SAR vs. ABR
Compare and contrast key facts about Saratoga Investment Corp. (SAR) and Arbor Realty Trust, Inc. (ABR).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SAR or ABR.
Performance
SAR vs. ABR - Performance Comparison
Returns By Period
The year-to-date returns for both investments are quite close, with SAR having a 8.77% return and ABR slightly higher at 8.82%. Over the past 10 years, SAR has underperformed ABR with an annualized return of 15.89%, while ABR has yielded a comparatively higher 19.09% annualized return.
SAR
8.77%
5.78%
17.47%
12.92%
9.70%
15.89%
ABR
8.82%
-0.01%
15.05%
35.51%
10.59%
19.09%
Fundamentals
| SAR | ABR | |
|---|---|---|
| Market Cap | $353.71M | $2.78B |
| EPS | $1.52 | $1.33 |
| PE Ratio | 16.86 | 11.09 |
| PEG Ratio | 0.00 | 1.20 |
| Total Revenue (TTM) | $63.19M | $845.08M |
| Gross Profit (TTM) | $31.98M | $561.10M |
| EBITDA (TTM) | $18.22B | $686.27M |
Key characteristics
| SAR | ABR | |
|---|---|---|
| Sharpe Ratio | 0.72 | 0.86 |
| Sortino Ratio | 1.01 | 1.33 |
| Omega Ratio | 1.16 | 1.18 |
| Calmar Ratio | 0.94 | 1.20 |
| Martin Ratio | 1.67 | 2.70 |
| Ulcer Index | 7.84% | 12.30% |
| Daily Std Dev | 18.17% | 38.83% |
| Max Drawdown | -90.83% | -97.75% |
| Current Drawdown | 0.00% | -3.97% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between SAR and ABR is 0.20, 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.
Risk-Adjusted Performance
SAR vs. ABR - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Saratoga Investment Corp. (SAR) 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
SAR vs. ABR - Dividend Comparison
SAR's dividend yield for the trailing twelve months is around 11.43%, less than ABR's 11.77% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAR Saratoga Investment Corp. | 11.43% | 10.90% | 11.02% | 6.16% | 6.57% | 6.61% | 10.35% | 10.51% | 9.12% | 14.14% | 1.21% | 16.93% |
ABR Arbor Realty Trust, Inc. | 11.77% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 10.03% | 8.33% | 8.31% | 8.11% | 7.68% | 7.51% |
Drawdowns
SAR vs. ABR - Drawdown Comparison
The maximum SAR drawdown since its inception was -90.83%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for SAR and ABR. For additional features, visit the drawdowns tool.
Volatility
SAR vs. ABR - Volatility Comparison
The current volatility for Saratoga Investment Corp. (SAR) is 4.78%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 5.57%. This indicates that SAR 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.
Financials
SAR vs. ABR - Financials Comparison
This section allows you to compare key financial metrics between Saratoga Investment Corp. 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