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SPFF vs. ABR
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between SPFF and ABR is 0.33, 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.


-0.50.00.51.00.3

Performance

SPFF vs. ABR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Global X SuperIncome Preferred ETF (SPFF) and Arbor Realty Trust, Inc. (ABR). The values are adjusted to include any dividend payments, if applicable.

-10.00%-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
4.46%
3.90%
SPFF
ABR

Key characteristics

Sharpe Ratio

SPFF:

1.01

ABR:

-0.07

Sortino Ratio

SPFF:

1.41

ABR:

0.16

Omega Ratio

SPFF:

1.18

ABR:

1.02

Calmar Ratio

SPFF:

0.67

ABR:

-0.09

Martin Ratio

SPFF:

4.53

ABR:

-0.20

Ulcer Index

SPFF:

1.85%

ABR:

12.43%

Daily Std Dev

SPFF:

8.34%

ABR:

36.27%

Max Drawdown

SPFF:

-35.92%

ABR:

-97.75%

Current Drawdown

SPFF:

-4.54%

ABR:

-9.10%

Returns By Period

In the year-to-date period, SPFF achieves a 9.13% return, which is significantly higher than ABR's 3.01% return. Over the past 10 years, SPFF has underperformed ABR with an annualized return of 2.16%, while ABR has yielded a comparatively higher 18.51% annualized return.


SPFF

YTD

9.13%

1M

-2.64%

6M

4.68%

1Y

8.32%

5Y*

1.69%

10Y*

2.16%

ABR

YTD

3.01%

1M

-5.14%

6M

3.46%

1Y

-0.78%

5Y*

9.94%

10Y*

18.51%

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Risk-Adjusted Performance

SPFF vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Global X SuperIncome Preferred ETF (SPFF) 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 SPFF, currently valued at 1.01, compared to the broader market0.002.004.001.01-0.07
The chart of Sortino ratio for SPFF, currently valued at 1.41, compared to the broader market-2.000.002.004.006.008.0010.001.410.16
The chart of Omega ratio for SPFF, currently valued at 1.18, compared to the broader market0.501.001.502.002.503.001.181.02
The chart of Calmar ratio for SPFF, currently valued at 0.67, compared to the broader market0.005.0010.0015.000.67-0.09
The chart of Martin ratio for SPFF, currently valued at 4.53, compared to the broader market0.0020.0040.0060.0080.00100.004.53-0.20
SPFF
ABR

The current SPFF Sharpe Ratio is 1.01, which is higher than the ABR Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of SPFF 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 Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.01
-0.07
SPFF
ABR

Dividends

SPFF vs. ABR - Dividend Comparison

SPFF's dividend yield for the trailing twelve months is around 6.01%, less than ABR's 12.44% yield.


TTM20232022202120202019201820172016201520142013
SPFF
Global X SuperIncome Preferred ETF
6.01%6.64%7.20%5.84%5.80%6.01%7.64%7.29%7.08%7.54%6.82%7.37%
ABR
Arbor Realty Trust, Inc.
12.44%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%7.51%

Drawdowns

SPFF vs. ABR - Drawdown Comparison

The maximum SPFF drawdown since its inception was -35.92%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for SPFF and ABR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-4.54%
-9.10%
SPFF
ABR

Volatility

SPFF vs. ABR - Volatility Comparison

The current volatility for Global X SuperIncome Preferred ETF (SPFF) is 2.22%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 5.84%. This indicates that SPFF 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.


0.00%5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
2.22%
5.84%
SPFF
ABR
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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