SAR vs. ABR
SAR (Saratoga Investment Corp.) and ABR (Arbor Realty Trust, Inc.) are both stocks. SAR operates in Asset Management (Financial Services), while ABR operates in REIT - Mortgage (Real Estate). Over the past 10 years, SAR returned 13.88%/yr vs 7.91%/yr for ABR. At a 0.21 correlation, their price movements are largely independent.
Performance
SAR vs. ABR - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, SAR achieves a 2.48% return, which is significantly higher than ABR's -27.11% return. Over the past 10 years, SAR has outperformed ABR with an annualized return of 13.88%, while ABR has yielded a comparatively lower 7.91% annualized return.
SAR
- 1D
- -2.01%
- 1M
- -5.20%
- YTD
- 2.48%
- 6M
- 5.36%
- 1Y
- 4.13%
- 3Y*
- 6.34%
- 5Y*
- 8.48%
- 10Y*
- 13.88%
ABR
- 1D
- -2.21%
- 1M
- -30.75%
- YTD
- -27.11%
- 6M
- -37.77%
- 1Y
- -38.26%
- 3Y*
- -17.08%
- 5Y*
- -12.88%
- 10Y*
- 7.91%
SAR vs. ABR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAR Saratoga Investment Corp. | 2.48% | 10.36% | 6.07% | 12.91% | -3.82% | 51.00% | -10.92% | 34.20% | -2.78% | 20.77% |
ABR Arbor Realty Trust, Inc. | -27.11% | -36.65% | 3.16% | 29.73% | -20.73% | 39.42% | 10.04% | 55.19% | 30.04% | 26.60% |
Correlation
The correlation between SAR and ABR is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Mar 28, 2007 | 0.21 |
The correlation between SAR and ABR shifts across timeframes, from 0.21 (all time) to 0.35 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
SAR:
$355.20M
ABR:
$1.12B
SAR:
$2.46
ABR:
$0.57
SAR:
9.09
ABR:
9.24
SAR:
0.01
ABR:
1.19
SAR:
$62.82B
ABR:
$940.70M
SAR:
$47.57M
ABR:
$829.57M
SAR:
$1.29B
ABR:
$878.83M
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 | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +1.65 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 0.84 | +0.21 |
| Calmar ratioReturn relative to maximum drawdown | 0.30 | -0.72 | +1.02 |
| Martin ratioReturn relative to average drawdown | 0.76 | -1.43 | +2.19 |
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 charts...
Sharpe Ratios by Period
| SAR | ABR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.21 | -0.94 | +1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.38 | -0.35 | +0.73 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.20 | +0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.05 | +0.10 |
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 charts...
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 | -13.89% | -53.05% | +39.16% |
Max Drawdown (3Y)Largest decline over 3 years | -14.38% | -57.96% | +43.58% |
Max Drawdown (5Y)Largest decline over 5 years | -26.19% | -57.96% | +31.77% |
Max Drawdown (10Y)Largest decline over 10 years | -69.89% | -72.76% | +2.87% |
Current DrawdownCurrent decline from peak | -5.20% | -57.96% | +52.76% |
Average DrawdownAverage peak-to-trough decline | -17.26% | -41.86% | +24.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 26.77% | -21.33% |
Volatility
SAR vs. ABR - Volatility Comparison
The current volatility for Saratoga Investment Corp. (SAR) is 5.31%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 21.37%. 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 charts...
Volatility by Period
| SAR | ABR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 21.37% | -16.06% |
Volatility (6M)Calculated over the trailing 6-month period | 15.14% | 33.44% | -18.30% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.47% | 40.99% | -21.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.52% | 37.09% | -14.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.65% | 40.39% | -2.74% |
Dividends
SAR vs. ABR - Dividend Comparison
SAR's dividend yield for the trailing twelve months is around 14.50%, less than ABR's 20.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ABR Arbor Realty Trust, Inc. | 20.19% | 17.14% | 12.42% | 11.07% | 11.68% | 7.53% | 8.67% | 7.94% | 11.22% | 8.33% | 8.31% | 8.11% |
SAR Saratoga Investment Corp. | 14.50% | 14.04% | 13.80% | 10.90% | 11.02% | 6.16% | 6.57% | 6.61% | 10.35% | 10.51% | 9.12% | 14.14% |
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
SAR vs. ABR - Profitability Comparison
SAR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Saratoga Investment Corp. reported a gross profit of 0.00 and revenue of 62.74B. Therefore, the gross margin over that period was 0.0%.
ABR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Arbor Realty Trust, Inc. reported a gross profit of -21.94M and revenue of 25.74M. Therefore, the gross margin over that period was -85.3%.
SAR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Saratoga Investment Corp. reported an operating income of 0.00 and revenue of 62.74B, resulting in an operating margin of 0.0%.
ABR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Arbor Realty Trust, Inc. reported an operating income of 8.06M and revenue of 25.74M, resulting in an operating margin of 31.3%.
SAR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Saratoga Investment Corp. reported a net income of 0.00 and revenue of 62.74B, resulting in a net margin of 0.0%.
ABR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Arbor Realty Trust, Inc. reported a net income of 12.92M and revenue of 25.74M, resulting in a net margin of 50.2%.
Frequently Asked Questions
SAR and ABR have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ABR has higher volatility (21.37%) compared to SAR (5.31%). In terms of maximum drawdown, SAR dropped -90.51% vs ABR's -97.76%.
SAR currently has the higher Sharpe Ratio (0.21 vs -0.94), 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.
Find the right allocation for SAR and ABR
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer