ACGL vs. COST
ACGL (Arch Capital Group Ltd.) and COST (Costco Wholesale Corporation) are both stocks. ACGL operates in Insurance - Diversified (Financial Services), while COST operates in Discount Stores (Consumer Defensive). Over the past 10 years, ACGL returned 15.45%/yr vs 21.90%/yr for COST. At a 0.22 correlation, their price movements are largely independent.
Performance
ACGL vs. COST - Performance Comparison
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Returns By Period
In the year-to-date period, ACGL achieves a -4.05% return, which is significantly lower than COST's 10.63% return. Over the past 10 years, ACGL has underperformed COST with an annualized return of 15.45%, while COST has yielded a comparatively higher 21.90% annualized return.
ACGL
- 1D
- 0.94%
- 1M
- -4.42%
- YTD
- -4.05%
- 6M
- -5.23%
- 1Y
- 2.07%
- 3Y*
- 10.16%
- 5Y*
- 20.32%
- 10Y*
- 15.45%
COST
- 1D
- -0.01%
- 1M
- -7.48%
- YTD
- 10.63%
- 6M
- 12.24%
- 1Y
- -2.41%
- 3Y*
- 23.60%
- 5Y*
- 20.70%
- 10Y*
- 21.90%
ACGL vs. COST - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACGL Arch Capital Group Ltd. | -4.05% | 3.87% | 30.76% | 18.30% | 41.24% | 23.23% | -15.90% | 60.52% | -11.69% | 5.19% |
COST Costco Wholesale Corporation | 10.63% | -5.39% | 39.62% | 49.00% | -19.05% | 51.82% | 32.67% | 45.70% | 10.60% | 22.37% |
Correlation
The correlation between ACGL and COST is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 1995 | 0.22 |
Fundamentals
ACGL:
$13.06
COST:
$26.51
ACGL:
7.05
COST:
35.89
ACGL:
0.16
COST:
2.81
ACGL:
1.74
COST:
1.08
ACGL:
$19.70B
COST:
$293.59B
ACGL:
$8.44B
COST:
$11.12B
ACGL:
$5.80B
COST:
$12.48B
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Return for Risk
ACGL vs. COST — Risk / Return Rank
ACGL
COST
ACGL vs. COST - Risk-Adjusted Trends 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.
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 | COST | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.23 | ||
| Sortino ratioReturn per unit of downside risk | +0.32 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 0.99 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | -0.16 | +0.31 |
| Martin ratioReturn relative to average drawdown | 0.38 | -0.35 | +0.74 |
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Drawdowns
ACGL vs. COST - Drawdown Comparison
The maximum ACGL drawdown since its inception was -54.70%, 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.
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Drawdown Indicators
| ACGL | COST | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.70% | -53.39% | -1.31% |
Max Drawdown (1Y)Largest decline over 1 year | -14.08% | -15.14% | +1.06% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -20.74% | -1.69% |
Max Drawdown (5Y)Largest decline over 5 years | -22.43% | -31.40% | +8.97% |
Max Drawdown (10Y)Largest decline over 10 years | -53.84% | -31.40% | -22.44% |
Current DrawdownCurrent decline from peak | -15.73% | -13.06% | -2.67% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -13.36% | +1.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.42% | 6.86% | -1.44% |
Volatility
ACGL vs. COST - Volatility Comparison
Arch Capital Group Ltd. (ACGL) and Costco Wholesale Corporation (COST) have volatilities of 6.71% and 6.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACGL | COST | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.71% | 6.51% | +0.20% |
Volatility (6M)Calculated over the trailing 6-month period | 14.73% | 14.49% | +0.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.66% | 18.95% | +1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.53% | 22.73% | +1.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.56% | 21.98% | +5.58% |
Dividends
ACGL vs. COST - Dividend Comparison
ACGL has not paid dividends to shareholders, while COST's dividend yield for the trailing twelve months is around 0.56%.
| 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% |
COST Costco Wholesale Corporation | 0.56% | 0.59% | 0.49% | 2.87% | 0.76% | 0.54% | 3.38% | 0.86% | 1.08% | 4.81% | 1.09% | 4.06% |
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.
Total Revenue: Total amount of money received from sales and other business activities
ACGL vs. COST - Profitability Comparison
ACGL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
COST - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a gross profit of -17.68B and revenue of 70.53B. Therefore, the gross margin over that period was -25.1%.
ACGL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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%.
COST - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported an operating income of 2.82B and revenue of 70.53B, resulting in an operating margin of 4.0%.
ACGL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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%.
COST - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Costco Wholesale Corporation reported a net income of 2.19B and revenue of 70.53B, resulting in a net margin of 3.1%.
Frequently Asked Questions
ACGL and COST have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACGL has higher volatility (6.71%) compared to COST (6.51%). In terms of maximum drawdown, ACGL dropped -54.70% vs COST's -53.39%.
ACGL currently has the higher Sharpe Ratio (0.10 vs -0.13), 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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