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

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.

-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%JuneJulyAugustSeptemberOctoberNovember
-1.00%
8.67%
ACGL
ETN

Returns By Period

In the year-to-date period, ACGL achieves a 35.49% return, which is significantly lower than ETN's 52.89% return. Over the past 10 years, ACGL has underperformed ETN with an annualized return of 18.20%, while ETN has yielded a comparatively higher 21.55% annualized return.


ACGL

YTD

35.49%

1M

-7.28%

6M

-1.00%

1Y

19.15%

5Y (annualized)

19.99%

10Y (annualized)

18.20%

ETN

YTD

52.89%

1M

4.75%

6M

8.67%

1Y

62.25%

5Y (annualized)

35.08%

10Y (annualized)

21.55%

Fundamentals


ACGLETN
Market Cap$38.31B$141.41B
EPS$14.90$9.38
PE Ratio6.5138.15
PEG Ratio2.243.10
Total Revenue (TTM)$16.33B$24.61B
Gross Profit (TTM)$15.19B$9.42B
EBITDA (TTM)$4.57B$5.48B

Key characteristics


ACGLETN
Sharpe Ratio0.882.24
Sortino Ratio1.282.80
Omega Ratio1.171.40
Calmar Ratio1.113.11
Martin Ratio3.2410.04
Ulcer Index6.28%6.14%
Daily Std Dev23.25%27.45%
Max Drawdown-54.73%-68.95%
Current Drawdown-12.39%-2.22%

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Correlation

-0.50.00.51.00.3

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.

Risk-Adjusted Performance

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 0.88, compared to the broader market-4.00-2.000.002.004.000.882.24
The chart of Sortino ratio for ACGL, currently valued at 1.28, compared to the broader market-4.00-2.000.002.004.001.282.80
The chart of Omega ratio for ACGL, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.40
The chart of Calmar ratio for ACGL, currently valued at 1.11, compared to the broader market0.002.004.006.001.113.11
The chart of Martin ratio for ACGL, currently valued at 3.24, compared to the broader market-10.000.0010.0020.0030.003.2410.04
ACGL
ETN

The current ACGL Sharpe Ratio is 0.88, which is lower than the ETN Sharpe Ratio of 2.24. 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 Ratio0.001.002.003.004.00JuneJulyAugustSeptemberOctoberNovember
0.88
2.24
ACGL
ETN

Dividends

ACGL vs. ETN - Dividend Comparison

ACGL's dividend yield for the trailing twelve months is around 5.23%, more than ETN's 1.03% yield.


TTM20232022202120202019201820172016201520142013
ACGL
Arch Capital Group Ltd.
5.23%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ETN
Eaton Corporation plc
1.03%1.43%2.06%1.76%2.43%3.00%3.85%3.04%3.40%4.23%2.88%2.21%

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%JuneJulyAugustSeptemberOctoberNovember
-12.39%
-2.22%
ACGL
ETN

Volatility

ACGL vs. ETN - Volatility Comparison

Arch Capital Group Ltd. (ACGL) has a higher volatility of 10.12% compared to Eaton Corporation plc (ETN) at 8.56%. This indicates that ACGL's price experiences larger fluctuations and is considered to be riskier than ETN based on this measure. 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%JuneJulyAugustSeptemberOctoberNovember
10.12%
8.56%
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