SAR vs. ABR
Compare and contrast key facts about Saratoga Investment Corp. (SAR) and Arbor Realty Trust, Inc. (ABR).
Performance
SAR vs. ABR - Performance Comparison
Loading graphics...
SAR vs. ABR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAR Saratoga Investment Corp. | -2.13% | 10.36% | 6.07% | 12.91% | -3.82% | 51.00% | -10.92% | 34.20% | -2.78% | 20.77% |
ABR Arbor Realty Trust, Inc. | 2.99% | -36.65% | 3.16% | 29.73% | -20.73% | 39.42% | 10.04% | 55.19% | 30.04% | 26.60% |
Fundamentals
SAR:
$352.30M
ABR:
$1.64B
SAR:
$1.56
ABR:
$0.51
SAR:
14.01
ABR:
15.12
SAR:
0.01
ABR:
4.24
SAR:
$31.72B
ABR:
$382.72M
SAR:
$41.64M
ABR:
$232.49M
SAR:
$1.28B
ABR:
$938.50M
Returns By Period
In the year-to-date period, SAR achieves a -2.13% return, which is significantly lower than ABR's 2.99% return. Over the past 10 years, SAR has outperformed ABR with an annualized return of 13.95%, while ABR has yielded a comparatively lower 12.30% annualized return.
SAR
- 1D
- 2.63%
- 1M
- -4.56%
- YTD
- -2.13%
- 6M
- -3.34%
- 1Y
- -1.02%
- 3Y*
- 8.27%
- 5Y*
- 8.39%
- 10Y*
- 13.95%
ABR
- 1D
- 4.90%
- 1M
- 0.78%
- YTD
- 2.99%
- 6M
- -32.31%
- 1Y
- -25.79%
- 3Y*
- -0.88%
- 5Y*
- -3.65%
- 10Y*
- 12.30%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
SAR vs. ABR — Risk / Return Rank
SAR
ABR
SAR vs. ABR - Risk-Adjusted Trends 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.
| SAR | ABR | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.04 | -0.64 | +0.60 |
Sortino ratioReturn per unit of downside risk | 0.09 | -0.73 | +0.83 |
Omega ratioGain probability vs. loss probability | 1.01 | 0.91 | +0.10 |
Calmar ratioReturn relative to maximum drawdown | -0.04 | -0.64 | +0.60 |
Martin ratioReturn relative to average drawdown | -0.09 | -1.20 | +1.11 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| SAR | ABR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.04 | -0.64 | +0.60 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | -0.10 | +0.48 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.31 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.14 | 0.08 | +0.06 |
Correlation
The correlation between SAR and ABR is 0.21, 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.
Dividends
SAR vs. ABR - Dividend Comparison
SAR's dividend yield for the trailing twelve months is around 14.86%, less than ABR's 15.56% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SAR Saratoga Investment Corp. | 14.86% | 14.04% | 13.80% | 10.90% | 11.02% | 6.16% | 6.57% | 6.61% | 10.35% | 10.51% | 9.12% | 14.14% |
ABR Arbor Realty Trust, Inc. | 15.56% | 17.14% | 12.42% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 11.22% | 8.33% | 8.31% | 8.11% |
Drawdowns
SAR vs. ABR - Drawdown Comparison
The maximum SAR drawdown since its inception was -90.51%, smaller than the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for SAR and ABR.
Loading graphics...
Drawdown Indicators
| SAR | ABR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.51% | -97.76% | +7.25% |
Max Drawdown (1Y)Largest decline over 1 year | -14.38% | -40.49% | +26.11% |
Max Drawdown (5Y)Largest decline over 5 years | -26.19% | -46.72% | +20.53% |
Max Drawdown (10Y)Largest decline over 10 years | -69.89% | -72.76% | +2.87% |
Current DrawdownCurrent decline from peak | -7.72% | -40.61% | +32.89% |
Average DrawdownAverage peak-to-trough decline | -17.38% | -41.83% | +24.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.53% | 21.57% | -16.04% |
Volatility
SAR vs. ABR - Volatility Comparison
The current volatility for Saratoga Investment Corp. (SAR) is 8.96%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 12.40%. 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.
Loading graphics...
Volatility by Period
| SAR | ABR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.96% | 12.40% | -3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 15.31% | 30.52% | -15.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.30% | 40.43% | -17.13% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.47% | 36.10% | -13.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.59% | 39.77% | -2.18% |
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