ARR vs. AOMR

Last updated Jun 20, 2026

ARR (ARMOUR Residential REIT, Inc.) and AOMR (Angel Oak Mortgage, Inc.) are both stocks. Both operate in the REIT - Mortgage industry within the Real Estate sector. Over the past 5 years, ARR returned -7.09%/yr vs -2.80%/yr for AOMR. At a 0.36 correlation, their price movements are largely independent.

Performance

ARR vs. AOMR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARMOUR Residential REIT, Inc. (ARR) and Angel Oak Mortgage, Inc. (AOMR). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, ARR achieves a 2.82% return, which is significantly lower than AOMR's 5.77% 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%

AOMR

• 1D: -0.12%
• 1M: 4.55%
• YTD: 5.77%
• 6M: 4.55%
• 1Y: 7.62%
• 3Y*: 17.24%
• 5Y*: -2.80%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

ARR vs. AOMR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021
ARR ARMOUR Residential REIT, Inc.	2.82%	11.69%	13.17%	-15.43%	-32.01%	-9.94%
AOMR Angel Oak Mortgage, Inc.	5.77%	6.20%	-1.89%	159.86%	-67.27%	-10.21%

Correlation

The correlation between ARR and AOMR is 0.38, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.38
Correlation (3Y) Calculated over the trailing 3-year period	0.41
Correlation (5Y) Calculated over the trailing 5-year period	0.36
Correlation (All Time) Calculated using the full available price history since Jun 17, 2021	0.36

Fundamentals

Market Cap ARR : $2.00B AOMR : $209.20M
EPS ARR : $2.29 AOMR : $0.66
PE Ratio ARR : 7.32 AOMR : 12.88
PEG Ratio ARR : 0.03 AOMR : 0.02
PS Ratio ARR : 1.88 AOMR : 3.39
PB Ratio ARR : 0.86 AOMR : 0.81
Total Revenue (TTM) ARR : $937.04M AOMR : $61.18M
Gross Profit (TTM) ARR : $907.29M AOMR : $51.68M
EBITDA (TTM) ARR : $800.90M AOMR : $39.68M

Return for Risk

ARR vs. AOMR — Risk / Return Rank

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

ARR

ARR Risk / Return Rank: 65
ARR Sharpe Ratio Rank: 69
ARR Sortino Ratio Rank: 61
ARR Omega Ratio Rank: 61
ARR Calmar Ratio Rank: 66
ARR Martin Ratio Rank: 70

AOMR

AOMR Risk / Return Rank: 50
AOMR Sharpe Ratio Rank: 53
AOMR Sortino Ratio Rank: 45
AOMR Omega Ratio Rank: 45
AOMR Calmar Ratio Rank: 53
AOMR Martin Ratio Rank: 53

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ARR vs. AOMR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for ARMOUR Residential REIT, Inc. (ARR) and Angel Oak Mortgage, Inc. (AOMR). 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	AOMR	Difference
Sharpe ratio: Return per unit of total volatility	0.85	0.32	+0.53
Sortino ratio: Return per unit of downside risk	1.22	0.58	+0.64
Omega ratio: Gain probability vs. loss probability	1.16	1.07	+0.09
Calmar ratio: Return relative to maximum drawdown	1.20	0.49	+0.71
Martin ratio: Return relative to average drawdown	3.33	0.99	+2.34

ARR vs. AOMR - Sharpe Ratio Comparison

The current ARR Sharpe Ratio is 0.85, which is higher than the AOMR Sharpe Ratio of 0.32. The chart below compares the historical Sharpe Ratios of ARR and AOMR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

ARR vs. AOMR - Drawdown Comparison

The maximum ARR drawdown since its inception was -80.12%, which is greater than AOMR's maximum drawdown of -71.21%. Use the drawdown chart below to compare losses from any high point for ARR and AOMR.

Drawdown Indicators

	ARR	AOMR	Difference
Max Drawdown Largest peak-to-trough decline	-80.12%	-71.21%	-8.91%
Max Drawdown (1Y) Largest decline over 1 year	-16.79%	-15.57%	-1.22%
Max Drawdown (3Y) Largest decline over 3 years	-45.79%	-37.21%	-8.58%
Max Drawdown (5Y) Largest decline over 5 years	-65.42%	-71.21%	+5.79%
Max Drawdown (10Y) Largest decline over 10 years	-78.34%	—	—
Current Drawdown Current decline from peak	-61.65%	-16.51%	-45.14%
Average Drawdown Average peak-to-trough decline	-33.18%	-23.37%	-9.81%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.07%	7.73%	-1.66%

Volatility

ARR vs. AOMR - Volatility Comparison

The current volatility for ARMOUR Residential REIT, Inc. (ARR) is 6.21%, while Angel Oak Mortgage, Inc. (AOMR) has a volatility of 6.91%. This indicates that ARR experiences smaller price fluctuations and is considered to be less risky than AOMR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	ARR	AOMR	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.21%	6.91%	-0.70%
Volatility (6M) Calculated over the trailing 6-month period	18.13%	16.19%	+1.94%
Volatility (1Y) Calculated over the trailing 1-year period	23.79%	23.80%	-0.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.09%	38.62%	-9.53%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.24%	38.61%	-4.37%

Dividends

ARR vs. AOMR - Dividend Comparison

ARR's dividend yield for the trailing twelve months is around 17.18%, more than AOMR's 15.15% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AOMR Angel Oak Mortgage, Inc.	15.15%	14.87%	13.79%	12.08%	35.31%	2.93%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
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

Frequently Asked Questions

Can I hold both ARR and AOMR in my portfolio?

ARR and AOMR have a correlation of 0.38, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ARR or AOMR?

AOMR has higher volatility (6.91%) compared to ARR (6.21%). In terms of maximum drawdown, ARR dropped -80.12% vs AOMR's -71.21%.

Which has better risk-adjusted returns?

ARR currently has the higher Sharpe Ratio (0.85 vs 0.32), 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.