ACGL vs. AGI
ACGL (Arch Capital Group Ltd.) and AGI (Alamos Gold Inc.) are both stocks. ACGL operates in Insurance - Diversified (Financial Services), while AGI operates in Gold (Basic Materials). Over the past 10 years, ACGL returned 15.70%/yr vs 12.25%/yr for AGI. Their 0.06 correlation means their historical movements had little consistent relationship.
Performance
ACGL vs. AGI - Performance Comparison
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Returns By Period
In the year-to-date period, ACGL achieves a 4.81% return, which is significantly higher than AGI's -27.72% return. Over the past 10 years, ACGL has outperformed AGI with an annualized return of 15.70%, while AGI has yielded a comparatively lower 12.25% annualized return.
ACGL
- 1D
- -0.60%
- 1M
- 2.01%
- 6M
- 4.68%
- YTD
- 4.81%
- 1Y
- 16.81%
- 3Y*
- 11.10%
- 5Y*
- 22.07%
- 10Y*
- 15.70%
- ALL TIME*
- 13.23%
AGI
- 1D
- -2.01%
- 1M
- -8.18%
- 6M
- -24.43%
- YTD
- -27.72%
- 1Y
- 14.93%
- 3Y*
- 33.49%
- 5Y*
- 28.93%
- 10Y*
- 12.25%
- ALL TIME*
- 16.33%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $213.28M | $189.90M | $217.00M | |
| $133.64M | $126.71M | $144.32M |
ACGL vs. AGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACGL Arch Capital Group Ltd. | 4.81% | 3.87% | 30.76% | 18.30% | 41.24% | 23.23% | -15.90% | 60.52% | -11.69% | 5.19% |
AGI Alamos Gold Inc. | -27.72% | 109.93% | 37.72% | 34.33% | 33.11% | -11.00% | 46.75% | 68.42% | -44.49% | -4.57% |
Correlation
The correlation between ACGL and AGI is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.09 |
Correlation (3Y) Balances recent behavior with more history. | 0.00 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.05 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.01 |
Correlation (All Time) Calculated using the full available price history since Mar 17, 2003 | 0.06 |
The correlation between ACGL and AGI shifts across timeframes, from -0.09 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ACGL:
$35.12B
AGI:
$11.69B
ACGL:
$12.85
AGI:
$2.76
ACGL:
7.82
AGI:
10.07
ACGL:
0.18
AGI:
0.07
ACGL:
1.91
AGI:
5.32
ACGL:
1.51
AGI:
2.44
ACGL:
$19.20B
AGI:
$2.21B
ACGL:
$6.56B
AGI:
$1.33B
ACGL:
$5.60B
AGI:
$1.75B
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Return for Risk
ACGL vs. AGI — Risk / Return Rank
ACGL
AGI
ACGL vs. AGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGL) and Alamos Gold Inc. (AGI). 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 | AGI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.51 | ||
| Sortino ratioReturn per unit of downside risk | +0.45 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.09 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 0.30 | +0.90 |
| Martin ratioReturn relative to average drawdown | 3.11 | 0.70 | +2.41 |
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Drawdowns
ACGL vs. AGI - Drawdown Comparison
The maximum ACGL drawdown since its inception was -54.70%, smaller than the maximum AGI drawdown of -88.13%. Use the drawdown chart below to compare losses from any high point for ACGL and AGI.
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Drawdown Indicators
| ACGL | AGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.70% | -88.13% | +33.43% |
Max Drawdown (1Y)Largest decline over 1 year | -14.08% | -49.60% | +35.52% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -49.60% | +27.17% |
Max Drawdown (5Y)Largest decline over 5 years | -22.43% | -49.60% | +27.17% |
Max Drawdown (10Y)Largest decline over 10 years | -53.84% | -67.81% | +13.97% |
Current DrawdownCurrent decline from peak | -7.96% | -49.60% | +41.64% |
Average DrawdownAverage peak-to-trough decline | -11.71% | -37.77% | +26.06% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.41% | 21.26% | -15.85% |
Volatility
ACGL vs. AGI - Volatility Comparison
The current volatility for Arch Capital Group Ltd. (ACGL) is 8.78%, while Alamos Gold Inc. (AGI) has a volatility of 11.71%. This indicates that ACGL experiences smaller price fluctuations and is considered to be less risky than AGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACGL | AGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.78% | 11.71% | -2.93% |
Volatility (6M)Calculated over the trailing 6-month period | 16.73% | 44.49% | -27.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.43% | 54.01% | -32.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.61% | 41.86% | -17.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.63% | 48.43% | -20.80% |
Dividends
ACGL vs. AGI - Dividend Comparison
ACGL has not paid dividends to shareholders, while AGI's dividend yield for the trailing twelve months is around 0.47%.
| 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% |
AGI Alamos Gold Inc. | 0.47% | 0.26% | 0.54% | 0.74% | 0.99% | 1.30% | 0.74% | 0.66% | 0.56% | 0.31% | 0.29% | 1.22% |
Financials
ACGL vs. AGI - Financials Comparison
This section allows you to compare key financial metrics between Arch Capital Group Ltd. and Alamos Gold Inc.. 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. AGI - Profitability Comparison
ACGL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Arch Capital Group Ltd. reported a gross profit of -30.00M and revenue of 4.47B. Therefore, the gross margin over that period was -0.7%.
AGI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Alamos Gold Inc. reported a gross profit of 342.96M and revenue of 579.01M. Therefore, the gross margin over that period was 59.2%.
ACGL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Arch Capital Group Ltd. reported an operating income of 46.00M and revenue of 4.47B, resulting in an operating margin of 1.0%.
AGI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Alamos Gold Inc. reported an operating income of 345.99M and revenue of 579.01M, resulting in an operating margin of 59.8%.
ACGL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Arch Capital Group Ltd. reported a net income of 1.06B and revenue of 4.47B, resulting in a net margin of 23.6%.
AGI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Alamos Gold Inc. reported a net income of 263.53M and revenue of 579.01M, resulting in a net margin of 45.5%.
Frequently Asked Questions
ACGL and AGI have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGI has higher volatility (11.71%) compared to ACGL (8.78%). In terms of maximum drawdown, ACGL dropped -54.70% vs AGI's -88.13%.
ACGL currently has the higher Sharpe Ratio (0.79 vs 0.28), 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.
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