ACGL vs. AEM
ACGL (Arch Capital Group Ltd.) and AEM (Agnico Eagle Mines Limited) are both stocks. ACGL operates in Insurance - Diversified (Financial Services), while AEM operates in Gold (Basic Materials). Over the past 10 years, ACGL returned 16.29%/yr vs 12.59%/yr for AEM. At a 0.06 correlation, their price movements are largely independent.
Performance
ACGL vs. AEM - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ACGL achieves a 5.36% return, which is significantly higher than AEM's -13.00% return. Over the past 10 years, ACGL has outperformed AEM with an annualized return of 16.29%, while AEM has yielded a comparatively lower 12.59% annualized return.
ACGL
- 1D
- -0.63%
- 1M
- 10.90%
- 6M
- 6.18%
- YTD
- 5.36%
- 1Y
- 15.05%
- 3Y*
- 11.87%
- 5Y*
- 22.52%
- 10Y*
- 16.29%
AEM
- 1D
- -1.45%
- 1M
- -6.90%
- 6M
- -22.83%
- YTD
- -13.00%
- 1Y
- 23.66%
- 3Y*
- 46.01%
- 5Y*
- 21.89%
- 10Y*
- 12.59%
ACGL vs. AEM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACGL Arch Capital Group Ltd. | 5.36% | 3.87% | 30.76% | 18.30% | 41.24% | 23.23% | -15.90% | 60.52% | -11.69% | 5.19% |
AEM Agnico Eagle Mines Limited | -13.00% | 119.53% | 46.04% | 8.98% | 1.08% | -22.81% | 17.39% | 54.18% | -11.51% | 10.92% |
Correlation
The correlation between ACGL and AEM is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.04 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.02 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 1995 | 0.06 |
The correlation between ACGL and AEM shifts across timeframes, from -0.04 (1 year) to 0.06 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
ACGL:
$35.31B
AEM:
$73.44B
ACGL:
$13.15
AEM:
$10.60
ACGL:
7.69
AEM:
13.85
ACGL:
0.17
AEM:
0.22
ACGL:
1.90
AEM:
5.47
ACGL:
1.56
AEM:
2.80
ACGL:
$19.70B
AEM:
$13.51B
ACGL:
$8.44B
AEM:
$8.28B
ACGL:
$5.80B
AEM:
$9.72B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ACGL vs. AEM — Risk / Return Rank
ACGL
AEM
ACGL vs. AEM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGL) and Agnico Eagle Mines Limited (AEM). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ACGL | AEM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.11 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.13 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | 0.60 | +0.40 |
| Martin ratioReturn relative to average drawdown | 2.61 | 1.49 | +1.11 |
Loading charts...
Drawdowns
ACGL vs. AEM - Drawdown Comparison
The maximum ACGL drawdown since its inception was -54.70%, smaller than the maximum AEM drawdown of -90.49%. Use the drawdown chart below to compare losses from any high point for ACGL and AEM.
Loading charts...
Drawdown Indicators
| ACGL | AEM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.70% | -90.49% | +35.79% |
Max Drawdown (1Y)Largest decline over 1 year | -14.08% | -42.41% | +28.33% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -42.41% | +19.98% |
Max Drawdown (5Y)Largest decline over 5 years | -22.43% | -42.41% | +19.98% |
Max Drawdown (10Y)Largest decline over 10 years | -53.84% | -53.86% | +0.02% |
Current DrawdownCurrent decline from peak | -7.47% | -41.62% | +34.15% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -46.63% | +34.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.43% | 17.09% | -11.66% |
Volatility
ACGL vs. AEM - Volatility Comparison
The current volatility for Arch Capital Group Ltd. (ACGL) is 6.08%, while Agnico Eagle Mines Limited (AEM) has a volatility of 13.36%. This indicates that ACGL experiences smaller price fluctuations and is considered to be less risky than AEM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ACGL | AEM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 13.36% | -7.28% |
Volatility (6M)Calculated over the trailing 6-month period | 15.58% | 36.30% | -20.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.84% | 44.49% | -23.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.51% | 37.23% | -12.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.56% | 37.44% | -9.88% |
Dividends
ACGL vs. AEM - Dividend Comparison
ACGL has not paid dividends to shareholders, while AEM's dividend yield for the trailing twelve months is around 1.16%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACGL Arch Capital Group Ltd. | 0.00% | 0.00% | 5.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
AEM Agnico Eagle Mines Limited | 1.16% | 0.94% | 2.05% | 2.92% | 3.08% | 2.63% | 2.36% | 0.89% | 1.09% | 0.89% | 0.86% | 1.22% |
Financials
ACGL vs. AEM - Financials Comparison
This section allows you to compare key financial metrics between Arch Capital Group Ltd. and Agnico Eagle Mines Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ACGL vs. AEM - Profitability Comparison
ACGL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Arch Capital Group Ltd. reported a gross profit of 2.27B and revenue of 4.36B. Therefore, the gross margin over that period was 52.1%.
AEM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Agnico Eagle Mines Limited reported a gross profit of 2.72B and revenue of 4.10B. Therefore, the gross margin over that period was 66.4%.
ACGL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Arch Capital Group Ltd. reported an operating income of 1.15B and revenue of 4.36B, resulting in an operating margin of 26.3%.
AEM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Agnico Eagle Mines Limited reported an operating income of 2.56B and revenue of 4.10B, resulting in an operating margin of 62.4%.
ACGL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Arch Capital Group Ltd. reported a net income of 1.05B and revenue of 4.36B, resulting in a net margin of 24.0%.
AEM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Agnico Eagle Mines Limited reported a net income of 1.70B and revenue of 4.10B, resulting in a net margin of 41.4%.
Frequently Asked Questions
ACGL and AEM have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AEM has higher volatility (13.36%) compared to ACGL (6.08%). In terms of maximum drawdown, ACGL dropped -54.70% vs AEM's -90.49%.
ACGL currently has the higher Sharpe Ratio (0.68 vs 0.58), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for ACGL and AEM
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer