ARR vs. BX

Last updated Apr 1, 2026

Compare and contrast key facts about ARMOUR Residential REIT, Inc. (ARR) and The Blackstone Group Inc. (BX).

Performance

ARR vs. BX - Performance Comparison

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

ARR vs. BX - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ARR ARMOUR Residential REIT, Inc.	-1.85%	11.69%	13.17%	-15.43%	-32.01%	1.11%	-33.13%	-2.07%	-11.97%	30.13%
BX The Blackstone Group Inc.	-24.53%	-7.84%	35.07%	82.75%	-40.01%	107.11%	19.78%	96.33%	0.10%	27.34%

Fundamentals

EPS ARR : $0.69 BX : $5.09
PE Ratio ARR : 24.34 BX : 22.60
PEG Ratio ARR : 0.09 BX : 0.20
PS Ratio ARR : 5.07 BX : 6.50
Total Revenue (TTM) ARR : $309.93M BX : $13.83B
Gross Profit (TTM) ARR : $474.06M BX : $13.45B
EBITDA (TTM) ARR : $234.67M BX : $7.21B

Returns By Period

In the year-to-date period, ARR achieves a -1.85% return, which is significantly higher than BX's -24.53% return. Over the past 10 years, ARR has underperformed BX with an annualized return of -5.05%, while BX has yielded a comparatively higher 20.39% annualized return.

ARR

• 1D: 3.28%
• 1M: -5.75%
• YTD: -1.85%
• 6M: 21.47%
• 1Y: 16.31%
• 3Y*: 2.34%
• 5Y*: -9.20%
• 10Y*: -5.05%

BX

• 1D: 3.04%
• 1M: 1.43%
• YTD: -24.53%
• 6M: -31.31%
• 1Y: -14.93%
• 3Y*: 12.84%
• 5Y*: 12.65%
• 10Y*: 20.39%

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

Return for Risk

ARR vs. BX — Risk / Return Rank

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

ARR

ARR Risk / Return Rank: 61
ARR Sharpe Ratio Rank: 64
ARR Sortino Ratio Rank: 55
ARR Omega Ratio Rank: 56
ARR Calmar Ratio Rank: 63
ARR Martin Ratio Rank: 65

BX

BX Risk / Return Rank: 27
BX Sharpe Ratio Rank: 25
BX Sortino Ratio Rank: 24
BX Omega Ratio Rank: 24
BX Calmar Ratio Rank: 33
BX Martin Ratio Rank: 30

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. BX - Risk-Adjusted Trends 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.

	ARR	BX	Difference
Sharpe ratio Return per unit of total volatility	0.61	-0.38	+0.98
Sortino ratio Return per unit of downside risk	0.94	-0.29	+1.23
Omega ratio Gain probability vs. loss probability	1.13	0.96	+0.17
Calmar ratio Return relative to maximum drawdown	0.95	-0.31	+1.26
Martin ratio Return relative to average drawdown	2.56	-0.73	+3.30
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ARR vs. BX - Sharpe Ratio Comparison

The current ARR Sharpe Ratio is 0.61, which is higher than the BX Sharpe Ratio of -0.38. The chart below compares the historical Sharpe Ratios of ARR and BX, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	ARR	BX	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.61	-0.38	+0.98
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.32	0.33	-0.65
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	-0.15	0.58	-0.72
Sharpe Ratio (All Time) Calculated using the full available price history	-0.12	0.28	-0.40

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.

Dividends

ARR vs. BX - Dividend Comparison

ARR's dividend yield for the trailing twelve months is around 17.27%, more than BX's 4.12% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ARR ARMOUR Residential REIT, Inc.	17.27%	16.28%	15.27%	25.88%	21.31%	12.23%	11.12%	12.09%	11.12%	8.86%	13.92%	17.88%
BX The Blackstone Group Inc.	4.12%	3.04%	2.00%	2.54%	6.66%	2.76%	2.95%	3.43%	8.12%	7.25%	6.14%	11.76%

Drawdowns

ARR vs. BX - Drawdown Comparison

The maximum ARR drawdown since its inception was -80.12%, smaller than the maximum BX drawdown of -87.62%. Use the drawdown chart below to compare losses from any high point for ARR and BX.

Drawdown Indicators

	ARR	BX	Difference
Max Drawdown Largest peak-to-trough decline	-80.12%	-87.62%	+7.50%
Max Drawdown (1Y) Largest decline over 1 year	-17.26%	-44.76%	+27.50%
Max Drawdown (5Y) Largest decline over 5 years	-67.13%	-49.29%	-17.84%
Max Drawdown (10Y) Largest decline over 10 years	-78.34%	-49.29%	-29.05%
Current Drawdown Current decline from peak	-63.39%	-39.75%	-23.64%
Average Drawdown Average peak-to-trough decline	-32.85%	-25.60%	-7.25%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.50%	18.96%	-12.46%

Volatility

ARR vs. BX - Volatility Comparison

The current volatility for ARMOUR Residential REIT, Inc. (ARR) is 11.33%, while The Blackstone Group Inc. (BX) has a volatility of 12.58%. 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.

Volatility by Period

	ARR	BX	Difference
Volatility (1M) Calculated over the trailing 1-month period	11.33%	12.58%	-1.25%
Volatility (6M) Calculated over the trailing 6-month period	17.66%	25.53%	-7.87%
Volatility (1Y) Calculated over the trailing 1-year period	27.08%	39.69%	-12.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	28.90%	38.83%	-9.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.17%	35.56%	-1.39%

Financials

ARR vs. BX - Profitability Comparison

The chart below illustrates the profitability comparison between ARMOUR Residential REIT, Inc. and The Blackstone Group Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

ARR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, ARMOUR Residential REIT, Inc. reported a gross profit of 160.83M and revenue of 160.83M. Therefore, the gross margin over that period was 100.0%.

BX - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Blackstone Group Inc. reported a gross profit of 4.36B and revenue of 4.36B. Therefore, the gross margin over that period was 100.0%.

ARR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, ARMOUR Residential REIT, Inc. reported an operating income of 0.00 and revenue of 160.83M, resulting in an operating margin of 0.0%.

BX - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Blackstone Group Inc. reported an operating income of 2.36B and revenue of 4.36B, resulting in an operating margin of 54.2%.

ARR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, ARMOUR Residential REIT, Inc. reported a net income of 159.26M and revenue of 160.83M, resulting in a net margin of 99.0%.

BX - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Blackstone Group Inc. reported a net income of 1.97B and revenue of 4.36B, resulting in a net margin of 45.3%.