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

Correlation

The correlation between ARR and VOO 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.


-0.50.00.51.0
Correlation: 0.4

Performance

ARR vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in ARMOUR Residential REIT, Inc. (ARR) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

0.00%200.00%400.00%600.00%NovemberDecember2025FebruaryMarchApril
-54.86%
552.28%
ARR
VOO

Key characteristics

Sharpe Ratio

ARR:

-0.13

VOO:

0.57

Sortino Ratio

ARR:

-0.02

VOO:

0.92

Omega Ratio

ARR:

1.00

VOO:

1.13

Calmar Ratio

ARR:

-0.04

VOO:

0.58

Martin Ratio

ARR:

-0.35

VOO:

2.42

Ulcer Index

ARR:

8.43%

VOO:

4.51%

Daily Std Dev

ARR:

22.89%

VOO:

19.17%

Max Drawdown

ARR:

-80.10%

VOO:

-33.99%

Current Drawdown

ARR:

-71.33%

VOO:

-10.56%

Returns By Period

In the year-to-date period, ARR achieves a -14.24% return, which is significantly lower than VOO's -6.43% return. Over the past 10 years, ARR has underperformed VOO with an annualized return of -7.26%, while VOO has yielded a comparatively higher 12.02% annualized return.


ARR

YTD

-14.24%

1M

-14.32%

6M

-15.46%

1Y

-4.80%

5Y*

-4.15%

10Y*

-7.26%

VOO

YTD

-6.43%

1M

-4.99%

6M

-5.02%

1Y

9.61%

5Y*

15.88%

10Y*

12.02%

*Annualized

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Risk-Adjusted Performance

ARR vs. VOO — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ARR
The Risk-Adjusted Performance Rank of ARR is 4343
Overall Rank
The Sharpe Ratio Rank of ARR is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of ARR is 3737
Sortino Ratio Rank
The Omega Ratio Rank of ARR is 3737
Omega Ratio Rank
The Calmar Ratio Rank of ARR is 5050
Calmar Ratio Rank
The Martin Ratio Rank of ARR is 4646
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 6666
Overall Rank
The Sharpe Ratio Rank of VOO is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 6464
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 6666
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 7070
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 6767
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

ARR vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for ARMOUR Residential REIT, Inc. (ARR) and Vanguard S&P 500 ETF (VOO). 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.


The chart of Sharpe ratio for ARR, currently valued at -0.13, compared to the broader market-2.00-1.000.001.002.003.00
ARR: -0.13
VOO: 0.57
The chart of Sortino ratio for ARR, currently valued at -0.02, compared to the broader market-6.00-4.00-2.000.002.004.00
ARR: -0.02
VOO: 0.92
The chart of Omega ratio for ARR, currently valued at 1.00, compared to the broader market0.501.001.502.00
ARR: 1.00
VOO: 1.13
The chart of Calmar ratio for ARR, currently valued at -0.04, compared to the broader market0.001.002.003.004.005.00
ARR: -0.04
VOO: 0.58
The chart of Martin ratio for ARR, currently valued at -0.35, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
ARR: -0.35
VOO: 2.42

The current ARR Sharpe Ratio is -0.13, which is lower than the VOO Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of ARR and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.000.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
-0.13
0.57
ARR
VOO

Dividends

ARR vs. VOO - Dividend Comparison

ARR's dividend yield for the trailing twelve months is around 18.82%, more than VOO's 1.39% yield.


TTM20242023202220212020201920182017201620152014
ARR
ARMOUR Residential REIT, Inc.
18.82%15.27%25.88%21.31%12.23%11.12%12.09%11.12%8.86%13.92%17.88%16.34%
VOO
Vanguard S&P 500 ETF
1.39%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

ARR vs. VOO - Drawdown Comparison

The maximum ARR drawdown since its inception was -80.10%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ARR and VOO. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-71.33%
-10.56%
ARR
VOO

Volatility

ARR vs. VOO - Volatility Comparison

ARMOUR Residential REIT, Inc. (ARR) and Vanguard S&P 500 ETF (VOO) have volatilities of 14.62% and 13.97%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
14.62%
13.97%
ARR
VOO