ABR vs CTSO: Correlation
Arbor Realty Trust (ABR) and Cytosorbents Corporation (CTSO) show a moderate relationship: their 3-year correlation of weekly returns is 0.31.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are ABR and CTSO?
Across a 3-year window, the weekly returns of ABR and CTSO correlate at 0.31, moderate. The link has tightened recently: the 1-year correlation (0.51) runs above the 3-year figure (0.31). Stretching to 5 years gives 0.30, with an annualized covariance of 839.2 %².
Among the 12 assets we track against ABR, CTSO ranks #7 by 3-year correlation. Over the last 12 months ABR came out ahead by 11.9 percentage points (-51.5% against -63.4%). One caveat on sizing: CTSO is 2.1 times as volatile as the other leg, so an equal-dollar split is far from equal-risk.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
ABR vs CTSO: side by side
| ABR (Arbor Realty Trust) | CTSO (Cytosorbents Corporation) | |
|---|---|---|
| 1-year return | -51.5% | -63.4% |
| 5-year return | -50.7% | -96.4% |
| Volatility (ann.) | 36.0% | 75.9% |
| Beta vs S&P 500 | 0.73 | 0.98 |
| Max drawdown (3Y) | -62.0% | -87.9% |
| Market cap | $1.0B | – |
| P/E (trailing) | 55.9 | – |
| Dividend yield | 18.58% | 0.00% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | ABR | CTSO |
|---|---|---|
| 2022 | -20.7% | -63.0% |
| 2023 | +29.7% | -28.4% |
| 2024 | +3.2% | -18.0% |
| 2025 | -36.7% | -29.8% |
| 2026 | -28.5% | -46.7% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are ABR and CTSO good diversifiers for each other?
Reasonably. At 0.31, ABR and CTSO keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
FAQ
What is the correlation between ABR and CTSO?
As of 2026-08-27, the correlation of weekly returns between ABR and CTSO is 0.31 over 3 years, 0.51 over 1 year and 0.30 over 5 years.
Is CTSO a good diversifier for ABR?
Reasonably. At 0.31, ABR and CTSO keep a meaningful degree of independence, and combining them has historically reduced portfolio volatility.
What does a correlation of 0.31 mean?
On the −1 to +1 scale, 0.31 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/abr-vs-ctso.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/abr-vs-ctso/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: ABR correlations · CTSO correlations
