ARR vs. RYLD
ARR (ARMOUR Residential REIT, Inc.) is a stock, while RYLD (Global X Russell 2000 Covered Call ETF) is Derivative Income fund tracking the CBOE Russell 2000 BuyWrite Index. Over the past 5 years, ARR returned -5.93%/yr vs 3.32%/yr for RYLD. Their 0.49 correlation means their historical movements had little consistent relationship.
Performance
ARR vs. RYLD - Performance Comparison
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Returns By Period
In the year-to-date period, ARR achieves a 3.47% return, which is significantly lower than RYLD's 14.18% return.
ARR
- 1D
- 1.22%
- 1M
- -1.82%
- 6M
- 2.68%
- YTD
- 3.47%
- 1Y
- 17.53%
- 3Y*
- 2.95%
- 5Y*
- -5.93%
- 10Y*
- -5.53%
- ALL TIME*
- -3.18%
RYLD
- 1D
- 0.00%
- 1M
- 2.51%
- 6M
- 11.58%
- YTD
- 14.18%
- 1Y
- 24.20%
- 3Y*
- 8.92%
- 5Y*
- 3.32%
- 10Y*
- —
- ALL TIME*
- 6.04%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $55.06M | $69.29M | $62.70M | |
| $10.88M | $9.80M | $9.16M |
ARR vs. RYLD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
ARR ARMOUR Residential REIT, Inc. | 3.47% | 11.69% | 13.17% | -15.43% | -32.01% | 1.11% | -33.13% | -2.10% |
RYLD Global X Russell 2000 Covered Call ETF | 14.18% | 5.65% | 10.13% | 0.27% | -13.03% | 22.13% | -0.44% | 8.86% |
Correlation
The correlation between ARR and RYLD is 0.41, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.41 |
Correlation (3Y) Balances recent behavior with more history. | 0.46 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.49 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 2019 | 0.49 |
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Return for Risk
ARR vs. RYLD — Risk / Return Rank
ARR
RYLD
ARR vs. RYLD - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ARR | RYLD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.60 | ||
| Sortino ratioReturn per unit of downside risk | -2.20 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.49 | -0.35 |
| Calmar ratioReturn relative to maximum drawdown | 1.05 | 3.86 | -2.82 |
| Martin ratioReturn relative to average drawdown | 3.26 | 15.83 | -12.57 |
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Drawdowns
ARR vs. RYLD - Drawdown Comparison
The maximum ARR drawdown since its inception was -80.12%, which is greater than RYLD's maximum drawdown of -41.53%. Use the drawdown chart below to compare losses from any high point for ARR and RYLD.
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Drawdown Indicators
| ARR | RYLD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -80.12% | -41.53% | -38.59% |
Max Drawdown (1Y)Largest decline over 1 year | -16.79% | -6.29% | -10.50% |
Max Drawdown (3Y)Largest decline over 3 years | -44.25% | -19.05% | -25.20% |
Max Drawdown (5Y)Largest decline over 5 years | -64.74% | -21.33% | -43.41% |
Max Drawdown (10Y)Largest decline over 10 years | -78.34% | — | — |
Current DrawdownCurrent decline from peak | -61.40% | 0.00% | -61.40% |
Average DrawdownAverage peak-to-trough decline | -33.37% | -8.64% | -24.73% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.24% | 1.53% | +4.71% |
Volatility
ARR vs. RYLD - Volatility Comparison
ARMOUR Residential REIT, Inc. (ARR) has a higher volatility of 5.69% compared to Global X Russell 2000 Covered Call ETF (RYLD) at 2.31%. This indicates that ARR's price experiences larger fluctuations and is considered to be riskier than RYLD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ARR | RYLD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.69% | 2.31% | +3.38% |
Volatility (6M)Calculated over the trailing 6-month period | 17.12% | 7.72% | +9.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.90% | 10.42% | +13.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.93% | 13.98% | +14.95% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 34.23% | 17.03% | +17.20% |
Dividends
ARR vs. RYLD - Dividend Comparison
ARR's dividend yield for the trailing twelve months is around 17.32%, more than RYLD's 11.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARR ARMOUR Residential REIT, Inc. | 17.32% | 16.28% | 15.27% | 25.88% | 21.31% | 12.23% | 11.12% | 12.09% | 11.12% | 8.86% | 13.92% | 17.88% |
RYLD Global X Russell 2000 Covered Call ETF | 11.43% | 12.00% | 12.03% | 12.64% | 13.49% | 12.35% | 10.76% | 6.43% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
ARR and RYLD have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ARR has higher volatility (5.69%) compared to RYLD (2.31%). In terms of maximum drawdown, ARR dropped -80.12% vs RYLD's -41.53%.
RYLD currently has the higher Sharpe Ratio (2.33 vs 0.74), 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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