ARMOUR Residential REIT Inc

10-Year Study

ARR.US · Real Estate · US · Common Stock

Executive Summary: ARMOUR Residential REIT Inc has compounded at -4.2% annually over the last 10 years, with a maximum drawdown of 76.4% and an annualized volatility of 35.4%.

1Y CAGR
+21.2%
3Y CAGR
+3.0%
5Y CAGR
-9.1%
10Y CAGR
-4.2%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
76.4%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
-0.13
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
-0.14
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
30.7%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +30.1%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -33.1%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
40%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.44.5-7.11.7————————-1.5%
20251.12.5-9.1-2.1-0.25.2-1.6-4.6-0.910.39.62.411.7%
2024-0.25.31.1-6.97.81.55.42.50.9-7.02.20.913.2%
202313.4-12.1-1.8-1.40.07.8-2.6-2.4-12.0-30.023.812.0-15.4%
2022-3.4-12.34.5-11.54.4-5.513.4-8.6-30.411.512.4-2.6-32.0%
20214.59.01.92.7-2.7-4.0-8.15.40.2-1.5-6.11.21.1%
20208.8-5.3-50.60.3-11.421.20.64.8-0.81.312.02.9-33.1%
20193.5-3.8-1.7-1.4-7.98.2-3.3-7.23.00.94.24.5-2.1%
2018-8.3-7.79.6-2.03.2-0.75.1-0.2-3.8-2.12.5-6.6-12.0%
2017-2.37.91.96.98.8-3.11.85.32.6-6.21.72.430.1%
2016———0.1-7.84.27.55.52.41.6-1.0-1.510.6%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 35.4%. The dominant macroeconomic risk driver is VTI.US, accounting for 26.7% of variance. Idiosyncratic stock-specific factors contribute 20.1%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110005.87862411865
2016-05-019220.976064084085
2016-06-019612.18787516069
2016-07-0110337.772993034185
2016-08-0110908.991107695687
2016-09-0111166.481926772176
2016-10-0111344.221772865549
2016-11-0111235.573466865453
2016-12-0111064.632993246665
2017-01-0110814.897708398996
2017-02-0111673.106002925146
2017-03-0111890.508855120248
2017-04-0112705.087842934496
2017-05-0113823.23048102019
2017-06-0113392.426490638467
2017-07-0113633.025118723419
2017-08-0114358.99978397827
2017-09-0114728.821902478583
2017-10-0113813.102249104924
2017-11-0114054.161251367843
2017-12-0114397.91910871559
2018-01-0113203.177290095935
2018-02-0112181.74864278151
2018-03-0113350.426200248601
2018-04-0113083.480003824649
2018-05-0113508.511610282636
2018-06-0113408.99996104526
2018-07-0114088.051873545837
2018-08-0114053.346743206825
2018-09-0113524.022678740275
2018-10-0113237.492873053592
2018-11-0113570.520470714891
2018-12-0112675.092694570065
2019-01-0113113.298085197555
2019-02-0112620.591474578494
2019-03-0112412.2544523495
2019-04-0112243.332542434104
2019-05-0111280.406829119729
2019-06-0112209.618987247637
2019-07-0111811.820284086283
2019-08-0110961.544590780477
2019-09-0111293.08482571296
2019-10-0111394.756692246945
2019-11-0111873.652077527013
2019-12-0112413.06896051052
2020-01-0113500.012394689407
2020-02-0112781.191235892189
2020-03-016310.525924378229
2020-04-016332.021857149433
2020-05-015608.561543174245
2020-06-016798.735033412542
2020-07-016837.902251937999
2020-08-017167.423923167091
2020-09-017106.512878082294
2020-10-017201.385372141696
2020-11-018065.684771176327
2020-12-018301.148456507035
2021-01-018671.785083168366
2021-02-019448.259254406312
2021-03-019628.938412559008
2021-04-019889.510197288042
2021-05-019619.412208414931
2021-06-019239.107724016305
2021-07-018489.087361312279
2021-08-018947.79710955843
2021-09-018963.379004812681
2021-10-018826.789527549854
2021-11-018292.365933727368
2021-12-018393.294118896943
2022-01-018107.118447193311
2022-02-017106.229570895854
2022-03-017428.916456252058
2022-04-016571.41642969201
2022-05-016860.602240251577
2022-06-016483.2016545139695
2022-07-017350.511192404534
2022-08-016718.240379065016
2022-09-014675.701805020912
2022-10-015213.312604690858
2022-11-015860.917419496493
2022-12-015709.312661352296
2023-01-016473.887930759723
2023-02-015690.012359276009
2023-03-015588.73004012338
2023-04-015513.051607945351
2023-05-015513.405741928401
2023-06-015944.280559106733
2023-07-015787.292964420159
2023-08-015650.101459386145
2023-09-014971.793228249977
2023-10-013481.9161481554934
2023-11-014309.952227325687
2023-12-014828.546032105787
2024-01-014819.657269131203
2024-02-015075.589898682268
2024-03-015129.984878478924
2024-04-014775.921722224387
2024-05-015147.656164233176
2024-06-015222.4492614535775
2024-07-015505.933514886022
2024-08-015641.779310784443
2024-09-015693.801592894655
2024-10-015297.702732851948
2024-11-015414.2836400723845
2024-12-015464.783146055479
2025-01-015526.68576629282
2025-02-015665.010500072598
2025-03-015150.878783478942
2025-04-015045.028135944954
2025-05-015037.2371883178275
2025-06-015299.650469758729
2025-07-015216.78311772476
2025-08-014975.015847495742
2025-09-014932.059395351637
2025-10-015437.8689633435915
2025-11-015959.366666784711
2025-12-016103.85333186958
2026-01-016081.117930157697
2026-02-016356.704995768098
2026-03-015906.954837293141
2026-04-016009.653692377974
Annual Return Matrix
YearAnnual Return
20170.301255913097471
2018-0.11965801454618796
2019-0.02067233276895819
2020-0.3312573640801213
20210.011100351098729977
2022-0.31977688610981014
2023-0.15426841749421594
20240.13176577580895943
20250.11694337519602893
2026-0.01543281503829208
Total Factor Risk
0.3539216667532004
VTI.US Exposure
0.2672701182487237
VEA.US Exposure
0.24458799207521656
VWO.US Exposure
-0.015120875722585175
QQQ.US Exposure
0.05270532187293457
VTV.US Exposure
0.10301129253614705
IJR.US Exposure
0.0016324091744975913
QUAL.US Exposure
-0.20867707952930659
SHV.US Exposure
0.06181082866389764
TLT.US Exposure
-0.022614113117667412
LQD.US Exposure
0.19946744640662012
HYG.US Exposure
-0.04030650412798849
GLD.US Exposure
-0.010882217650362258
USO.US Exposure
0.0041653521414078895
VNQ.US Exposure
0.07759648782181923
BTC-USD.CC Exposure
-0.0004841756636064071
CPER.US Exposure
0.012534988874846208
VIX.INDX Exposure
-0.016764371060497975
UUP.US Exposure
-0.005724592177684669
TIP.US Exposure
0.09462231889941111
Idiosyncratic Exposure
0.20116937233417737
Value Score
47.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
100
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
35.4%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →5.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →17.06%
Market Cap$2.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$255
Avg Yield on Cost
2.55%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$254.982.55%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-1.7%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+6.5%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
10.1% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
1.41
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is ARMOUR Residential REIT Inc a high-risk investment?

ARMOUR Residential REIT Inc (ARR.US) has an annualized volatility of 35.4% and experienced a maximum drawdown of 76.4% over the last 10 years. Its primary macro risk driver is VTI.US.

What is the 10-year return of ARR.US?

Over the past 10 years, ARR.US has generated a Compound Annual Growth Rate (CAGR) of -4.2%. It has had a positive return in 40% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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