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

Company Info

ISIN

BMG0450A1053

CUSIP

G0450A105

Sector

Financial Services

IPO Date

Sep 13, 1995

Highlights

Market Cap

$37.06B

EPS (TTM)

$14.90

PE Ratio

6.61

PEG Ratio

2.24

Total Revenue (TTM)

$16.33B

Gross Profit (TTM)

$15.19B

EBITDA (TTM)

$4.57B

Year Range

$69.27 - $110.75

Target Price

$121.07

Short %

1.83%

Short Ratio

2.74

Share Price Chart


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Compare to other instruments

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


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


-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
-1.42%
12.27%
ACGL (Arch Capital Group Ltd.)
Benchmark (^GSPC)

Returns By Period

Arch Capital Group Ltd. had a return of 32.18% year-to-date (YTD) and 23.31% in the last 12 months. Over the past 10 years, Arch Capital Group Ltd. had an annualized return of 17.74%, outperforming the S&P 500 benchmark which had an annualized return of 11.69%.


ACGL

YTD

32.18%

1M

-3.61%

6M

-1.42%

1Y

23.31%

5Y (annualized)

18.77%

10Y (annualized)

17.74%

^GSPC (Benchmark)

YTD

26.52%

1M

0.66%

6M

12.27%

1Y

30.56%

5Y (annualized)

13.80%

10Y (annualized)

11.69%

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%-1.70%-5.06%18.07%-1.07%-11.91%7.47%32.18%
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%4.81%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%3.98%-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 rank of ACGL is 73, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of ACGL is 7373
Overall Rank
The Sharpe Ratio Rank of ACGL is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of ACGL is 6666
Sortino Ratio Rank
The Omega Ratio Rank of ACGL is 6666
Omega Ratio Rank
The Calmar Ratio Rank of ACGL is 8181
Calmar Ratio Rank
The Martin Ratio Rank of ACGL is 7676
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.

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.


Sharpe ratio
The chart of Sharpe ratio for ACGL, currently valued at 1.03, compared to the broader market-4.00-2.000.002.001.032.54
The chart of Sortino ratio for ACGL, currently valued at 1.47, compared to the broader market-4.00-2.000.002.004.001.473.39
The chart of Omega ratio for ACGL, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.47
The chart of Calmar ratio for ACGL, currently valued at 1.29, compared to the broader market0.002.004.006.001.293.66
The chart of Martin ratio for ACGL, currently valued at 4.53, compared to the broader market-10.000.0010.0020.0030.004.5316.25
ACGL
^GSPC

The current Arch Capital Group Ltd. Sharpe ratio is 1.03. 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 Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
1.03
2.54
ACGL (Arch Capital Group Ltd.)
Benchmark (^GSPC)

Dividends

Dividend History

Arch Capital Group Ltd. provided a 5.36% dividend yield over the last twelve months, with an annual payout of $5.00 per share.


PeriodTTM
Dividend$5.00

Dividend yield

5.36%

Monthly Dividends

The table displays the monthly dividend distributions for Arch Capital Group Ltd.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$5.00$0.00$5.00

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%5.4%
Arch Capital Group Ltd. has a dividend yield of 5.36%, which is quite average when compared to the overall market.
Payout Ratio
200.0%400.0%600.0%800.0%52.6%
Arch Capital Group Ltd. has a payout ratio of 52.63%, which is quite average when compared to the overall market. This suggests that Arch Capital Group Ltd. strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-14.53%
-0.91%
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 14.53%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-54.73%May 4, 1998409Dec 14, 1999510Dec 27, 2001919
-53.84%Feb 20, 202059May 13, 2020439Feb 8, 2022498
-43.95%Sep 22, 2008116Mar 9, 2009375Sep 1, 2010491
-31.02%Jan 2, 1996245Dec 17, 1996204Oct 8, 1997449
-27.33%Oct 24, 2017294Dec 24, 201889May 3, 2019383

Volatility

Volatility Chart

The current Arch Capital Group Ltd. volatility is 5.88%, 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%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
5.88%
2.24%
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

Valuation

The Valuation section provides an assessment of the market value of Arch Capital Group Ltd. compared to its peers in the Insurance - Diversified industry.


PE Ratio
20.040.060.080.06.6
The chart displays the price to earnings (P/E) ratio for ACGL in comparison to other companies of the Insurance - Diversified industry. Currently, ACGL has a PE value of 6.6. This PE value is considered to be low compared to the rest of the industry.
PEG Ratio
-5.00.05.010.02.2
The chart displays the price to earnings to growth (PEG) ratio for ACGL in comparison to other companies of the Insurance - Diversified industry. Currently, ACGL has a PEG value of 2.2. This PEG ratio is much higher than those of other companies of the industry. This might be an indicator of the company being overvalued.

Historical P/E Ratio Chart

The chart below displays the historical trend of the price-to-earnings (P/E) ratio for Arch Capital Group Ltd..


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Income Statement



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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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