ARR vs. CGC
ARR (ARMOUR Residential REIT, Inc.) and CGC (Canopy Growth Corporation) are both stocks. ARR operates in REIT - Mortgage (Real Estate), while CGC operates in Drug Manufacturers - Specialty & Generic (Healthcare). Over the past 10 years, ARR returned -3.92%/yr vs -25.74%/yr for CGC. At a 0.22 correlation, their price movements are largely independent.
Performance
ARR vs. CGC - Performance Comparison
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Returns By Period
In the year-to-date period, ARR achieves a 3.25% return, which is significantly higher than CGC's -8.77% return. Over the past 10 years, ARR has outperformed CGC with an annualized return of -3.92%, while CGC has yielded a comparatively lower -25.74% annualized return.
ARR
- 1D
- -1.10%
- 1M
- 0.11%
- YTD
- 3.25%
- 6M
- 5.75%
- 1Y
- 23.59%
- 3Y*
- 3.67%
- 5Y*
- -8.20%
- 10Y*
- -3.92%
CGC
- 1D
- -1.89%
- 1M
- -5.45%
- YTD
- -8.77%
- 6M
- -10.34%
- 1Y
- -14.05%
- 3Y*
- -49.86%
- 5Y*
- -66.39%
- 10Y*
- -25.74%
ARR vs. CGC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ARR ARMOUR Residential REIT, Inc. | 3.25% | 11.69% | 13.17% | -15.43% | -32.01% | 1.11% | -33.13% | -2.07% | -11.97% | 30.13% |
CGC Canopy Growth Corporation | -8.77% | -58.39% | -46.38% | -77.88% | -73.54% | -64.57% | 16.83% | -21.51% | 13.58% | 246.87% |
Correlation
The correlation between ARR and CGC is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Apr 8, 2014 | 0.22 |
The correlation between ARR and CGC shifts across timeframes, from 0.17 (1 year) to 0.28 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ARR:
$2.04B
CGC:
$359.36M
ARR:
$2.29
CGC:
-$1.21
ARR:
1.91
CGC:
0.95
ARR:
0.87
CGC:
0.47
ARR:
$937.04M
CGC:
$294.24M
ARR:
$907.29M
CGC:
$71.95M
ARR:
$800.90M
CGC:
-$225.88M
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Return for Risk
ARR vs. CGC — Risk / Return Rank
ARR
CGC
ARR vs. CGC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for ARMOUR Residential REIT, Inc. (ARR) and Canopy Growth Corporation (CGC). 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 | CGC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.15 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.19 | 1.07 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 1.41 | -0.25 | +1.67 |
| Martin ratioReturn relative to average drawdown | 3.97 | -0.39 | +4.37 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ARR | CGC | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.02 | -0.13 | +1.15 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.28 | -0.54 | +0.25 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.11 | -0.25 | +0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.11 | -0.25 | +0.15 |
Drawdowns
ARR vs. CGC - Drawdown Comparison
The maximum ARR drawdown since its inception was -80.12%, smaller than the maximum CGC drawdown of -99.85%. Use the drawdown chart below to compare losses from any high point for ARR and CGC.
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Drawdown Indicators
| ARR | CGC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.12% | -99.85% | +19.73% |
Max Drawdown (1Y)Largest decline over 1 year | -16.79% | -55.38% | +38.59% |
Max Drawdown (3Y)Largest decline over 3 years | -45.79% | -95.10% | +49.31% |
Max Drawdown (5Y)Largest decline over 5 years | -66.68% | -99.68% | +33.00% |
Max Drawdown (10Y)Largest decline over 10 years | -78.34% | -99.85% | +21.51% |
Current DrawdownCurrent decline from peak | -61.49% | -99.82% | +38.33% |
Average DrawdownAverage peak-to-trough decline | -33.12% | -62.08% | +28.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.95% | 35.79% | -29.84% |
Volatility
ARR vs. CGC - Volatility Comparison
The current volatility for ARMOUR Residential REIT, Inc. (ARR) is 5.11%, while Canopy Growth Corporation (CGC) has a volatility of 13.73%. This indicates that ARR experiences smaller price fluctuations and is considered to be less risky than CGC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARR | CGC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.11% | 13.73% | -8.62% |
Volatility (6M)Calculated over the trailing 6-month period | 18.00% | 66.74% | -48.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.43% | 107.19% | -83.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.04% | 124.27% | -95.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.21% | 103.36% | -69.15% |
Dividends
ARR vs. CGC - Dividend Comparison
ARR's dividend yield for the trailing twelve months is around 16.87%, while CGC has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARR ARMOUR Residential REIT, Inc. | 16.87% | 16.28% | 15.27% | 25.88% | 21.31% | 12.23% | 11.12% | 12.09% | 11.12% | 8.86% | 13.92% | 17.88% |
CGC Canopy Growth Corporation | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
ARR vs. CGC - Financials Comparison
This section allows you to compare key financial metrics between ARMOUR Residential REIT, Inc. and Canopy Growth 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 CGC have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CGC has higher volatility (13.73%) compared to ARR (5.11%). In terms of maximum drawdown, ARR dropped -80.12% vs CGC's -99.85%.
ARR currently has the higher Sharpe Ratio (1.02 vs -0.13), 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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