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 0.38, 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. SPLV - Performance Comparison
Key characteristics
ARR:
0.56
SPLV:
1.52
ARR:
0.89
SPLV:
2.15
ARR:
1.12
SPLV:
1.27
ARR:
0.18
SPLV:
1.97
ARR:
2.46
SPLV:
7.44
ARR:
5.36%
SPLV:
1.86%
ARR:
23.65%
SPLV:
9.15%
ARR:
-80.10%
SPLV:
-36.26%
ARR:
-66.57%
SPLV:
-6.56%
Returns By Period
Over the past 10 years, ARR has underperformed SPLV with an annualized return of -6.89%, while SPLV has yielded a comparatively higher 8.61% annualized return.
ARR
0.00%
0.93%
4.26%
13.18%
-15.33%
-6.89%
SPLV
13.67%
-6.56%
9.12%
13.67%
5.89%
8.61%
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Risk-Adjusted Performance
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 15.27%, more than SPLV's 1.88% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|
ARMOUR Residential REIT, Inc. | 15.27% | 25.88% | 21.31% | 12.23% | 11.12% | 12.09% | 11.12% | 8.86% | 13.92% | 17.88% | 16.34% |
Invesco S&P 500® Low Volatility ETF | 1.88% | 2.45% | 2.11% | 1.50% | 2.13% | 2.08% | 2.17% | 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 4.83% compared to Invesco S&P 500® Low Volatility ETF (SPLV) at 2.84%. 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.