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SBLK vs. ABR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SBLK and ABR is 0.41, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

SBLK:

-0.81

ABR:

-0.37

Sortino Ratio

SBLK:

-0.98

ABR:

-0.46

Omega Ratio

SBLK:

0.88

ABR:

0.93

Calmar Ratio

SBLK:

-0.30

ABR:

-0.59

Martin Ratio

SBLK:

-1.01

ABR:

-1.39

Ulcer Index

SBLK:

28.44%

ABR:

13.25%

Daily Std Dev

SBLK:

36.88%

ABR:

36.13%

Max Drawdown

SBLK:

-99.74%

ABR:

-97.75%

Current Drawdown

SBLK:

-95.86%

ABR:

-25.96%

Fundamentals

Market Cap

SBLK:

$1.96B

ABR:

$2.03B

EPS

SBLK:

$2.73

ABR:

$1.03

PE Ratio

SBLK:

6.01

ABR:

10.26

PEG Ratio

SBLK:

1.95

ABR:

1.20

PS Ratio

SBLK:

1.59

ABR:

3.31

PB Ratio

SBLK:

0.79

ABR:

0.86

Total Revenue (TTM)

SBLK:

$1.01B

ABR:

$490.88M

Gross Profit (TTM)

SBLK:

$324.01M

ABR:

$444.85M

EBITDA (TTM)

SBLK:

$413.20M

ABR:

$475.21M

Returns By Period

In the year-to-date period, SBLK achieves a 10.35% return, which is significantly higher than ABR's -18.66% return. Over the past 10 years, SBLK has underperformed ABR with an annualized return of 6.08%, while ABR has yielded a comparatively higher 15.03% annualized return.


SBLK

YTD

10.35%

1M

18.93%

6M

-15.69%

1Y

-30.18%

5Y*

41.29%

10Y*

6.08%

ABR

YTD

-18.66%

1M

-1.44%

6M

-22.63%

1Y

-13.84%

5Y*

20.96%

10Y*

15.03%

*Annualized

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Risk-Adjusted Performance

SBLK vs. ABR — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SBLK
The Risk-Adjusted Performance Rank of SBLK is 1818
Overall Rank
The Sharpe Ratio Rank of SBLK is 99
Sharpe Ratio Rank
The Sortino Ratio Rank of SBLK is 1212
Sortino Ratio Rank
The Omega Ratio Rank of SBLK is 1313
Omega Ratio Rank
The Calmar Ratio Rank of SBLK is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SBLK is 2525
Martin Ratio Rank

ABR
The Risk-Adjusted Performance Rank of ABR is 1919
Overall Rank
The Sharpe Ratio Rank of ABR is 3030
Sharpe Ratio Rank
The Sortino Ratio Rank of ABR is 2323
Sortino Ratio Rank
The Omega Ratio Rank of ABR is 2121
Omega Ratio Rank
The Calmar Ratio Rank of ABR is 1313
Calmar Ratio Rank
The Martin Ratio Rank of ABR is 99
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current SBLK Sharpe Ratio is -0.81, which is lower than the ABR Sharpe Ratio of -0.37. 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.


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Dividends

SBLK vs. ABR - Dividend Comparison

SBLK's dividend yield for the trailing twelve months is around 13.05%, less than ABR's 15.04% yield.


TTM20242023202220212020201920182017201620152014
SBLK
Star Bulk Carriers Corp.
13.05%16.72%7.38%33.80%9.93%0.57%0.42%0.00%0.00%0.00%0.00%0.00%
ABR
Arbor Realty Trust, Inc.
15.04%12.42%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%

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.


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Volatility

SBLK vs. ABR - Volatility Comparison

The current volatility for Star Bulk Carriers Corp. (SBLK) is 7.35%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 10.91%. This indicates that SBLK 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.


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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


0.00200.00M400.00M600.00M800.00M20212022202320242025
308.92M
25.60M
(SBLK) Total Revenue
(ABR) Total Revenue
Values in USD except per share items