ARR vs. SPY
Compare and contrast key facts about ARMOUR Residential REIT, Inc. (ARR) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ARR or SPY.
Key characteristics
| ARR | SPY | |
|---|---|---|
| YTD Return | 1.96% | 6.66% |
| 1Y Return | -9.46% | 26.26% |
| 3Y Return (Ann) | -20.27% | 8.24% |
| 5Y Return (Ann) | -17.17% | 13.33% |
| 10Y Return (Ann) | -7.96% | 12.52% |
| Sharpe Ratio | -0.35 | 2.06 |
| Daily Std Dev | 32.30% | 11.78% |
| Max Drawdown | -80.11% | -55.19% |
| Current Drawdown | -69.89% | -3.39% |
Correlation
The correlation between ARR and SPY is 0.35, 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. SPY - Performance Comparison
In the year-to-date period, ARR achieves a 1.96% return, which is significantly lower than SPY's 6.66% return. Over the past 10 years, ARR has underperformed SPY with an annualized return of -7.96%, while SPY has yielded a comparatively higher 12.52% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ARR vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for ARMOUR Residential REIT, Inc. (ARR) and SPDR S&P 500 ETF (SPY). 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. SPY - Dividend Comparison
ARR's dividend yield for the trailing twelve months is around 22.21%, more than SPY's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ARR ARMOUR Residential REIT, Inc. | 22.21% | 25.88% | 21.31% | 12.23% | 11.12% | 12.09% | 11.12% | 8.86% | 13.92% | 17.88% | 16.30% | 20.20% |
SPY SPDR S&P 500 ETF | 1.33% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
ARR vs. SPY - Drawdown Comparison
The maximum ARR drawdown since its inception was -80.11%, which is greater than SPY's maximum drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ARR and SPY. For additional features, visit the drawdowns tool.
Volatility
ARR vs. SPY - Volatility Comparison
ARMOUR Residential REIT, Inc. (ARR) has a higher volatility of 10.40% compared to SPDR S&P 500 ETF (SPY) at 3.54%. This indicates that ARR's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.