ADAM vs. ARR
ADAM (Adamas Trust, Inc) and ARR (ARMOUR Residential REIT, Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, ADAM returned 1.63%/yr vs -5.09%/yr for ARR. Their 0.48 correlation means their historical movements had little consistent relationship.
Performance
ADAM vs. ARR - Performance Comparison
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Returns By Period
In the year-to-date period, ADAM achieves a 32.32% return, which is significantly higher than ARR's 2.48% return. Over the past 10 years, ADAM has outperformed ARR with an annualized return of 1.63%, while ARR has yielded a comparatively lower -5.09% annualized return.
ADAM
- 1D
- 1.45%
- 1M
- -0.77%
- 6M
- 20.74%
- YTD
- 32.32%
- 1Y
- 56.39%
- 3Y*
- 9.26%
- 5Y*
- -0.47%
- 10Y*
- 1.63%
- ALL TIME*
- -4.16%
ARR
- 1D
- 0.12%
- 1M
- -2.49%
- 6M
- 2.86%
- YTD
- 2.48%
- 1Y
- 19.39%
- 3Y*
- 2.49%
- 5Y*
- -5.93%
- 10Y*
- -5.09%
- ALL TIME*
- -3.24%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $8.01M | $7.43M | $7.47M | |
| $55.47M | $71.78M | $62.28M |
ADAM vs. ARR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ADAM Adamas Trust, Inc | 32.32% | 36.49% | -19.27% | -5.45% | -20.80% | 10.70% | -36.23% | 20.32% | 8.95% | 6.02% |
ARR ARMOUR Residential REIT, Inc. | 2.48% | 11.69% | 13.17% | -15.43% | -32.01% | 1.11% | -33.13% | -2.07% | -11.97% | 30.13% |
Correlation
The correlation between ADAM and ARR is 0.57, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.57 |
Correlation (3Y) Balances recent behavior with more history. | 0.63 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.67 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.65 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2007 | 0.48 |
The correlation between ADAM and ARR shifts across timeframes, from 0.48 (all time) to 0.67 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ADAM:
$815.04M
ARR:
$1.92B
ADAM:
$2.07
ARR:
$3.70
ADAM:
4.38
ARR:
4.46
ADAM:
1.07
ARR:
2.41
ADAM:
0.90
ARR:
0.83
ADAM:
$779.17M
ARR:
$798.45M
ADAM:
$353.75M
ARR:
$765.90M
ADAM:
$211.49M
ARR:
$692.10M
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Return for Risk
ADAM vs. ARR — Risk / Return Rank
ADAM
ARR
ADAM vs. ARR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Adamas Trust, Inc (ADAM) and ARMOUR Residential REIT, Inc. (ARR). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ADAM | ARR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.35 | 1.16 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 3.68 | 1.19 | +2.49 |
| Martin ratioReturn relative to average drawdown | 11.36 | 3.22 | +8.14 |
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Drawdowns
ADAM vs. ARR - Drawdown Comparison
The maximum ADAM drawdown since its inception was -97.94%, which is greater than ARR's maximum drawdown of -80.12%. Use the drawdown chart below to compare losses from any high point for ADAM and ARR.
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Drawdown Indicators
| ADAM | ARR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -97.94% | -80.12% | -17.82% |
Max Drawdown (1Y)Largest decline over 1 year | -17.07% | -16.79% | -0.28% |
Max Drawdown (3Y)Largest decline over 3 years | -38.69% | -44.25% | +5.56% |
Max Drawdown (5Y)Largest decline over 5 years | -57.23% | -64.74% | +7.51% |
Max Drawdown (10Y)Largest decline over 10 years | -84.01% | -78.34% | -5.67% |
Current DrawdownCurrent decline from peak | -69.16% | -61.77% | -7.39% |
Average DrawdownAverage peak-to-trough decline | -73.64% | -33.35% | -40.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.53% | 6.20% | -0.67% |
Volatility
ADAM vs. ARR - Volatility Comparison
Adamas Trust, Inc (ADAM) has a higher volatility of 6.80% compared to ARMOUR Residential REIT, Inc. (ARR) at 5.59%. This indicates that ADAM's price experiences larger fluctuations and is considered to be riskier than ARR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ADAM | ARR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.80% | 5.59% | +1.21% |
Volatility (6M)Calculated over the trailing 6-month period | 25.01% | 18.07% | +6.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.51% | 24.00% | +8.51% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.67% | 28.91% | +5.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 48.31% | 34.25% | +14.06% |
Dividends
ADAM vs. ARR - Dividend Comparison
ADAM's dividend yield for the trailing twelve months is around 10.58%, less than ARR's 17.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ADAM Adamas Trust, Inc | 10.58% | 11.78% | 13.20% | 14.07% | 15.62% | 10.75% | 6.10% | 12.84% | 13.58% | 12.97% | 14.55% | 19.14% |
ARR ARMOUR Residential REIT, Inc. | 17.49% | 16.28% | 15.27% | 25.88% | 21.31% | 12.23% | 11.12% | 12.09% | 11.12% | 8.86% | 13.92% | 17.88% |
Financials
ADAM vs. ARR - Financials Comparison
This section allows you to compare key financial metrics between Adamas Trust, Inc and ARMOUR Residential REIT, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
ADAM and ARR have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ADAM has higher volatility (6.80%) compared to ARR (5.59%). In terms of maximum drawdown, ADAM dropped -97.94% vs ARR's -80.12%.
ADAM currently has the higher Sharpe Ratio (1.97 vs 0.83), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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