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Arch Capital Group Ltd. (ACGL)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINBMG0450A1053
CUSIPG0450A105
SectorFinancial Services
IndustryInsurance - Diversified

Highlights

Market Cap$37.23B
EPS (TTM)$12.67
PE Ratio7.83
PEG Ratio2.24
Total Revenue (TTM)$14.10B
Gross Profit (TTM)$12.66B
EBITDA (TTM)$1.78B
Year Range$70.19 - $103.79
Target Price$109.86
Short %1.43%
Short Ratio2.97

Share Price Chart


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Compare to other instruments

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Arch Capital Group Ltd.

Popular comparisons: ACGL vs. ADM, ACGL vs. MRVL, ACGL vs. XLF, ACGL vs. BRK-B, ACGL vs. SPY, ACGL vs. VOO, ACGL vs. COST, ACGL vs. ETN, ACGL vs. KBWP, ACGL vs. NVDA

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Arch Capital Group Ltd., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


1,000.00%2,000.00%3,000.00%4,000.00%2024FebruaryMarchAprilMayJune
4,019.27%
830.69%
ACGL (Arch Capital Group Ltd.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Arch Capital Group Ltd. had a return of 30.95% year-to-date (YTD) and 38.65% in the last 12 months. Over the past 10 years, Arch Capital Group Ltd. had an annualized return of 17.68%, outperforming the S&P 500 benchmark which had an annualized return of 10.85%.


PeriodReturnBenchmark
Year-To-Date30.95%13.87%
1 month-0.62%2.33%
6 months32.47%15.10%
1 year38.65%22.72%
5 years (annualized)22.31%13.49%
10 years (annualized)17.68%10.85%

Monthly Returns

The table below presents the monthly returns of ACGL, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
202410.99%6.26%5.54%1.19%9.72%30.95%
20232.50%8.78%-3.04%10.61%-7.15%7.39%3.79%-1.07%3.71%8.74%-3.45%-11.26%18.30%
20224.21%1.71%2.78%-5.68%3.92%-4.15%-2.40%2.97%-0.39%26.26%4.19%4.79%41.24%
2021-12.92%14.04%7.12%3.49%0.45%-2.38%0.15%5.38%-7.10%9.53%-3.44%10.08%23.23%
20202.96%-8.45%-29.61%-15.57%17.44%1.52%7.33%2.57%-7.26%3.28%6.59%12.02%-15.90%
20199.84%11.31%-1.07%4.52%1.92%7.70%4.34%2.09%6.28%-0.52%0.50%2.19%60.52%
20180.19%-2.97%-3.00%-6.38%-2.10%1.19%15.50%0.03%-2.49%-4.83%0.88%-6.64%-11.69%
20172.39%7.04%0.21%2.32%0.29%-4.07%4.26%0.08%1.19%1.16%-4.97%-4.14%5.19%
2016-3.15%0.58%4.65%-0.86%3.08%-0.91%0.88%11.44%-2.08%-1.63%6.09%4.32%23.71%
2015-1.91%2.05%4.12%-1.49%5.29%4.80%6.57%-4.32%7.60%1.93%-3.23%-3.75%18.02%
2014-9.85%4.29%2.53%-0.38%-0.68%0.90%-6.95%3.99%-1.55%2.92%1.78%3.11%-0.99%
20135.45%5.82%7.02%0.93%-3.49%0.39%5.37%-1.59%1.54%7.08%1.50%1.46%35.60%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ACGL is 88, placing it in the top 12% of stocks on our website in terms of risk-adjusted performance. This ranking is based on the combined values of the indicators listed below.


The Risk-Adjusted Performance Rank of ACGL is 8888
ACGL (Arch Capital Group Ltd.)
The Sharpe Ratio Rank of ACGL is 9191Sharpe Ratio Rank
The Sortino Ratio Rank of ACGL is 8787Sortino Ratio Rank
The Omega Ratio Rank of ACGL is 8585Omega Ratio Rank
The Calmar Ratio Rank of ACGL is 9393Calmar Ratio Rank
The Martin Ratio Rank of ACGL is 8585Martin 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.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGL) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ACGL
Sharpe ratio
The chart of Sharpe ratio for ACGL, currently valued at 1.73, compared to the broader market-2.00-1.000.001.002.003.001.73
Sortino ratio
The chart of Sortino ratio for ACGL, currently valued at 2.36, compared to the broader market-4.00-2.000.002.004.006.002.36
Omega ratio
The chart of Omega ratio for ACGL, currently valued at 1.30, compared to the broader market0.501.001.502.001.30
Calmar ratio
The chart of Calmar ratio for ACGL, currently valued at 2.11, compared to the broader market0.002.004.006.002.11
Martin ratio
The chart of Martin ratio for ACGL, currently valued at 5.71, compared to the broader market-10.000.0010.0020.005.71
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.14, compared to the broader market-2.00-1.000.001.002.003.002.14
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.04, compared to the broader market-4.00-2.000.002.004.006.003.04
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.38, compared to the broader market0.501.001.502.001.38
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.71, compared to the broader market0.002.004.006.001.71
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 8.02, compared to the broader market-10.000.0010.0020.008.02

Sharpe Ratio

The current Arch Capital Group Ltd. Sharpe ratio is 1.73. This value is calculated based on the past 1 year of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Arch Capital Group Ltd. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio1.001.502.002.503.002024FebruaryMarchAprilMayJune
1.73
2.14
ACGL (Arch Capital Group Ltd.)
Benchmark (^GSPC)

Dividends

Dividend History


Arch Capital Group Ltd. doesn't pay dividends

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%2024FebruaryMarchAprilMayJune
-5.90%
-0.04%
ACGL (Arch Capital Group Ltd.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Arch Capital Group Ltd.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Arch Capital Group Ltd. was 54.73%, occurring on Dec 14, 1999. Recovery took 510 trading sessions.

The current Arch Capital Group Ltd. drawdown is 5.90%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.73%Jul 21, 1998355Dec 14, 1999510Dec 27, 2001865
-53.84%Feb 20, 202059May 13, 2020439Feb 8, 2022498
-43.95%Sep 22, 2008116Mar 9, 2009375Sep 1, 2010491
-31.01%Jan 2, 1996320Apr 7, 1997188Jan 2, 1998508
-27.33%Oct 24, 2017294Dec 24, 201889May 3, 2019383

Volatility

Volatility Chart

The current Arch Capital Group Ltd. volatility is 4.94%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%3.00%4.00%5.00%6.00%7.00%8.00%2024FebruaryMarchAprilMayJune
4.94%
2.26%
ACGL (Arch Capital Group Ltd.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Arch Capital Group Ltd. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

0.0

Income Statement


Income Statement
Balance Sheet
Cash Flow
Annual
Quarterly

TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items