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

Correlation

The correlation between SVC and ABR is 0.40, 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.


-0.50.00.51.00.4

Performance

SVC vs. ABR - Performance Comparison

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

-60.00%-40.00%-20.00%0.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
-48.93%
3.15%
SVC
ABR

Key characteristics

Sharpe Ratio

SVC:

-1.43

ABR:

-0.10

Sortino Ratio

SVC:

-2.62

ABR:

0.11

Omega Ratio

SVC:

0.69

ABR:

1.02

Calmar Ratio

SVC:

-0.76

ABR:

-0.14

Martin Ratio

SVC:

-1.76

ABR:

-0.30

Ulcer Index

SVC:

38.11%

ABR:

12.40%

Daily Std Dev

SVC:

46.78%

ABR:

36.60%

Max Drawdown

SVC:

-88.67%

ABR:

-97.75%

Current Drawdown

SVC:

-87.87%

ABR:

-9.89%

Fundamentals

Market Cap

SVC:

$426.62M

ABR:

$2.68B

EPS

SVC:

-$1.47

ABR:

$1.33

Total Revenue (TTM)

SVC:

$1.88B

ABR:

$1.51B

Gross Profit (TTM)

SVC:

$600.76M

ABR:

$659.29M

EBITDA (TTM)

SVC:

$549.78M

ABR:

$414.72M

Returns By Period

In the year-to-date period, SVC achieves a -67.86% return, which is significantly lower than ABR's 2.12% return. Over the past 10 years, SVC has underperformed ABR with an annualized return of -17.48%, while ABR has yielded a comparatively higher 18.21% annualized return.


SVC

YTD

-67.86%

1M

-3.67%

6M

-47.90%

1Y

-67.05%

5Y*

-33.20%

10Y*

-17.48%

ABR

YTD

2.12%

1M

-7.05%

6M

3.29%

1Y

0.07%

5Y*

9.64%

10Y*

18.21%

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

SVC vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Service Properties Trust (SVC) 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 SVC, currently valued at -1.43, compared to the broader market-4.00-2.000.002.00-1.430.00
The chart of Sortino ratio for SVC, currently valued at -2.62, compared to the broader market-4.00-2.000.002.004.00-2.620.25
The chart of Omega ratio for SVC, currently valued at 0.69, compared to the broader market0.501.001.502.000.691.03
The chart of Calmar ratio for SVC, currently valued at -0.76, compared to the broader market0.002.004.006.00-0.760.00
The chart of Martin ratio for SVC, currently valued at -1.76, compared to the broader market0.0010.0020.00-1.760.01
SVC
ABR

The current SVC Sharpe Ratio is -1.43, which is lower than the ABR Sharpe Ratio of -0.10. The chart below compares the historical Sharpe Ratios of SVC 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-1.50-1.00-0.500.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-1.43
0.00
SVC
ABR

Dividends

SVC vs. ABR - Dividend Comparison

SVC's dividend yield for the trailing twelve months is around 24.45%, more than ABR's 12.55% yield.


TTM20232022202120202019201820172016201520142013
SVC
Service Properties Trust
24.45%9.37%3.16%0.46%4.96%8.84%8.84%6.93%6.40%7.61%6.34%7.05%
ABR
Arbor Realty Trust, Inc.
12.55%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%7.51%

Drawdowns

SVC vs. ABR - Drawdown Comparison

The maximum SVC drawdown since its inception was -88.67%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for SVC and ABR. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-87.87%
-9.89%
SVC
ABR

Volatility

SVC vs. ABR - Volatility Comparison

Service Properties Trust (SVC) has a higher volatility of 17.01% compared to Arbor Realty Trust, Inc. (ABR) at 5.78%. This indicates that SVC'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%25.00%JulyAugustSeptemberOctoberNovemberDecember
17.01%
5.78%
SVC
ABR

Financials

SVC vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Service Properties Trust 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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


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.

Copyright © 2024 PortfoliosLab