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

Correlation

The correlation between ACGL and ETN is 0.30, 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.


-0.50.00.51.00.3

Performance

ACGL vs. ETN - Performance Comparison

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

-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
0.22%
11.53%
ACGL
ETN

Key characteristics

Sharpe Ratio

ACGL:

1.18

ETN:

1.54

Sortino Ratio

ACGL:

1.67

ETN:

2.09

Omega Ratio

ACGL:

1.22

ETN:

1.28

Calmar Ratio

ACGL:

1.42

ETN:

2.19

Martin Ratio

ACGL:

3.87

ETN:

6.38

Ulcer Index

ACGL:

6.90%

ETN:

6.78%

Daily Std Dev

ACGL:

22.68%

ETN:

28.15%

Max Drawdown

ACGL:

-54.73%

ETN:

-68.95%

Current Drawdown

ACGL:

-14.28%

ETN:

-9.26%

Fundamentals

Market Cap

ACGL:

$35.22B

ETN:

$135.39B

EPS

ACGL:

$14.90

ETN:

$9.39

PE Ratio

ACGL:

6.28

ETN:

36.48

PEG Ratio

ACGL:

2.24

ETN:

2.95

Total Revenue (TTM)

ACGL:

$12.46B

ETN:

$18.64B

Gross Profit (TTM)

ACGL:

$11.70B

ETN:

$7.07B

EBITDA (TTM)

ACGL:

$3.42B

ETN:

$4.16B

Returns By Period

In the year-to-date period, ACGL achieves a 1.38% return, which is significantly lower than ETN's 3.23% return. Over the past 10 years, ACGL has underperformed ETN with an annualized return of 17.47%, while ETN has yielded a comparatively higher 21.52% annualized return.


ACGL

YTD

1.38%

1M

2.50%

6M

0.60%

1Y

25.95%

5Y*

16.94%

10Y*

17.47%

ETN

YTD

3.23%

1M

-3.54%

6M

10.66%

1Y

43.47%

5Y*

31.91%

10Y*

21.52%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ACGL vs. ETN — 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 8080
Overall Rank
The Sharpe Ratio Rank of ACGL is 8484
Sharpe Ratio Rank
The Sortino Ratio Rank of ACGL is 7777
Sortino Ratio Rank
The Omega Ratio Rank of ACGL is 7676
Omega Ratio Rank
The Calmar Ratio Rank of ACGL is 8686
Calmar Ratio Rank
The Martin Ratio Rank of ACGL is 7979
Martin Ratio Rank

ETN
The Risk-Adjusted Performance Rank of ETN is 8787
Overall Rank
The Sharpe Ratio Rank of ETN is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of ETN is 8383
Sortino Ratio Rank
The Omega Ratio Rank of ETN is 8383
Omega Ratio Rank
The Calmar Ratio Rank of ETN is 9292
Calmar Ratio Rank
The Martin Ratio Rank of ETN is 8686
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. ETN - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGL) and Eaton Corporation plc (ETN). 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.


Sharpe ratio
The chart of Sharpe ratio for ACGL, currently valued at 1.18, compared to the broader market-2.000.002.001.181.54
The chart of Sortino ratio for ACGL, currently valued at 1.67, compared to the broader market-4.00-2.000.002.004.001.672.09
The chart of Omega ratio for ACGL, currently valued at 1.22, compared to the broader market0.501.001.502.001.221.28
The chart of Calmar ratio for ACGL, currently valued at 1.42, compared to the broader market0.002.004.006.001.422.19
The chart of Martin ratio for ACGL, currently valued at 3.87, compared to the broader market-30.00-20.00-10.000.0010.0020.003.876.38
ACGL
ETN

The current ACGL Sharpe Ratio is 1.18, which is comparable to the ETN Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of ACGL and ETN, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.18
1.54
ACGL
ETN

Dividends

ACGL vs. ETN - Dividend Comparison

ACGL's dividend yield for the trailing twelve months is around 5.34%, more than ETN's 1.10% yield.


TTM20242023202220212020201920182017201620152014
ACGL
Arch Capital Group Ltd.
5.34%5.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETN
Eaton Corporation plc
1.10%1.13%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%

Drawdowns

ACGL vs. ETN - Drawdown Comparison

The maximum ACGL drawdown since its inception was -54.73%, smaller than the maximum ETN drawdown of -68.95%. Use the drawdown chart below to compare losses from any high point for ACGL and ETN. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-14.28%
-9.26%
ACGL
ETN

Volatility

ACGL vs. ETN - Volatility Comparison

Arch Capital Group Ltd. (ACGL) and Eaton Corporation plc (ETN) have volatilities of 6.09% and 6.39%, 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.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%AugustSeptemberOctoberNovemberDecember2025
6.09%
6.39%
ACGL
ETN

Financials

ACGL vs. ETN - Financials Comparison

This section allows you to compare key financial metrics between Arch Capital Group Ltd. and Eaton Corporation plc. 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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