PortfoliosLab logo
ARR vs. RYLD
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between ARR and RYLD is 0.20, 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. RYLD - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARMOUR Residential REIT, Inc. (ARR) and Global X Russell 2000 Covered Call ETF (RYLD). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Daily Std Dev

ARR:

23.22%

RYLD:

2.41%

Max Drawdown

ARR:

-80.10%

RYLD:

-0.14%

Current Drawdown

ARR:

-68.43%

RYLD:

0.00%

Returns By Period


ARR

YTD

-5.55%

1M

21.61%

6M

-5.40%

1Y

1.43%

5Y*

0.21%

10Y*

-6.13%

RYLD

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ARR vs. RYLD — Risk-Adjusted Performance Rank

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

ARR
The Risk-Adjusted Performance Rank of ARR is 5151
Overall Rank
The Sharpe Ratio Rank of ARR is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ARR is 4949
Sortino Ratio Rank
The Omega Ratio Rank of ARR is 4848
Omega Ratio Rank
The Calmar Ratio Rank of ARR is 5151
Calmar Ratio Rank
The Martin Ratio Rank of ARR is 5656
Martin Ratio Rank

RYLD
The Risk-Adjusted Performance Rank of RYLD is 1818
Overall Rank
The Sharpe Ratio Rank of RYLD is 1818
Sharpe Ratio Rank
The Sortino Ratio Rank of RYLD is 1818
Sortino Ratio Rank
The Omega Ratio Rank of RYLD is 1818
Omega Ratio Rank
The Calmar Ratio Rank of RYLD is 1818
Calmar Ratio Rank
The Martin Ratio Rank of RYLD is 1818
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ARR vs. RYLD - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARMOUR Residential REIT, Inc. (ARR) and Global X Russell 2000 Covered Call ETF (RYLD). 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.



Loading data...

Dividends

ARR vs. RYLD - Dividend Comparison

ARR's dividend yield for the trailing twelve months is around 17.09%, more than RYLD's 13.23% yield.


TTM20242023202220212020201920182017201620152014
ARR
ARMOUR Residential REIT, Inc.
17.09%15.27%25.88%21.31%12.23%11.12%12.09%11.12%8.86%13.92%17.88%16.34%
RYLD
Global X Russell 2000 Covered Call ETF
13.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

ARR vs. RYLD - Drawdown Comparison

The maximum ARR drawdown since its inception was -80.10%, which is greater than RYLD's maximum drawdown of -0.14%. Use the drawdown chart below to compare losses from any high point for ARR and RYLD. For additional features, visit the drawdowns tool.


Loading data...

Volatility

ARR vs. RYLD - Volatility Comparison


Loading data...