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

Company Info

ISINUS03939A1079
CUSIP03939A107
SectorFinancial Services
IndustryInsurance—Diversified

Highlights

Market Cap$13.83B
EPS$4.69
PE Ratio5.06
Revenue (TTM)$13.63B
Gross Profit (TTM)$2.85B
EBITDA (TTM)$3.68B
Year Range$18.65 - $24.16
Short Ratio1.19

Share Price Chart


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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%OctoberNovemberDecember2024FebruaryMarch
38.76%
112.95%
ACGLO (Arch Capital Group Ltd.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Arch Capital Group Ltd. had a return of 0.82% year-to-date (YTD) and 13.97% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date0.82%10.04%
1 month-0.10%3.53%
6 months16.82%22.79%
1 year13.97%32.16%
5 years (annualized)5.33%13.15%
10 years (annualized)N/A10.96%

Monthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
2024-1.34%2.17%
2023-6.17%-2.34%-0.92%10.58%7.14%

Risk-Adjusted Performance

Risk-Adjusted Performance Indicators

This table presents risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGLO) and compares them with a selected benchmark (^GSPC). These performance indicators assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


Sharpe ratioSortino ratioOmega ratioCalmar ratioUlcer Index
ACGLO
Arch Capital Group Ltd.
0.97
^GSPC
S&P 500
2.76

Sharpe Ratio

The current Arch Capital Group Ltd. Sharpe ratio is 0.97. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00OctoberNovemberDecember2024FebruaryMarch
0.97
2.76
ACGLO (Arch Capital Group Ltd.)
Benchmark (^GSPC)

Dividends

Dividend History

Arch Capital Group Ltd. granted a 5.75% 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

5.75%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.


JanFebMarAprMayJunJulAugSepOctNovDec
2024$0.00$0.00
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
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
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
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
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
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
2017$0.51

Drawdowns

Drawdowns Chart

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


-15.00%-10.00%-5.00%0.00%OctoberNovemberDecember2024FebruaryMarch
-1.98%
0
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 1.98%.


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
-4.22%Dec 16, 202053Mar 4, 202115Mar 25, 202168

Volatility

Volatility Chart

The current Arch Capital Group Ltd. volatility is 3.03%, 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%OctoberNovemberDecember2024FebruaryMarch
3.03%
2.82%
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
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Income Statement


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Income

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EBIT

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Earnings From Continuing Operations

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Net Income

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Income Tax Expense

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Interest Expense

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Other Non-Operating Income (Expenses)

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Extraordinary Items

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Discontinued Operations

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Effect Of Accounting Charges

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Minority Interest

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Other Items

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Values in undefined except per share items