ARR vs. RYLD
Compare and contrast key facts about ARMOUR Residential REIT, Inc. (ARR) and Global X Russell 2000 Covered Call ETF (RYLD).
RYLD is a passively managed fund by Global X that tracks the performance of the CBOE Russell 2000 BuyWrite Index. It was launched on Apr 17, 2019.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARR or RYLD.
Performance
ARR vs. RYLD - Performance Comparison
Returns By Period
In the year-to-date period, ARR achieves a 11.42% return, which is significantly higher than RYLD's 8.26% return.
ARR
11.42%
-6.48%
4.95%
27.65%
-14.43%
-7.40%
RYLD
8.26%
0.46%
5.34%
10.91%
3.24%
N/A
Key characteristics
| ARR | RYLD | |
|---|---|---|
| Sharpe Ratio | 1.22 | 1.12 |
| Sortino Ratio | 1.73 | 1.63 |
| Omega Ratio | 1.23 | 1.22 |
| Calmar Ratio | 0.41 | 0.64 |
| Martin Ratio | 6.50 | 6.72 |
| Ulcer Index | 4.75% | 1.70% |
| Daily Std Dev | 25.16% | 10.23% |
| Max Drawdown | -80.10% | -41.53% |
| Current Drawdown | -67.09% | -8.28% |
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Correlation
The correlation between ARR and RYLD is 0.49, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
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.
Dividends
ARR vs. RYLD - Dividend Comparison
ARR's dividend yield for the trailing twelve months is around 16.17%, more than RYLD's 12.01% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARR ARMOUR Residential REIT, Inc. | 16.17% | 25.88% | 21.31% | 12.23% | 11.12% | 12.09% | 11.12% | 8.86% | 13.92% | 17.88% | 16.34% | 20.20% |
RYLD Global X Russell 2000 Covered Call ETF | 12.01% | 12.65% | 13.50% | 12.35% | 10.77% | 6.44% | 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 -41.53%. Use the drawdown chart below to compare losses from any high point for ARR and RYLD. For additional features, visit the drawdowns tool.
Volatility
ARR vs. RYLD - Volatility Comparison
ARMOUR Residential REIT, Inc. (ARR) has a higher volatility of 4.68% compared to Global X Russell 2000 Covered Call ETF (RYLD) at 3.92%. 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.