ARR vs. SCHD
Compare and contrast key facts about ARMOUR Residential REIT, Inc. (ARR) and Schwab US Dividend Equity ETF (SCHD).
SCHD is a passively managed fund by Charles Schwab that tracks the performance of the Dow Jones U.S. Dividend 100 Index. It was launched on Oct 20, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARR or SCHD.
Performance
ARR vs. SCHD - Performance Comparison
Returns By Period
In the year-to-date period, ARR achieves a 11.42% return, which is significantly lower than SCHD's 16.58% return. Over the past 10 years, ARR has underperformed SCHD with an annualized return of -7.40%, while SCHD has yielded a comparatively higher 11.44% annualized return.
ARR
11.42%
-6.48%
4.95%
27.65%
-14.43%
-7.40%
SCHD
16.58%
-0.07%
10.53%
26.04%
12.78%
11.44%
Key characteristics
| ARR | SCHD | |
|---|---|---|
| Sharpe Ratio | 1.22 | 2.41 |
| Sortino Ratio | 1.73 | 3.46 |
| Omega Ratio | 1.23 | 1.42 |
| Calmar Ratio | 0.41 | 3.46 |
| Martin Ratio | 6.50 | 13.08 |
| Ulcer Index | 4.75% | 2.04% |
| Daily Std Dev | 25.16% | 11.08% |
| Max Drawdown | -80.10% | -33.37% |
| Current Drawdown | -67.09% | -1.27% |
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Correlation
The correlation between ARR and SCHD is 0.43, 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. SCHD - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ARMOUR Residential REIT, Inc. (ARR) and Schwab US Dividend Equity ETF (SCHD). 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. SCHD - Dividend Comparison
ARR's dividend yield for the trailing twelve months is around 16.17%, more than SCHD's 3.39% 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% |
SCHD Schwab US Dividend Equity ETF | 3.39% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% | 2.63% | 2.47% |
Drawdowns
ARR vs. SCHD - Drawdown Comparison
The maximum ARR drawdown since its inception was -80.10%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for ARR and SCHD. For additional features, visit the drawdowns tool.
Volatility
ARR vs. SCHD - Volatility Comparison
ARMOUR Residential REIT, Inc. (ARR) has a higher volatility of 4.68% compared to Schwab US Dividend Equity ETF (SCHD) at 3.60%. This indicates that ARR's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.