PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
SBLK vs. ABR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

SBLK vs. ABR - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
-17.35%
13.85%
SBLK
ABR

Returns By Period

In the year-to-date period, SBLK achieves a 4.11% return, which is significantly lower than ABR's 10.09% return. Over the past 10 years, SBLK has underperformed ABR with an annualized return of -1.75%, while ABR has yielded a comparatively higher 19.24% annualized return.


SBLK

YTD

4.11%

1M

0.20%

6M

-17.05%

1Y

17.61%

5Y (annualized)

27.88%

10Y (annualized)

-1.75%

ABR

YTD

10.09%

1M

-1.21%

6M

13.28%

1Y

33.69%

5Y (annualized)

10.51%

10Y (annualized)

19.24%

Fundamentals


SBLKABR
Market Cap$2.32B$2.75B
EPS$2.64$1.33
PE Ratio7.5410.95
PEG Ratio1.951.20
Total Revenue (TTM)$969.21M$845.08M
Gross Profit (TTM)$360.44M$785.88M
EBITDA (TTM)$246.28M$495.84M

Key characteristics


SBLKABR
Sharpe Ratio0.630.94
Sortino Ratio1.071.42
Omega Ratio1.121.19
Calmar Ratio0.191.32
Martin Ratio1.592.97
Ulcer Index11.61%12.30%
Daily Std Dev29.40%38.91%
Max Drawdown-99.74%-97.75%
Current Drawdown-95.05%-2.85%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Correlation

-0.50.00.51.00.2

The correlation between SBLK and ABR is 0.19, 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

SBLK vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Star Bulk Carriers Corp. (SBLK) 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.


Sharpe ratio
The chart of Sharpe ratio for SBLK, currently valued at 0.63, compared to the broader market-4.00-2.000.002.004.000.630.94
The chart of Sortino ratio for SBLK, currently valued at 1.07, compared to the broader market-4.00-2.000.002.004.001.071.42
The chart of Omega ratio for SBLK, currently valued at 1.12, compared to the broader market0.501.001.502.001.121.19
The chart of Calmar ratio for SBLK, currently valued at 0.19, compared to the broader market0.002.004.006.000.191.32
The chart of Martin ratio for SBLK, currently valued at 1.59, compared to the broader market-10.000.0010.0020.0030.001.592.97
SBLK
ABR

The current SBLK Sharpe Ratio is 0.63, which is lower than the ABR Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of SBLK and ABR, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
0.63
0.94
SBLK
ABR

Dividends

SBLK vs. ABR - Dividend Comparison

SBLK's dividend yield for the trailing twelve months is around 10.37%, less than ABR's 11.64% yield.


TTM20232022202120202019201820172016201520142013
SBLK
Star Bulk Carriers Corp.
10.37%7.38%33.80%9.93%0.57%0.42%0.00%0.00%0.00%0.00%0.00%0.00%
ABR
Arbor Realty Trust, Inc.
11.64%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%7.51%

Drawdowns

SBLK vs. ABR - Drawdown Comparison

The maximum SBLK drawdown since its inception was -99.74%, roughly equal to the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for SBLK and ABR. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-95.05%
-2.85%
SBLK
ABR

Volatility

SBLK vs. ABR - Volatility Comparison

Star Bulk Carriers Corp. (SBLK) has a higher volatility of 7.21% compared to Arbor Realty Trust, Inc. (ABR) at 6.16%. This indicates that SBLK'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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
7.21%
6.16%
SBLK
ABR

Financials

SBLK vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Star Bulk Carriers 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items