ARR vs. ACRE
ARR (ARMOUR Residential REIT, Inc.) and ACRE (Ares Commercial Real Estate Corporation) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 10 years, ARR returned -3.83%/yr vs 1.22%/yr for ACRE. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
ARR vs. ACRE - Performance Comparison
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Returns By Period
In the year-to-date period, ARR achieves a 2.82% return, which is significantly higher than ACRE's -0.26% return. Over the past 10 years, ARR has underperformed ACRE with an annualized return of -3.83%, while ACRE has yielded a comparatively higher 1.22% annualized return.
ARR
- 1D
- 0.48%
- 1M
- 3.21%
- YTD
- 2.82%
- 6M
- 4.53%
- 1Y
- 20.14%
- 3Y*
- 2.67%
- 5Y*
- -7.09%
- 10Y*
- -3.83%
ACRE
- 1D
- 0.22%
- 1M
- -3.75%
- YTD
- -0.26%
- 6M
- -7.58%
- 1Y
- 8.41%
- 3Y*
- -11.85%
- 5Y*
- -9.67%
- 10Y*
- 1.22%
ARR vs. ACRE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARR ARMOUR Residential REIT, Inc. | 2.82% | 11.69% | 13.17% | -15.43% | -32.01% | 1.11% | -33.13% | -2.07% | -11.97% | 30.13% |
ACRE Ares Commercial Real Estate Corporation | -0.26% | -7.92% | -34.00% | 15.56% | -20.44% | 34.30% | -13.84% | 32.33% | 10.33% | 1.93% |
Correlation
The correlation between ARR and ACRE is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.58 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.56 |
Correlation (All Time) Calculated using the full available price history since Apr 27, 2012 | 0.50 |
The correlation between ARR and ACRE shifts across timeframes, from 0.45 (1 year) to 0.58 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ARR:
$2.00B
ACRE:
$255.59M
ARR:
$2.29
ACRE:
-$0.36
ARR:
1.88
ACRE:
4.66
ARR:
0.86
ACRE:
0.52
ARR:
$937.04M
ACRE:
$54.71M
ARR:
$907.29M
ACRE:
$25.31M
ARR:
$800.90M
ACRE:
$30.62M
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Return for Risk
ARR vs. ACRE — Risk / Return Rank
ARR
ACRE
ARR vs. ACRE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ARMOUR Residential REIT, Inc. (ARR) and Ares Commercial Real Estate Corporation (ACRE). 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.
| ARR | ACRE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.63 | ||
| Sortino ratioReturn per unit of downside risk | +0.59 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.07 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 0.48 | +0.73 |
| Martin ratioReturn relative to average drawdown | 3.33 | 0.97 | +2.36 |
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Drawdowns
ARR vs. ACRE - Drawdown Comparison
The maximum ARR drawdown since its inception was -80.12%, which is greater than ACRE's maximum drawdown of -75.68%. Use the drawdown chart below to compare losses from any high point for ARR and ACRE.
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Drawdown Indicators
| ARR | ACRE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.12% | -75.68% | -4.44% |
Max Drawdown (1Y)Largest decline over 1 year | -16.79% | -17.69% | +0.90% |
Max Drawdown (3Y)Largest decline over 3 years | -45.79% | -61.28% | +15.49% |
Max Drawdown (5Y)Largest decline over 5 years | -65.42% | -67.51% | +2.09% |
Max Drawdown (10Y)Largest decline over 10 years | -78.34% | -75.68% | -2.66% |
Current DrawdownCurrent decline from peak | -61.65% | -51.39% | -10.26% |
Average DrawdownAverage peak-to-trough decline | -33.18% | -19.90% | -13.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.07% | 8.71% | -2.64% |
Volatility
ARR vs. ACRE - Volatility Comparison
The current volatility for ARMOUR Residential REIT, Inc. (ARR) is 6.21%, while Ares Commercial Real Estate Corporation (ACRE) has a volatility of 10.73%. This indicates that ARR experiences smaller price fluctuations and is considered to be less risky than ACRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARR | ACRE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.21% | 10.73% | -4.52% |
Volatility (6M)Calculated over the trailing 6-month period | 18.13% | 24.56% | -6.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.79% | 37.57% | -13.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.09% | 35.45% | -6.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.24% | 45.08% | -10.84% |
Dividends
ARR vs. ACRE - Dividend Comparison
ARR's dividend yield for the trailing twelve months is around 17.18%, more than ACRE's 12.99% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACRE Ares Commercial Real Estate Corporation | 12.99% | 12.55% | 16.98% | 13.13% | 13.61% | 9.63% | 11.08% | 8.33% | 8.90% | 8.37% | 7.57% | 8.74% |
ARR ARMOUR Residential REIT, Inc. | 17.18% | 16.28% | 15.27% | 25.88% | 21.31% | 12.23% | 11.12% | 12.09% | 11.12% | 8.86% | 13.92% | 17.88% |
Financials
ARR vs. ACRE - Financials Comparison
This section allows you to compare key financial metrics between ARMOUR Residential REIT, Inc. and Ares Commercial Real Estate Corporation. 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
ARR and ACRE have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACRE has higher volatility (10.73%) compared to ARR (6.21%). In terms of maximum drawdown, ARR dropped -80.12% vs ACRE's -75.68%.
ARR currently has the higher Sharpe Ratio (0.85 vs 0.22), 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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