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

Correlation

The correlation between UL and ABR is 0.20, 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.


-0.50.00.51.00.2

Performance

UL vs. ABR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Unilever Group (UL) 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
3.51%
3.90%
UL
ABR

Key characteristics

Sharpe Ratio

UL:

1.47

ABR:

-0.07

Sortino Ratio

UL:

2.29

ABR:

0.16

Omega Ratio

UL:

1.29

ABR:

1.02

Calmar Ratio

UL:

1.40

ABR:

-0.09

Martin Ratio

UL:

5.23

ABR:

-0.20

Ulcer Index

UL:

4.51%

ABR:

12.43%

Daily Std Dev

UL:

16.11%

ABR:

36.27%

Max Drawdown

UL:

-53.55%

ABR:

-97.75%

Current Drawdown

UL:

-12.11%

ABR:

-9.10%

Fundamentals

Market Cap

UL:

$146.66B

ABR:

$2.68B

EPS

UL:

$2.76

ABR:

$1.33

PE Ratio

UL:

21.49

ABR:

10.69

PEG Ratio

UL:

16.02

ABR:

1.20

Total Revenue (TTM)

UL:

$60.29B

ABR:

$1.51B

Gross Profit (TTM)

UL:

$25.86B

ABR:

$659.29M

EBITDA (TTM)

UL:

$11.95B

ABR:

$414.72M

Returns By Period

In the year-to-date period, UL achieves a 21.95% return, which is significantly higher than ABR's 3.01% return. Over the past 10 years, UL has underperformed ABR with an annualized return of 6.73%, while ABR has yielded a comparatively higher 18.51% annualized return.


UL

YTD

21.95%

1M

-2.42%

6M

3.20%

1Y

22.91%

5Y*

3.77%

10Y*

6.73%

ABR

YTD

3.01%

1M

-5.14%

6M

3.46%

1Y

-0.78%

5Y*

9.94%

10Y*

18.51%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

UL vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Unilever Group (UL) 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 UL, currently valued at 1.47, compared to the broader market-4.00-2.000.002.001.47-0.07
The chart of Sortino ratio for UL, currently valued at 2.29, compared to the broader market-4.00-2.000.002.004.002.290.16
The chart of Omega ratio for UL, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.02
The chart of Calmar ratio for UL, currently valued at 1.40, compared to the broader market0.002.004.006.001.40-0.09
The chart of Martin ratio for UL, currently valued at 5.23, compared to the broader market-5.000.005.0010.0015.0020.0025.005.23-0.20
UL
ABR

The current UL Sharpe Ratio is 1.47, which is higher than the ABR Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of UL 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 Ratio0.000.501.001.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.47
-0.07
UL
ABR

Dividends

UL vs. ABR - Dividend Comparison

UL's dividend yield for the trailing twelve months is around 3.26%, less than ABR's 12.44% yield.


TTM20232022202120202019201820172016201520142013
UL
The Unilever Group
3.26%3.83%3.61%3.77%3.07%3.17%3.46%2.79%3.40%3.02%3.69%3.39%
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

UL vs. ABR - Drawdown Comparison

The maximum UL drawdown since its inception was -53.55%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for UL and ABR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-12.11%
-9.10%
UL
ABR

Volatility

UL vs. ABR - Volatility Comparison

The current volatility for The Unilever Group (UL) is 3.82%, while Arbor Realty Trust, Inc. (ABR) has a volatility of 5.84%. This indicates that UL 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.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
3.82%
5.84%
UL
ABR

Financials

UL vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between The Unilever Group 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
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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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