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ARR vs. SPLV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


ARRSPLV
YTD Return5.38%5.37%
1Y Return-4.21%10.10%
3Y Return (Ann)-19.35%6.32%
5Y Return (Ann)-16.37%6.82%
10Y Return (Ann)-7.48%9.29%
Sharpe Ratio-0.221.08
Daily Std Dev31.52%9.58%
Max Drawdown-80.11%-36.26%
Current Drawdown-68.88%-1.06%

Correlation

0.38
-1.001.00

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

The year-to-date returns for both stocks are quite close, with ARR having a 5.38% return and SPLV slightly lower at 5.37%. Over the past 10 years, ARR has underperformed SPLV with an annualized return of -7.48%, while SPLV has yielded a comparatively higher 9.29% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-100.00%0.00%100.00%200.00%300.00%OctoberNovemberDecember2024FebruaryMarch
-59.09%
259.58%
ARR
SPLV

Compare stocks, funds, or ETFs


ARMOUR Residential REIT, Inc.

Invesco S&P 500® Low Volatility ETF

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.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ARR
ARMOUR Residential REIT, Inc.
-0.22
SPLV
Invesco S&P 500® Low Volatility ETF
1.08

ARR vs. SPLV - Sharpe Ratio Comparison

The current ARR Sharpe Ratio is -0.22, which is lower than the SPLV Sharpe Ratio of 1.08. The chart below compares the 12-month rolling Sharpe Ratio of ARR and SPLV.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.00OctoberNovemberDecember2024FebruaryMarch
-0.22
1.08
ARR
SPLV

Dividends

ARR vs. SPLV - Dividend Comparison

ARR's dividend yield for the trailing twelve months is around 22.03%, more than SPLV's 2.35% yield.


TTM20232022202120202019201820172016201520142013
ARR
ARMOUR Residential REIT, Inc.
22.03%25.88%21.31%12.23%11.12%12.09%11.12%8.86%13.92%17.88%16.30%20.20%
SPLV
Invesco S&P 500® Low Volatility ETF
2.35%2.45%2.11%1.51%2.12%2.08%2.18%2.03%2.03%2.28%2.20%2.60%

Drawdowns

ARR vs. SPLV - Drawdown Comparison

The maximum ARR drawdown since its inception was -80.11%, which is greater than SPLV's maximum drawdown of -36.26%. The drawdown chart below compares losses from any high point along the way for ARR and SPLV


-80.00%-60.00%-40.00%-20.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-68.88%
-1.06%
ARR
SPLV

Volatility

ARR vs. SPLV - Volatility Comparison

ARMOUR Residential REIT, Inc. (ARR) has a higher volatility of 7.93% compared to Invesco S&P 500® Low Volatility ETF (SPLV) at 2.03%. 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.


0.00%5.00%10.00%15.00%OctoberNovemberDecember2024FebruaryMarch
7.93%
2.03%
ARR
SPLV