PortfoliosLab logo
Tools
Performance Analysis
Risk Analysis
Optimization
Factor Model
See All Tools
Portfolio Analysis
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
Arch Capital Group Ltd. (ACGLO)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS03939A1079
CUSIP03939A107
SectorFinancial Services
IndustryInsurance—Diversified

Highlights

Market Cap$13.12B
EPS$4.69
PE Ratio4.80
Revenue (TTM)$14.41B
Gross Profit (TTM)$2.85B
EBITDA (TTM)$4.06B
Year Range$18.65 - $24.16
Short Ratio0.83

Share Price Chart


Loading data...

Compare to other instruments

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


Arch Capital Group Ltd.

Popular comparisons: ACGLO vs. VOO

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.


20.00%40.00%60.00%80.00%100.00%120.00%December2024FebruaryMarchAprilMay
31.55%
115.29%
ACGLO (Arch Capital Group Ltd.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Arch Capital Group Ltd. had a return of -4.41% year-to-date (YTD) and -0.56% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date-4.41%11.24%
1 month0.09%4.04%
6 months1.11%16.49%
1 year-0.56%26.17%
5 years (annualized)3.92%13.76%
10 years (annualized)N/A10.70%

Monthly Returns

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


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024-1.34%2.17%-0.19%-5.12%-4.41%
202318.77%-5.77%2.92%0.87%3.02%-4.10%1.11%-6.17%-2.34%-0.92%10.58%7.14%24.84%
2022-0.66%-3.60%0.55%-7.25%4.81%-2.40%6.71%-6.78%-2.53%-6.98%9.57%-7.11%-16.13%
20210.30%-3.27%3.40%-0.57%1.34%0.25%0.53%0.19%-1.03%1.09%-2.00%2.17%2.25%
20203.10%-5.11%-10.62%12.00%1.73%-2.06%7.55%-0.11%-0.42%0.93%1.61%1.21%8.35%
201913.38%0.43%6.23%0.91%-0.00%2.71%3.91%-1.55%3.09%0.62%-1.46%2.22%33.99%
2018-3.59%-0.98%2.86%-1.67%0.79%1.77%1.09%0.46%-3.57%-4.37%-3.73%-4.79%-14.99%
20171.93%-0.43%0.60%1.30%0.71%4.16%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of ACGLO is 39, 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 ACGLO is 3939
ACGLO (Arch Capital Group Ltd.)
The Sharpe Ratio Rank of ACGLO is 4242Sharpe Ratio Rank
The Sortino Ratio Rank of ACGLO is 3333Sortino Ratio Rank
The Omega Ratio Rank of ACGLO is 3333Omega Ratio Rank
The Calmar Ratio Rank of ACGLO is 4242Calmar Ratio Rank
The Martin Ratio Rank of ACGLO is 4242Martin 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. (ACGLO) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


ACGLO
Sharpe ratio
The chart of Sharpe ratio for ACGLO, currently valued at -0.03, compared to the broader market-2.00-1.000.001.002.003.004.00-0.03
Sortino ratio
The chart of Sortino ratio for ACGLO, currently valued at 0.07, compared to the broader market-4.00-2.000.002.004.006.000.07
Omega ratio
The chart of Omega ratio for ACGLO, currently valued at 1.01, compared to the broader market0.501.001.502.001.01
Calmar ratio
The chart of Calmar ratio for ACGLO, currently valued at -0.02, compared to the broader market0.002.004.006.00-0.02
Martin ratio
The chart of Martin ratio for ACGLO, currently valued at -0.06, compared to the broader market-10.000.0010.0020.0030.00-0.06
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.43, compared to the broader market-2.00-1.000.001.002.003.004.002.43
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.44, compared to the broader market-4.00-2.000.002.004.006.003.44
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 1.96, compared to the broader market0.002.004.006.001.96
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.23, compared to the broader market-10.000.0010.0020.0030.009.23

Sharpe Ratio

The current Arch Capital Group Ltd. Sharpe ratio is -0.03. 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 Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
-0.03
2.43
ACGLO (Arch Capital Group Ltd.)
Benchmark (^GSPC)

Dividends

Dividend History

Arch Capital Group Ltd. granted a 6.07% dividend yield in the last twelve months. The annual payout for that period amounted to $1.36 per share.


PeriodTTM2023202220212020201920182017
Dividend$1.36$1.36$1.36$1.36$1.36$1.36$1.36$0.51

Dividend yield

6.07%5.72%6.71%5.30%5.14%5.28%6.70%2.00%

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$0.00$0.00$0.34$0.00$0.00$0.34
2023$0.00$0.00$0.34$0.00$0.00$0.34$0.00$0.00$0.34$0.00$0.00$0.34$1.36
2022$0.00$0.00$0.34$0.00$0.00$0.34$0.00$0.00$0.34$0.00$0.00$0.34$1.36
2021$0.00$0.00$0.34$0.00$0.00$0.34$0.00$0.00$0.34$0.00$0.00$0.34$1.36
2020$0.00$0.00$0.34$0.00$0.00$0.34$0.00$0.00$0.34$0.00$0.00$0.34$1.36
2019$0.00$0.00$0.34$0.00$0.00$0.34$0.00$0.00$0.34$0.00$0.00$0.34$1.36
2018$0.00$0.00$0.34$0.00$0.00$0.34$0.00$0.00$0.34$0.00$0.00$0.34$1.36
2017$0.51$0.51

Drawdowns

Drawdowns Chart

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


-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-7.07%
-0.29%
ACGLO (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 36.16%, occurring on Mar 19, 2020. Recovery took 92 trading sessions.

The current Arch Capital Group Ltd. drawdown is 7.07%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.16%Feb 19, 202022Mar 19, 202092Jul 30, 2020114
-19.58%Aug 3, 202266Nov 3, 2022283Dec 20, 2023349
-17.67%Jan 22, 2018236Dec 27, 201863Mar 29, 2019299
-15.9%Jun 22, 2021225May 11, 202256Aug 2, 2022281
-7.4%Mar 11, 202453May 23, 2024

Volatility

Volatility Chart

The current Arch Capital Group Ltd. volatility is 3.32%, 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%December2024FebruaryMarchAprilMay
3.32%
3.00%
ACGLO (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

0.00

Cost Of Revenue

0.00

Gross Profit

0.00
Operating Expenses

Selling, General & Admin Expenses

0.00

R&D Expenses

0.00

Total Operating Expenses

0.00
Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

0.00

Effect Of Accounting Charges

0.00

Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items