ARR vs. BKLN
Compare and contrast key facts about ARMOUR Residential REIT, Inc. (ARR) and Invesco Senior Loan ETF (BKLN).
BKLN is a passively managed fund by Invesco that tracks the performance of the S&P/LSTA U.S. Leveraged Loan 100 Index. It was launched on Mar 3, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARR or BKLN.
Performance
ARR vs. BKLN - Performance Comparison
Returns By Period
In the year-to-date period, ARR achieves a 11.48% return, which is significantly higher than BKLN's 7.43% return. Over the past 10 years, ARR has underperformed BKLN with an annualized return of -7.35%, while BKLN has yielded a comparatively higher 3.59% annualized return.
ARR
11.48%
-6.43%
5.33%
27.72%
-14.45%
-7.35%
BKLN
7.43%
0.83%
4.37%
9.65%
4.54%
3.59%
Key characteristics
| ARR | BKLN | |
|---|---|---|
| Sharpe Ratio | 1.23 | 4.20 |
| Sortino Ratio | 1.74 | 6.46 |
| Omega Ratio | 1.23 | 2.15 |
| Calmar Ratio | 0.41 | 5.86 |
| Martin Ratio | 6.58 | 49.50 |
| Ulcer Index | 4.71% | 0.20% |
| Daily Std Dev | 25.22% | 2.32% |
| Max Drawdown | -80.10% | -24.17% |
| Current Drawdown | -67.07% | -0.09% |
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Correlation
The correlation between ARR and BKLN is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
ARR vs. BKLN - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ARMOUR Residential REIT, Inc. (ARR) and Invesco Senior Loan ETF (BKLN). 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.
Dividends
ARR vs. BKLN - Dividend Comparison
ARR's dividend yield for the trailing twelve months is around 16.16%, more than BKLN's 8.64% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARR ARMOUR Residential REIT, Inc. | 16.16% | 25.88% | 21.31% | 12.23% | 11.12% | 12.09% | 11.12% | 8.86% | 13.92% | 17.88% | 16.34% | 20.20% |
BKLN Invesco Senior Loan ETF | 8.64% | 8.59% | 4.93% | 3.11% | 3.56% | 4.86% | 4.51% | 3.51% | 4.55% | 4.11% | 4.12% | 4.39% |
Drawdowns
ARR vs. BKLN - Drawdown Comparison
The maximum ARR drawdown since its inception was -80.10%, which is greater than BKLN's maximum drawdown of -24.17%. Use the drawdown chart below to compare losses from any high point for ARR and BKLN. For additional features, visit the drawdowns tool.
Volatility
ARR vs. BKLN - Volatility Comparison
ARMOUR Residential REIT, Inc. (ARR) has a higher volatility of 4.94% compared to Invesco Senior Loan ETF (BKLN) at 0.51%. This indicates that ARR's price experiences larger fluctuations and is considered to be riskier than BKLN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.