ARR vs. HASI
Compare and contrast key facts about ARMOUR Residential REIT, Inc. (ARR) and Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARR or HASI.
Key characteristics
| ARR | HASI | |
|---|---|---|
| YTD Return | 17.73% | 33.94% |
| 1Y Return | 36.32% | 107.54% |
| 3Y Return (Ann) | -14.30% | -10.89% |
| 5Y Return (Ann) | -13.15% | 8.98% |
| 10Y Return (Ann) | -6.83% | 16.12% |
| Sharpe Ratio | 1.12 | 2.34 |
| Sortino Ratio | 1.62 | 3.26 |
| Omega Ratio | 1.22 | 1.40 |
| Calmar Ratio | 0.41 | 1.59 |
| Martin Ratio | 6.03 | 13.17 |
| Ulcer Index | 5.38% | 8.80% |
| Daily Std Dev | 29.03% | 49.56% |
| Max Drawdown | -80.10% | -76.94% |
| Current Drawdown | -65.22% | -39.83% |
Fundamentals
| ARR | HASI | |
|---|---|---|
| Market Cap | $981.16M | $4.17B |
| EPS | -$2.83 | $2.25 |
| PEG Ratio | -1.31 | 1.08 |
| Total Revenue (TTM) | $302.16M | $286.92M |
| Gross Profit (TTM) | $277.75M | $249.95M |
| EBITDA (TTM) | $465.27M | $214.92M |
Correlation
The correlation between ARR and HASI is 0.39, 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.
Performance
ARR vs. HASI - Performance Comparison
In the year-to-date period, ARR achieves a 17.73% return, which is significantly lower than HASI's 33.94% return. Over the past 10 years, ARR has underperformed HASI with an annualized return of -6.83%, while HASI has yielded a comparatively higher 16.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ARR vs. HASI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ARMOUR Residential REIT, Inc. (ARR) and Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI). 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. HASI - Dividend Comparison
ARR's dividend yield for the trailing twelve months is around 15.90%, more than HASI's 4.63% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARR ARMOUR Residential REIT, Inc. | 15.90% | 25.88% | 21.31% | 12.23% | 11.12% | 12.09% | 11.12% | 8.86% | 13.92% | 17.88% | 16.34% | 20.20% |
HASI Hannon Armstrong Sustainable Infrastructure Capital, Inc. | 4.63% | 5.73% | 5.18% | 2.64% | 2.14% | 4.16% | 6.93% | 6.86% | 6.48% | 5.71% | 6.47% | 3.01% |
Drawdowns
ARR vs. HASI - Drawdown Comparison
The maximum ARR drawdown since its inception was -80.10%, roughly equal to the maximum HASI drawdown of -76.94%. Use the drawdown chart below to compare losses from any high point for ARR and HASI. For additional features, visit the drawdowns tool.
Volatility
ARR vs. HASI - Volatility Comparison
The current volatility for ARMOUR Residential REIT, Inc. (ARR) is 6.15%, while Hannon Armstrong Sustainable Infrastructure Capital, Inc. (HASI) has a volatility of 8.60%. This indicates that ARR experiences smaller price fluctuations and is considered to be less risky than HASI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ARR vs. HASI - Financials Comparison
This section allows you to compare key financial metrics between ARMOUR Residential REIT, Inc. and Hannon Armstrong Sustainable Infrastructure Capital, 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