RIO vs. ABR
Compare and contrast key facts about Rio Tinto Group (RIO) and Arbor Realty Trust, Inc. (ABR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RIO or ABR.
Key characteristics
| RIO | ABR | |
|---|---|---|
| YTD Return | -7.27% | 12.38% |
| 1Y Return | 7.12% | 36.91% |
| 3Y Return (Ann) | 10.01% | 2.95% |
| 5Y Return (Ann) | 12.70% | 11.00% |
| 10Y Return (Ann) | 11.13% | 19.16% |
| Sharpe Ratio | 0.30 | 0.85 |
| Sortino Ratio | 0.59 | 1.31 |
| Omega Ratio | 1.07 | 1.18 |
| Calmar Ratio | 0.42 | 1.24 |
| Martin Ratio | 0.77 | 2.77 |
| Ulcer Index | 8.99% | 12.41% |
| Daily Std Dev | 22.80% | 40.23% |
| Max Drawdown | -88.97% | -97.76% |
| Current Drawdown | -9.93% | -0.83% |
Fundamentals
| RIO | ABR | |
|---|---|---|
| Market Cap | $106.81B | $2.93B |
| EPS | $6.59 | $1.33 |
| PE Ratio | 10.24 | 11.68 |
| PEG Ratio | 0.00 | 1.20 |
| Total Revenue (TTM) | $53.96B | $966.22M |
| Gross Profit (TTM) | $15.61B | $876.81M |
| EBITDA (TTM) | $20.64B | $1.19B |
Correlation
The correlation between RIO and ABR is 0.25, 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.
Performance
RIO vs. ABR - Performance Comparison
In the year-to-date period, RIO achieves a -7.27% return, which is significantly lower than ABR's 12.38% return. Over the past 10 years, RIO has underperformed ABR with an annualized return of 11.13%, while ABR has yielded a comparatively higher 19.16% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
RIO vs. ABR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Rio Tinto Group (RIO) 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.
Dividends
RIO vs. ABR - Dividend Comparison
RIO's dividend yield for the trailing twelve months is around 6.75%, less than ABR's 11.08% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RIO Rio Tinto Group | 6.75% | 5.40% | 10.48% | 14.39% | 5.13% | 10.70% | 6.32% | 4.45% | 3.96% | 7.79% | 4.46% | 3.15% |
ABR Arbor Realty Trust, Inc. | 11.08% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 10.03% | 8.33% | 8.31% | 8.11% | 7.68% | 7.51% |
Drawdowns
RIO vs. ABR - Drawdown Comparison
The maximum RIO drawdown since its inception was -88.97%, smaller than the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for RIO and ABR. For additional features, visit the drawdowns tool.
Volatility
RIO vs. ABR - Volatility Comparison
Rio Tinto Group (RIO) has a higher volatility of 7.19% compared to Arbor Realty Trust, Inc. (ABR) at 6.25%. This indicates that RIO's price experiences larger fluctuations and is considered to be riskier than ABR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
RIO vs. ABR - Financials Comparison
This section allows you to compare key financial metrics between Rio Tinto Group 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