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SPFF vs. ABR
Performance
Return for Risk
Dividends
Drawdowns
Volatility

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.

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SPFF vs. ABR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SPFF
Global X SuperIncome Preferred ETF
-3.61%7.52%8.62%3.00%-14.29%5.15%6.91%13.04%-2.55%1.80%
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%

Returns By Period

In the year-to-date period, SPFF achieves a -3.61% return, which is significantly lower than ABR's 2.99% return. Over the past 10 years, SPFF has underperformed ABR with an annualized return of 2.55%, while ABR has yielded a comparatively higher 12.30% annualized return.


SPFF

1D
0.91%
1M
-2.63%
YTD
-3.61%
6M
-0.40%
1Y
5.95%
3Y*
4.81%
5Y*
0.47%
10Y*
2.55%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SPFF vs. ABR — Risk / Return Rank

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

SPFF
SPFF Risk / Return Rank: 2929
Overall Rank
SPFF Sharpe Ratio Rank: 3030
Sharpe Ratio Rank
SPFF Sortino Ratio Rank: 2929
Sortino Ratio Rank
SPFF Omega Ratio Rank: 2727
Omega Ratio Rank
SPFF Calmar Ratio Rank: 3131
Calmar Ratio Rank
SPFF Martin Ratio Rank: 2727
Martin Ratio Rank

ABR
ABR Risk / Return Rank: 1717
Overall Rank
ABR Sharpe Ratio Rank: 1414
Sharpe Ratio Rank
ABR Sortino Ratio Rank: 1515
Sortino Ratio Rank
ABR Omega Ratio Rank: 1616
Omega Ratio Rank
ABR Calmar Ratio Rank: 2020
Calmar Ratio Rank
ABR Martin Ratio Rank: 1919
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SPFF vs. ABR - Risk-Adjusted Trends 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.


SPFFABRDifference

Sharpe ratio

Return per unit of total volatility

0.53

-0.64

+1.17

Sortino ratio

Return per unit of downside risk

0.81

-0.73

+1.54

Omega ratio

Gain probability vs. loss probability

1.10

0.91

+0.19

Calmar ratio

Return relative to maximum drawdown

0.73

-0.64

+1.37

Martin ratio

Return relative to average drawdown

2.09

-1.20

+3.29

SPFF vs. ABR - Sharpe Ratio Comparison

The current SPFF Sharpe Ratio is 0.53, which is higher than the ABR Sharpe Ratio of -0.64. 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.


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Sharpe Ratios by Period


SPFFABRDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

-0.64

+1.17

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.04

-0.10

+0.15

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.19

0.31

-0.12

Sharpe Ratio (All Time)

Calculated using the full available price history

0.24

0.08

+0.16

Correlation

The correlation between SPFF and ABR is 0.34, 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

SPFF vs. ABR - Dividend Comparison

SPFF's dividend yield for the trailing twelve months is around 6.79%, less than ABR's 15.56% yield.


TTM20252024202320222021202020192018201720162015
SPFF
Global X SuperIncome Preferred ETF
6.79%6.47%6.39%6.64%7.15%5.78%5.75%5.97%7.60%7.24%7.04%7.50%
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

SPFF vs. ABR - Drawdown Comparison

The maximum SPFF drawdown since its inception was -35.92%, smaller than the maximum ABR drawdown of -97.76%. Use the drawdown chart below to compare losses from any high point for SPFF and ABR.


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Drawdown Indicators


SPFFABRDifference

Max Drawdown

Largest peak-to-trough decline

-35.92%

-97.76%

+61.84%

Max Drawdown (1Y)

Largest decline over 1 year

-7.58%

-40.49%

+32.91%

Max Drawdown (5Y)

Largest decline over 5 years

-22.88%

-46.72%

+23.84%

Max Drawdown (10Y)

Largest decline over 10 years

-35.92%

-72.76%

+36.84%

Current Drawdown

Current decline from peak

-6.52%

-40.61%

+34.09%

Average Drawdown

Average peak-to-trough decline

-4.09%

-41.83%

+37.74%

Ulcer Index

Depth and duration of drawdowns from previous peaks

2.65%

21.57%

-18.92%

Volatility

SPFF vs. ABR - Volatility Comparison

The current volatility for Global X SuperIncome Preferred ETF (SPFF) is 3.39%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 12.40%. 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.


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Volatility by Period


SPFFABRDifference

Volatility (1M)

Calculated over the trailing 1-month period

3.39%

12.40%

-9.01%

Volatility (6M)

Calculated over the trailing 6-month period

7.27%

30.52%

-23.25%

Volatility (1Y)

Calculated over the trailing 1-year period

11.28%

40.43%

-29.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

10.79%

36.10%

-25.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

13.46%

39.77%

-26.31%