ABR vs STWD: Correlation
How closely do Arbor Realty Trust (ABR) and STARWOOD PROPERTY TRUST, INC. Starwood Property Trust Inc. (STWD) trade together? Their weekly returns over three years give a correlation of 0.53, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are ABR and STWD?
Across a 3-year window, the weekly returns of ABR and STWD correlate at 0.53, moderate. Little has changed lately, as the 1-year reading of 0.53 lands near the 3-year figure. Stretching to 5 years gives 0.63, with an annualized covariance of 365.4 %².
In ABR's tracked universe of 12 assets, STWD sits right near the top at #2. The last year tells two different stories: STWD led by 39.7 percentage points, -51.5% for ABR against -11.8% for STWD. One caveat on sizing: ABR is 1.9 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 STWD: side by side
| ABR (Arbor Realty Trust) | STWD (STARWOOD PROPERTY TRUST, INC. Starwood Property Trust Inc.) | |
|---|---|---|
| 1-year return | -51.5% | -11.8% |
| 5-year return | -50.7% | +0.5% |
| Volatility (ann.) | 36.0% | 19.3% |
| Beta vs S&P 500 | 0.73 | 0.65 |
| Max drawdown (3Y) | -62.0% | -15.8% |
| Market cap | $1.0B | $6.1B |
| P/E (trailing) | 55.9 | 27.0 |
| Dividend yield | 18.58% | 12.07% |
| Sector / category | US Listed | US Listed |
Year-by-year returns
| Year | ABR | STWD |
|---|---|---|
| 2022 | -20.7% | -17.3% |
| 2023 | +29.7% | +26.7% |
| 2024 | +3.2% | -0.6% |
| 2025 | -36.7% | +4.9% |
| 2026 | -28.5% | -6.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are ABR and STWD good diversifiers for each other?
To a limited degree. At 0.53 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
FAQ
What is the correlation between ABR and STWD?
Using weekly returns as of 2026-08-27: 0.53 over 3 years, with 0.53 over the last year and 0.63 over 5 years.
Is STWD a good diversifier for ABR?
To a limited degree. At 0.53 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
What does a correlation of 0.53 mean?
A reading of 0.53 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/abr-vs-stwd.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/abr-vs-stwd/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: ABR correlations · STWD correlations
