ARR vs. BX
Compare and contrast key facts about ARMOUR Residential REIT, Inc. (ARR) and The Blackstone Group Inc. (BX).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARR or BX.
Performance
ARR vs. BX - Performance Comparison
Returns By Period
In the year-to-date period, ARR achieves a 11.42% return, which is significantly lower than BX's 43.37% return. Over the past 10 years, ARR has underperformed BX with an annualized return of -7.40%, while BX has yielded a comparatively higher 25.17% annualized return.
ARR
11.42%
-6.48%
4.95%
27.65%
-14.43%
-7.40%
BX
43.37%
6.73%
47.23%
78.83%
33.53%
25.17%
Fundamentals
| ARR | BX | |
|---|---|---|
| Market Cap | $1.05B | $220.03B |
| EPS | $2.90 | $2.90 |
| PE Ratio | 6.48 | 62.56 |
| PEG Ratio | -1.31 | 2.26 |
| Total Revenue (TTM) | $368.56M | $9.62B |
| Gross Profit (TTM) | $335.88M | $6.92B |
| EBITDA (TTM) | $152.77M | $5.54B |
Key characteristics
| ARR | BX | |
|---|---|---|
| Sharpe Ratio | 1.22 | 2.78 |
| Sortino Ratio | 1.73 | 3.50 |
| Omega Ratio | 1.23 | 1.43 |
| Calmar Ratio | 0.41 | 3.43 |
| Martin Ratio | 6.50 | 15.09 |
| Ulcer Index | 4.75% | 5.37% |
| Daily Std Dev | 25.16% | 29.14% |
| Max Drawdown | -80.10% | -87.65% |
| Current Drawdown | -67.09% | -0.08% |
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Correlation
The correlation between ARR and BX 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. BX - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ARMOUR Residential REIT, Inc. (ARR) and The Blackstone Group Inc. (BX). 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. BX - Dividend Comparison
ARR's dividend yield for the trailing twelve months is around 16.17%, more than BX's 1.89% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARR ARMOUR Residential REIT, Inc. | 16.17% | 25.88% | 21.31% | 12.23% | 11.12% | 12.09% | 11.12% | 8.86% | 13.92% | 17.88% | 16.34% | 20.20% |
BX The Blackstone Group Inc. | 1.89% | 2.54% | 6.66% | 2.76% | 2.95% | 3.43% | 8.12% | 7.25% | 8.44% | 9.92% | 5.68% | 3.75% |
Drawdowns
ARR vs. BX - Drawdown Comparison
The maximum ARR drawdown since its inception was -80.10%, smaller than the maximum BX drawdown of -87.65%. Use the drawdown chart below to compare losses from any high point for ARR and BX. For additional features, visit the drawdowns tool.
Volatility
ARR vs. BX - Volatility Comparison
The current volatility for ARMOUR Residential REIT, Inc. (ARR) is 4.68%, while The Blackstone Group Inc. (BX) has a volatility of 7.04%. This indicates that ARR experiences smaller price fluctuations and is considered to be less risky than BX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ARR vs. BX - Financials Comparison
This section allows you to compare key financial metrics between ARMOUR Residential REIT, Inc. and The Blackstone Group 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