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

Correlation

The correlation between WSO and ABR is 0.30, 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

WSO vs. ABR - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%JulyAugustSeptemberOctoberNovemberDecember
3,161.42%
260.08%
WSO
ABR

Key characteristics

Sharpe Ratio

WSO:

0.67

ABR:

0.01

Sortino Ratio

WSO:

1.08

ABR:

0.26

Omega Ratio

WSO:

1.13

ABR:

1.04

Calmar Ratio

WSO:

1.26

ABR:

0.02

Martin Ratio

WSO:

2.95

ABR:

0.04

Ulcer Index

WSO:

6.34%

ABR:

12.42%

Daily Std Dev

WSO:

27.81%

ABR:

36.40%

Max Drawdown

WSO:

-79.75%

ABR:

-97.75%

Current Drawdown

WSO:

-14.85%

ABR:

-9.56%

Fundamentals

Market Cap

WSO:

$20.68B

ABR:

$2.68B

EPS

WSO:

$12.97

ABR:

$1.33

PE Ratio

WSO:

39.20

ABR:

10.69

PEG Ratio

WSO:

4.49

ABR:

1.20

Total Revenue (TTM)

WSO:

$7.47B

ABR:

$1.51B

Gross Profit (TTM)

WSO:

$1.97B

ABR:

$659.29M

EBITDA (TTM)

WSO:

$757.42M

ABR:

$414.72M

Returns By Period

In the year-to-date period, WSO achieves a 15.72% return, which is significantly higher than ABR's 2.49% return. Over the past 10 years, WSO has outperformed ABR with an annualized return of 19.98%, while ABR has yielded a comparatively lower 18.30% annualized return.


WSO

YTD

15.72%

1M

-11.33%

6M

3.70%

1Y

16.53%

5Y*

25.45%

10Y*

19.98%

ABR

YTD

2.49%

1M

-5.82%

6M

3.52%

1Y

-2.95%

5Y*

9.72%

10Y*

18.30%

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

WSO vs. ABR - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Watsco, Inc. (WSO) 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 WSO, currently valued at 0.67, compared to the broader market-4.00-2.000.002.000.670.01
The chart of Sortino ratio for WSO, currently valued at 1.08, compared to the broader market-4.00-2.000.002.004.001.080.26
The chart of Omega ratio for WSO, currently valued at 1.13, compared to the broader market0.501.001.502.001.131.04
The chart of Calmar ratio for WSO, currently valued at 1.26, compared to the broader market0.002.004.006.001.260.02
The chart of Martin ratio for WSO, currently valued at 2.95, compared to the broader market-5.000.005.0010.0015.0020.0025.002.950.04
WSO
ABR

The current WSO Sharpe Ratio is 0.67, which is higher than the ABR Sharpe Ratio of 0.01. The chart below compares the historical Sharpe Ratios of WSO 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 Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
0.67
0.01
WSO
ABR

Dividends

WSO vs. ABR - Dividend Comparison

WSO's dividend yield for the trailing twelve months is around 2.18%, less than ABR's 12.50% yield.


TTM20232022202120202019201820172016201520142013
WSO
Watsco, Inc.
2.18%2.29%3.43%2.44%3.06%3.55%4.02%2.71%2.43%2.39%1.87%1.20%
ABR
Arbor Realty Trust, Inc.
12.50%11.07%11.68%7.53%8.67%7.94%10.03%8.33%8.31%8.11%7.68%7.51%

Drawdowns

WSO vs. ABR - Drawdown Comparison

The maximum WSO drawdown since its inception was -79.75%, smaller than the maximum ABR drawdown of -97.75%. Use the drawdown chart below to compare losses from any high point for WSO and ABR. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.85%
-9.56%
WSO
ABR

Volatility

WSO vs. ABR - Volatility Comparison

Watsco, Inc. (WSO) has a higher volatility of 7.37% compared to Arbor Realty Trust, Inc. (ABR) at 5.81%. This indicates that WSO'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%JulyAugustSeptemberOctoberNovemberDecember
7.37%
5.81%
WSO
ABR

Financials

WSO vs. ABR - Financials Comparison

This section allows you to compare key financial metrics between Watsco, Inc. 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