ARR vs. SPLV
Compare and contrast key facts about ARMOUR Residential REIT, Inc. (ARR) and Invesco S&P 500® Low Volatility ETF (SPLV).
SPLV is a passively managed fund by Invesco that tracks the performance of the S&P 500 Low Volatility Index. It was launched on May 5, 2011.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARR or SPLV.
Correlation
The correlation between ARR and SPLV is 0.42, 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.
Performance
ARR vs. SPLV - Performance Comparison
Key characteristics
ARR:
-0.08
SPLV:
1.04
ARR:
0.05
SPLV:
1.44
ARR:
1.01
SPLV:
1.21
ARR:
-0.03
SPLV:
1.49
ARR:
-0.22
SPLV:
4.73
ARR:
8.49%
SPLV:
2.86%
ARR:
23.29%
SPLV:
13.05%
ARR:
-80.10%
SPLV:
-36.26%
ARR:
-70.04%
SPLV:
-4.28%
Returns By Period
In the year-to-date period, ARR achieves a -10.37% return, which is significantly lower than SPLV's 2.93% return. Over the past 10 years, ARR has underperformed SPLV with an annualized return of -6.82%, while SPLV has yielded a comparatively higher 8.90% annualized return.
ARR
-10.37%
-7.72%
-10.60%
2.33%
-3.29%
-6.82%
SPLV
2.93%
-2.74%
1.23%
13.41%
10.03%
8.90%
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Risk-Adjusted Performance
ARR vs. SPLV — Risk-Adjusted Performance Rank
ARR
SPLV
ARR vs. SPLV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ARMOUR Residential REIT, Inc. (ARR) and Invesco S&P 500® Low Volatility ETF (SPLV). 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. SPLV - Dividend Comparison
ARR's dividend yield for the trailing twelve months is around 18.01%, more than SPLV's 1.76% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARR ARMOUR Residential REIT, Inc. | 18.01% | 15.27% | 25.88% | 21.31% | 12.23% | 11.12% | 12.09% | 11.12% | 8.86% | 13.92% | 17.88% | 16.34% |
SPLV Invesco S&P 500® Low Volatility ETF | 1.76% | 1.88% | 2.45% | 2.11% | 1.51% | 2.12% | 2.08% | 2.18% | 2.03% | 2.03% | 2.28% | 2.20% |
Drawdowns
ARR vs. SPLV - Drawdown Comparison
The maximum ARR drawdown since its inception was -80.10%, which is greater than SPLV's maximum drawdown of -36.26%. Use the drawdown chart below to compare losses from any high point for ARR and SPLV. For additional features, visit the drawdowns tool.
Volatility
ARR vs. SPLV - Volatility Comparison
ARMOUR Residential REIT, Inc. (ARR) has a higher volatility of 15.27% compared to Invesco S&P 500® Low Volatility ETF (SPLV) at 8.70%. This indicates that ARR's price experiences larger fluctuations and is considered to be riskier than SPLV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.