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ACGL vs. COST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACGL and COST is 0.36, 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.


Performance

ACGL vs. COST - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arch Capital Group Ltd. (ACGL) and Costco Wholesale Corporation (COST). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

ACGL:

-0.04

COST:

1.41

Sortino Ratio

ACGL:

0.30

COST:

1.99

Omega Ratio

ACGL:

1.04

COST:

1.27

Calmar Ratio

ACGL:

0.10

COST:

1.86

Martin Ratio

ACGL:

0.20

COST:

5.38

Ulcer Index

ACGL:

11.35%

COST:

5.96%

Daily Std Dev

ACGL:

26.03%

COST:

21.98%

Max Drawdown

ACGL:

-54.73%

COST:

-53.39%

Current Drawdown

ACGL:

-12.87%

COST:

-3.82%

Fundamentals

Market Cap

ACGL:

$35.45B

COST:

$455.14B

EPS

ACGL:

$9.75

COST:

$17.13

PE Ratio

ACGL:

9.70

COST:

59.89

PEG Ratio

ACGL:

2.24

COST:

5.43

PS Ratio

ACGL:

1.95

COST:

1.72

PB Ratio

ACGL:

1.71

COST:

17.80

Total Revenue (TTM)

ACGL:

$17.74B

COST:

$264.09B

Gross Profit (TTM)

ACGL:

$17.42B

COST:

$35.11B

EBITDA (TTM)

ACGL:

$4.03B

COST:

$11.25B

Returns By Period

In the year-to-date period, ACGL achieves a 3.04% return, which is significantly lower than COST's 13.16% return. Over the past 10 years, ACGL has underperformed COST with an annualized return of 16.63%, while COST has yielded a comparatively higher 23.97% annualized return.


ACGL

YTD

3.04%

1M

2.80%

6M

-1.88%

1Y

-0.91%

3Y*

30.12%

5Y*

30.40%

10Y*

16.63%

COST

YTD

13.16%

1M

4.14%

6M

12.76%

1Y

30.65%

3Y*

37.33%

5Y*

29.80%

10Y*

23.97%

*Annualized

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Arch Capital Group Ltd.

Costco Wholesale Corporation

Risk-Adjusted Performance

ACGL vs. COST — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACGL
The Risk-Adjusted Performance Rank of ACGL is 5050
Overall Rank
The Sharpe Ratio Rank of ACGL is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of ACGL is 4444
Sortino Ratio Rank
The Omega Ratio Rank of ACGL is 4444
Omega Ratio Rank
The Calmar Ratio Rank of ACGL is 5656
Calmar Ratio Rank
The Martin Ratio Rank of ACGL is 5454
Martin Ratio Rank

COST
The Risk-Adjusted Performance Rank of COST is 8888
Overall Rank
The Sharpe Ratio Rank of COST is 9090
Sharpe Ratio Rank
The Sortino Ratio Rank of COST is 8585
Sortino Ratio Rank
The Omega Ratio Rank of COST is 8585
Omega Ratio Rank
The Calmar Ratio Rank of COST is 9292
Calmar Ratio Rank
The Martin Ratio Rank of COST is 8787
Martin 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.

ACGL vs. COST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGL) and Costco Wholesale Corporation (COST). 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.


The current ACGL Sharpe Ratio is -0.04, which is lower than the COST Sharpe Ratio of 1.41. The chart below compares the historical Sharpe Ratios of ACGL and COST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

ACGL vs. COST - Dividend Comparison

ACGL's dividend yield for the trailing twelve months is around 5.25%, more than COST's 0.46% yield.


TTM20242023202220212020201920182017201620152014
ACGL
Arch Capital Group Ltd.
5.25%5.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
COST
Costco Wholesale Corporation
0.46%0.49%2.87%0.76%0.54%3.38%0.86%1.08%4.81%1.09%4.06%0.97%

Drawdowns

ACGL vs. COST - Drawdown Comparison

The maximum ACGL drawdown since its inception was -54.73%, roughly equal to the maximum COST drawdown of -53.39%. Use the drawdown chart below to compare losses from any high point for ACGL and COST. For additional features, visit the drawdowns tool.


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Volatility

ACGL vs. COST - Volatility Comparison

Arch Capital Group Ltd. (ACGL) has a higher volatility of 8.19% compared to Costco Wholesale Corporation (COST) at 5.89%. This indicates that ACGL's price experiences larger fluctuations and is considered to be riskier than COST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

ACGL vs. COST - Financials Comparison

This section allows you to compare key financial metrics between Arch Capital Group Ltd. and Costco Wholesale Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0020.00B40.00B60.00B80.00B20212022202320242025
4.62B
63.72B
(ACGL) Total Revenue
(COST) Total Revenue
Values in USD except per share items