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REXR vs. ABR
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

REXR vs. ABR - Performance Comparison

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

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Returns By Period

In the year-to-date period, REXR achieves a 0.14% return, which is significantly higher than ABR's -31.09% return. Over the past 10 years, REXR has outperformed ABR with an annualized return of 8.33%, while ABR has yielded a comparatively lower 6.99% annualized return.


REXR

1D
-1.59%
1M
10.41%
6M
-4.33%
YTD
0.14%
1Y
10.27%
3Y*
-7.83%
5Y*
-6.26%
10Y*
8.33%
ALL TIME*
10.58%

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
$130.23M$110.88M$90.96M

REXR vs. ABR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
REXR
Rexford Industrial Realty, Inc.
0.14%4.68%-28.48%5.64%-31.17%67.83%9.69%57.80%3.24%30.25%
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 REXR and ABR is 0.36, which is low. Their historical price movements had little consistent relationship.


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

0.36

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

0.38

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

0.42

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

0.36

Correlation (All Time)
Calculated using the full available price history since Jul 19, 2013

0.33

Fundamentals

Market Cap

REXR:

$8.64B

ABR:

$963.73M

EPS

REXR:

-$1.70

ABR:

$0.23

PS Ratio

REXR:

8.81

ABR:

1.11

PB Ratio

REXR:

1.13

ABR:

0.45

Total Revenue (TTM)

REXR:

$984.48M

ABR:

$930.16M

Gross Profit (TTM)

REXR:

$600.74M

ABR:

$813.94M

EBITDA (TTM)

REXR:

$599.45M

ABR:

$807.17M

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Return for Risk

REXR vs. ABR — Risk / Return Rank

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

REXR
REXR Risk / Return Rank: 5353
Overall Rank
REXR Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
REXR Sortino Ratio Rank: 5151
Sortino Ratio Rank
REXR Omega Ratio Rank: 4949
Omega Ratio Rank
REXR Calmar Ratio Rank: 5454
Calmar Ratio Rank
REXR Martin Ratio Rank: 5353
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.

REXR vs. ABR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Rexford Industrial Realty, Inc. (REXR) 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.


REXRABRDifference
Sharpe ratioReturn per unit of total volatility

+1.50

Sortino ratioReturn per unit of downside risk

+2.44

Omega ratioGain probability vs. loss probability

1.08

0.78

+0.30

Calmar ratioReturn relative to maximum drawdown

0.33

-0.86

+1.18

Martin ratioReturn relative to average drawdown

0.63

-1.43

+2.05

REXR vs. ABR - Sharpe Ratio Comparison

The current REXR Sharpe Ratio is 0.32, which is higher than the ABR Sharpe Ratio of -1.18. The chart below compares the historical Sharpe Ratios of REXR 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.


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Drawdowns

REXR vs. ABR - Drawdown Comparison

The maximum REXR drawdown since its inception was -58.65%, smaller than the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for REXR and ABR.


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Drawdown Indicators


REXRABRDifference

Max Drawdown

Largest peak-to-trough decline

-58.65%

-97.76%

+39.11%

Max Drawdown (1Y)

Largest decline over 1 year

-25.79%

-57.57%

+31.78%

Max Drawdown (3Y)

Largest decline over 3 years

-41.89%

-62.01%

+20.12%

Max Drawdown (5Y)

Largest decline over 5 years

-58.65%

-62.01%

+3.36%

Max Drawdown (10Y)

Largest decline over 10 years

-58.65%

-72.76%

+14.11%

Current Drawdown

Current decline from peak

-47.50%

-60.26%

+12.76%

Average Drawdown

Average peak-to-trough decline

-16.72%

-41.97%

+25.25%

Ulcer Index

Depth and duration of drawdowns from previous peaks

13.47%

34.48%

-21.01%

Volatility

REXR vs. ABR - Volatility Comparison

Rexford Industrial Realty, Inc. (REXR) and Arbor Realty Trust, Inc. (ABR) have volatilities of 11.74% 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.


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Volatility by Period


REXRABRDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.74%

11.42%

+0.32%

Volatility (6M)

Calculated over the trailing 6-month period

20.06%

34.59%

-14.53%

Volatility (1Y)

Calculated over the trailing 1-year period

26.42%

42.02%

-15.60%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.62%

37.40%

-9.78%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.21%

40.63%

-13.42%

Dividends

REXR vs. ABR - Dividend Comparison

REXR's dividend yield for the trailing twelve months is around 4.58%, 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%
REXR
Rexford Industrial Realty, Inc.
4.58%4.44%4.32%2.71%2.31%1.18%1.75%1.62%2.17%3.25%2.33%3.12%

Financials

REXR vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Rexford Industrial Realty, 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

Frequently Asked Questions


REXR and ABR have a correlation of 0.36, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

REXR has higher volatility (11.74%) compared to ABR (11.42%). In terms of maximum drawdown, REXR dropped -58.65% vs ABR's -97.76%.

REXR currently has the higher Sharpe Ratio (0.32 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 REXR and ABR

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