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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$13.60B
EPS (TTM)$4.69
PE Ratio4.97
Total Revenue (TTM)$11.78B
Gross Profit (TTM)$10.64B
EBITDA (TTM)$190.00M
Year Range$18.10 - $23.92
Short Ratio0.45

Share Price Chart


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Compare to other instruments

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Popular comparisons: ACGLO vs. VOO, ACGLO vs. KKR

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.


0.00%5.00%10.00%MayJuneJulyAugustSeptemberOctober
3.58%
12.24%
ACGLO (Arch Capital Group Ltd.)
Benchmark (^GSPC)

Returns By Period

Arch Capital Group Ltd. had a return of 1.84% year-to-date (YTD) and 21.97% in the last 12 months.


PeriodReturnBenchmark
Year-To-Date1.84%21.43%
1 month-0.52%5.87%
6 months3.58%12.23%
1 year21.97%32.90%
5 years (annualized)3.44%14.34%
10 years (annualized)N/A11.78%

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%0.00%1.45%1.29%2.25%1.97%1.84%
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%9.58%-7.12%-16.13%
20210.30%-3.27%3.40%-0.57%1.34%0.25%0.54%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%-4.80%-14.99%
20171.93%-0.44%0.60%1.30%0.71%4.16%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current risk-adjusted rank of ACGLO is 84, placing it in the top 16% 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 ACGLO is 8484
ACGLO (Arch Capital Group Ltd.)
The Sharpe Ratio Rank of ACGLO is 8787Sharpe Ratio Rank
The Sortino Ratio Rank of ACGLO is 8686Sortino Ratio Rank
The Omega Ratio Rank of ACGLO is 8383Omega Ratio Rank
The Calmar Ratio Rank of ACGLO is 8383Calmar Ratio Rank
The Martin Ratio Rank of ACGLO is 8080Martin 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 1.78, compared to the broader market-4.00-2.000.002.001.78
Sortino ratio
The chart of Sortino ratio for ACGLO, currently valued at 2.65, compared to the broader market-4.00-2.000.002.004.002.65
Omega ratio
The chart of Omega ratio for ACGLO, currently valued at 1.33, compared to the broader market0.501.001.502.001.33
Calmar ratio
The chart of Calmar ratio for ACGLO, currently valued at 1.33, compared to the broader market0.002.004.006.001.33
Martin ratio
The chart of Martin ratio for ACGLO, currently valued at 6.27, compared to the broader market-30.00-20.00-10.000.0010.0020.006.27
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.68, compared to the broader market-4.00-2.000.002.002.68
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.59, compared to the broader market-4.00-2.000.002.004.003.59
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.49, compared to the broader market0.501.001.502.001.49
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.37, compared to the broader market0.002.004.006.002.37
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 16.37, compared to the broader market-30.00-20.00-10.000.0010.0020.0016.37

Sharpe Ratio

The current Arch Capital Group Ltd. Sharpe ratio is 1.78. 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 Ratio0.000.501.001.502.002.50MayJuneJulyAugustSeptemberOctober
1.78
2.68
ACGLO (Arch Capital Group Ltd.)
Benchmark (^GSPC)

Dividends

Dividend History

Arch Capital Group Ltd. granted a 5.87% 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

5.87%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$0.00$0.00$0.34$0.00$1.02
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. Drawdowns are calculated considering price movements and all distributions paid, if any.


-8.00%-6.00%-4.00%-2.00%0.00%MayJuneJulyAugustSeptemberOctober
-2.78%
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 2.78%.


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
-7.74%Mar 11, 202456May 29, 202473Sep 12, 2024129

Volatility

Volatility Chart

The current Arch Capital Group Ltd. volatility is 2.78%, 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%MayJuneJulyAugustSeptemberOctober
2.78%
2.94%
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

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


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