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Arch Capital Group Ltd. (ACGLO)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US03939A1079
CUSIP
03939A107
IPO Date
Aug 15, 2017

Highlights

Market Cap
$7.33B
Enterprise Value
$9.06B
EPS (TTM)
$11.66
PE Ratio
1.67
PEG Ratio
0.04
Total Revenue (TTM)
$19.32B
Gross Profit (TTM)
$7.58B
EBITDA (TTM)
$5.38B
Year Range
$19.41 - $22.20
ROA (TTM)
6.56%
ROE (TTM)
18.17%

Share Price Chart


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Arch Capital Group Ltd.

Often compared with ACGLO:
ACGLO vs. KKRACGLO vs. VOOACGLO vs. HIG

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.


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S&P 500 Index

Returns By Period

Arch Capital Group Ltd. (ACGLO) has returned -2.27% so far this year and 0.41% over the past 12 months.


Arch Capital Group Ltd.

1D
-1.17%
1M
-4.72%
YTD
-2.27%
6M
-7.68%
1Y
0.41%
3Y*
0.66%
5Y*
0.05%
10Y*

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Aug 15, 2017, ACGLO's average daily return is +0.02%, while the average monthly return is +0.34%. At this rate, your investment would double in approximately 17.0 years.

Historically, 57% of months were positive and 43% were negative. The best month was Jan 2023 with a return of +18.8%, while the worst month was Mar 2020 at -10.6%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, ACGLO closed higher 50% of trading days. The best single day was Apr 6, 2020 with a return of +8.4%, while the worst single day was Mar 18, 2020 at -19.4%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20264.49%-1.84%-4.72%-2.27%
20251.98%0.83%-3.51%-0.77%-0.54%2.03%1.02%2.70%4.10%-2.20%-1.17%-2.26%1.94%
2024-1.34%2.17%-0.19%-5.12%0.00%1.45%1.29%2.25%1.97%0.51%-1.83%-6.40%-5.54%
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%0.53%0.19%-1.03%1.09%-2.00%2.17%2.25%

Benchmark Metrics

Arch Capital Group Ltd. has an annualized alpha of -0.08%, beta of 0.33, and R² of 0.16 versus S&P 500 Index. Calculated based on daily prices since August 16, 2017.

  • This stock participated in 70.10% of S&P 500 Index downside but only 44.08% of its upside — more exposed to losses than it benefited from rallies.
  • Beta of 0.33 may look defensive, but with R² of 0.16 this stock is largely uncorrelated with S&P 500 Index — low beta reflects independence, not downside protection. See the Volatility section for a true picture of this stock's risk.
  • R² of 0.16 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
-0.08%
Beta
0.33
0.16
Upside Capture
44.08%
Downside Capture
70.10%

Return for Risk

Risk / Return Rank

ACGLO ranks 36 for risk / return — below 36% of stocks on our site. The returns aren't fully compensating for the risk involved. This isn't necessarily a dealbreaker, but factor it into your decision — especially if you're risk-averse.


ACGLO Risk / Return Rank: 3636
Overall Rank
ACGLO Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
ACGLO Sortino Ratio Rank: 3232
Sortino Ratio Rank
ACGLO Omega Ratio Rank: 3131
Omega Ratio Rank
ACGLO Calmar Ratio Rank: 3939
Calmar Ratio Rank
ACGLO Martin Ratio Rank: 3838
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGLO) and compare them to a chosen benchmark (S&P 500 Index).


ACGLOBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

0.05

0.90

-0.85

Sortino ratio

Return per unit of downside risk

0.12

1.39

-1.26

Omega ratio

Gain probability vs. loss probability

1.02

1.21

-0.20

Calmar ratio

Return relative to maximum drawdown

-0.05

1.40

-1.45

Martin ratio

Return relative to average drawdown

-0.15

6.61

-6.75

Explore ACGLO risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Arch Capital Group Ltd. provided a 6.99% dividend yield over the last twelve months, with an annual payout of $1.36 per share. The company has been increasing its dividends for 2 consecutive years.


2.00%3.00%4.00%5.00%6.00%7.00%$0.00$0.20$0.40$0.60$0.80$1.00$1.20$1.40201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM202520242023202220212020201920182017
Dividend$1.36$1.36$1.36$1.36$1.36$1.36$1.36$1.36$1.36$0.51

Dividend yield

6.99%6.72%6.42%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
2026$0.00$0.00$0.34$0.34
2025$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
2024$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
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

Dividend Yield & Payout


Dividend Yield

Arch Capital Group Ltd. has a dividend yield of 6.99%, which means its dividend payment is significantly above the market average.

Payout Ratio

Arch Capital Group Ltd. has a payout ratio of 1.07%, which is below the market average. This means Arch Capital Group Ltd. returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

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.


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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 10.16%.


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
-13.12%Sep 20, 2024140Apr 11, 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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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 overview of how Arch Capital Group Ltd. is priced in the market compared to other companies in the Insurance - Diversified industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for ACGLO, comparing it with other companies in the Insurance - Diversified industry. Currently, ACGLO has a P/E ratio of 1.7. This P/E ratio is considered low compared to industry peers, which may suggest that the stock is undervalued or that the company has weaker growth prospects.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for ACGLO compared to other companies in the Insurance - Diversified industry. ACGLO currently has a PEG ratio of 0.0. This PEG ratio is low compared to industry peers, which could indicate the stock is undervalued relative to its expected growth.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for ACGLO relative to other companies in the Insurance - Diversified industry. Currently, ACGLO has a P/S ratio of 0.4. This P/S ratio is low compared to the industry average. It may indicate that the stock is undervalued relative to its revenue, or that the market expects slower growth or lower margins.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for ACGLO in comparison with other companies in the Insurance - Diversified industry. Currently, ACGLO has a P/B value of 0.3. This P/B ratio is low compared to industry peers. It might indicate the stock is undervalued or that the company’s assets are not expected to generate strong returns.

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