ACGL vs. BRK-B
Compare and contrast key facts about Arch Capital Group Ltd. (ACGL) and Berkshire Hathaway Inc. (BRK-B).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACGL or BRK-B.
Performance
ACGL vs. BRK-B - Performance Comparison
Returns By Period
In the year-to-date period, ACGL achieves a 39.60% return, which is significantly higher than BRK-B's 32.36% return. Over the past 10 years, ACGL has outperformed BRK-B with an annualized return of 18.43%, while BRK-B has yielded a comparatively lower 12.38% annualized return.
ACGL
39.60%
-3.81%
1.72%
20.63%
20.54%
18.43%
BRK-B
32.36%
2.30%
16.31%
30.48%
16.76%
12.38%
Fundamentals
| ACGL | BRK-B | |
|---|---|---|
| Market Cap | $37.09B | $1.02T |
| EPS | $14.90 | $49.47 |
| PE Ratio | 6.62 | 9.54 |
| PEG Ratio | 2.24 | 10.06 |
| Total Revenue (TTM) | $16.33B | $315.76B |
| Gross Profit (TTM) | $15.19B | $66.19B |
| EBITDA (TTM) | $4.57B | $149.77B |
Key characteristics
| ACGL | BRK-B | |
|---|---|---|
| Sharpe Ratio | 0.87 | 2.15 |
| Sortino Ratio | 1.28 | 3.02 |
| Omega Ratio | 1.17 | 1.39 |
| Calmar Ratio | 1.11 | 4.06 |
| Martin Ratio | 3.21 | 10.57 |
| Ulcer Index | 6.36% | 2.91% |
| Daily Std Dev | 23.34% | 14.33% |
| Max Drawdown | -54.73% | -53.86% |
| Current Drawdown | -9.73% | -1.36% |
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Correlation
The correlation between ACGL and BRK-B is 0.32, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
ACGL vs. BRK-B - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGL) and Berkshire Hathaway Inc. (BRK-B). 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.
Dividends
ACGL vs. BRK-B - Dividend Comparison
ACGL's dividend yield for the trailing twelve months is around 5.07%, while BRK-B has not paid dividends to shareholders.
| TTM | |
|---|---|
ACGL Arch Capital Group Ltd. | 5.07% |
BRK-B Berkshire Hathaway Inc. | 0.00% |
Drawdowns
ACGL vs. BRK-B - Drawdown Comparison
The maximum ACGL drawdown since its inception was -54.73%, roughly equal to the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for ACGL and BRK-B. For additional features, visit the drawdowns tool.
Volatility
ACGL vs. BRK-B - Volatility Comparison
Arch Capital Group Ltd. (ACGL) has a higher volatility of 10.63% compared to Berkshire Hathaway Inc. (BRK-B) at 6.66%. This indicates that ACGL's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ACGL vs. BRK-B - Financials Comparison
This section allows you to compare key financial metrics between Arch Capital Group Ltd. and Berkshire Hathaway 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