75%2.65%2.78%3.33%2.46%
ABR
Arbor Realty Trust, Inc.
12.62%12.42%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%

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%AugustSeptemberOctoberNovemberDecember2025
-11.51%
-10.41%
PFG
ABR

Volatility

PFG vs. ABR - Volatility Comparison

The current volatility for Principal Financial Group, Inc. (PFG) is 6.42%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 7.39%. This indicates that PFG 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.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
6.42%
7.39%
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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