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:
0.97
SPLV:
1.81
ARR:
1.40
SPLV:
2.51
ARR:
1.19
SPLV:
1.32
ARR:
0.29
SPLV:
2.04
ARR:
3.74
SPLV:
6.70
ARR:
5.60%
SPLV:
2.62%
ARR:
21.72%
SPLV:
9.70%
ARR:
-80.10%
SPLV:
-36.26%
ARR:
-65.54%
SPLV:
-3.10%
Returns By Period
In the year-to-date period, ARR achieves a 3.07% return, which is significantly lower than SPLV's 3.46% return. Over the past 10 years, ARR has underperformed SPLV with an annualized return of -5.12%, while SPLV has yielded a comparatively higher 8.90% annualized return.
ARR
3.07%
6.08%
1.72%
13.90%
-17.11%
-5.12%
SPLV
3.46%
3.83%
5.84%
16.17%
5.32%
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 13.76%, more than SPLV's 1.78% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARR ARMOUR Residential REIT, Inc. | 13.76% | 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 | 1.78% | 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 3.88% compared to Invesco S&P 500® Low Volatility ETF (SPLV) at 3.51%. 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.