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ARCM vs. VRP
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARCM and VRP is 0.00. This indicates that the assets' prices tend to move in opposite directions. Negative correlation can be particularly beneficial for diversification and risk management, as one asset may offset the losses of the other during market fluctuations.


Performance

ARCM vs. VRP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arrow Reserve Capital Management ETF (ARCM) and Invesco Variable Rate Preferred ETF (VRP). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

ARCM:

0.29%

VRP:

1.43%

Max Drawdown

ARCM:

-0.01%

VRP:

-0.04%

Current Drawdown

ARCM:

0.00%

VRP:

0.00%

Returns By Period


ARCM

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

VRP

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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ARCM vs. VRP - Expense Ratio Comparison

Both ARCM and VRP have an expense ratio of 0.50%.


Risk-Adjusted Performance

ARCM vs. VRP — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ARCM
The Risk-Adjusted Performance Rank of ARCM is 100100
Overall Rank
The Sharpe Ratio Rank of ARCM is 100100
Sharpe Ratio Rank
The Sortino Ratio Rank of ARCM is 100100
Sortino Ratio Rank
The Omega Ratio Rank of ARCM is 100100
Omega Ratio Rank
The Calmar Ratio Rank of ARCM is 100100
Calmar Ratio Rank
The Martin Ratio Rank of ARCM is 100100
Martin Ratio Rank

VRP
The Risk-Adjusted Performance Rank of VRP is 8888
Overall Rank
The Sharpe Ratio Rank of VRP is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of VRP is 8686
Sortino Ratio Rank
The Omega Ratio Rank of VRP is 8686
Omega Ratio Rank
The Calmar Ratio Rank of VRP is 9090
Calmar Ratio Rank
The Martin Ratio Rank of VRP is 9191
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ARCM vs. VRP - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arrow Reserve Capital Management ETF (ARCM) and Invesco Variable Rate Preferred ETF (VRP). 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.



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Dividends

ARCM vs. VRP - Dividend Comparison

ARCM's dividend yield for the trailing twelve months is around 4.72%, less than VRP's 5.87% yield.


TTM20242023202220212020201920182017201620152014
ARCM
Arrow Reserve Capital Management ETF
4.72%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
VRP
Invesco Variable Rate Preferred ETF
5.87%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ARCM vs. VRP - Drawdown Comparison

The maximum ARCM drawdown since its inception was -0.01%, smaller than the maximum VRP drawdown of -0.04%. Use the drawdown chart below to compare losses from any high point for ARCM and VRP. For additional features, visit the drawdowns tool.


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Volatility

ARCM vs. VRP - Volatility Comparison


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