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Arch Capital Group Ltd. (ACGLO)

Equity · Currency in USD · Last updated Oct 5, 2022

Company Info

ISINUS03939A1079
CUSIP03939A107
SectorFinancial Services
IndustryInsurance—Diversified

Trading Data

Previous Close$21.83
Year Range$20.88 - $24.85
EMA (50)$22.22
EMA (200)$23.02
Average Volume$23.07K
Market Capitalization$12.73B

ACGLOShare Price Chart


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ACGLOPerformance

The chart shows the growth of $10,000 invested in Arch Capital Group Ltd. in Aug 2017 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $11,660 for a total return of roughly 16.60%. All prices are adjusted for splits and dividends.


-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
-5.04%
-15.41%
ACGLO (Arch Capital Group Ltd.)
Benchmark (^GSPC)

ACGLOReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-1.57%-3.40%
6M-7.46%-17.28%
YTD-11.29%-20.46%
1Y-10.48%-12.99%
5Y2.71%8.37%
10Y3.04%8.75%

ACGLOMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2022-0.66%-3.60%0.55%-7.25%4.81%-2.40%6.71%-6.78%-2.53%0.14%
20210.30%-3.27%3.40%-0.57%1.34%0.25%0.53%0.19%-1.03%1.09%-2.00%2.17%
20203.10%-5.11%-10.62%12.00%1.73%-2.06%7.55%-0.11%-0.42%0.93%1.61%1.21%
201913.38%0.43%6.23%0.91%-0.00%2.71%3.91%-1.55%3.09%0.62%-1.46%2.22%
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%
20171.93%-0.43%0.60%1.30%0.71%

ACGLOSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Arch Capital Group Ltd. Sharpe ratio is -0.71. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


-1.50-1.00-0.500.000.50MayJuneJulyAugustSeptemberOctober
-0.71
-0.54
ACGLO (Arch Capital Group Ltd.)
Benchmark (^GSPC)

ACGLODividend History

Arch Capital Group Ltd. granted a 6.25% dividend yield in the last twelve months. The annual payout for that period amounted to $1.36 per share.


PeriodTTM20212020201920182017
Dividend$1.36$1.36$1.36$1.36$1.36$0.51

Dividend yield

6.25%5.54%5.67%6.14%8.23%2.60%

ACGLODrawdowns Chart

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2022FebruaryMarchAprilMayJuneJulyAugustSeptemberOctober
-12.22%
-20.97%
ACGLO (Arch Capital Group Ltd.)
Benchmark (^GSPC)

ACGLOWorst Drawdowns

The table below shows the maximum drawdowns of the Arch Capital Group Ltd.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Arch Capital Group Ltd. is 36.16%, recorded on Mar 19, 2020. It took 92 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-36.16%Feb 19, 202022Mar 19, 202092Jul 30, 2020114
-17.67%Jan 22, 2018236Dec 27, 201863Mar 29, 2019299
-15.9%Jun 22, 2021225May 11, 202256Aug 2, 2022281
-14.92%Aug 3, 202238Sep 26, 2022
-4.22%Dec 16, 202053Mar 4, 202115Mar 25, 202168
-3.31%Apr 9, 202124May 12, 202121Jun 11, 202145
-3.21%Sep 16, 20207Sep 24, 202011Oct 9, 202018
-3.2%Oct 17, 201932Dec 2, 201912Dec 18, 201944
-2.52%Oct 16, 202010Oct 29, 20204Nov 4, 202014
-2.35%Aug 23, 20196Aug 30, 20198Sep 12, 201914

ACGLOVolatility Chart

Current Arch Capital Group Ltd. volatility is 16.29%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


0.00%10.00%20.00%30.00%40.00%MayJuneJulyAugustSeptemberOctober
16.29%
31.31%
ACGLO (Arch Capital Group Ltd.)
Benchmark (^GSPC)