ACGL vs. ETN
Compare and contrast key facts about Arch Capital Group Ltd. (ACGL) and Eaton Corporation plc (ETN).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACGL or ETN.
Key characteristics
| ACGL | ETN | |
|---|---|---|
| YTD Return | 22.86% | 36.01% |
| 1Y Return | 21.55% | 98.57% |
| 3Y Return (Ann) | 32.11% | 34.39% |
| 5Y Return (Ann) | 21.99% | 35.17% |
| 10Y Return (Ann) | 17.02% | 19.55% |
| Sharpe Ratio | 1.02 | 3.89 |
| Daily Std Dev | 23.12% | 25.13% |
| Max Drawdown | -54.73% | -68.95% |
| Current Drawdown | -3.85% | -1.21% |
Fundamentals
| ACGL | ETN | |
|---|---|---|
| Market Cap | $34.10B | $129.68B |
| EPS | $11.62 | $8.01 |
| PE Ratio | 7.82 | 40.49 |
| PEG Ratio | 2.24 | 3.26 |
| Revenue (TTM) | $13.63B | $23.20B |
| Gross Profit (TTM) | $2.85B | $6.89B |
| EBITDA (TTM) | $3.68B | $4.86B |
Correlation
The correlation between ACGL and ETN is 0.31, 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. ETN - Performance Comparison
In the year-to-date period, ACGL achieves a 22.86% return, which is significantly lower than ETN's 36.01% return. Over the past 10 years, ACGL has underperformed ETN with an annualized return of 17.02%, while ETN has yielded a comparatively higher 19.55% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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.
Dividends
ACGL vs. ETN - Dividend Comparison
ACGL has not paid dividends to shareholders, while ETN's dividend yield for the trailing twelve months is around 1.08%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACGL Arch Capital Group Ltd. | 0.00% | 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 | 1.08% | 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.
Volatility
ACGL vs. ETN - Volatility Comparison
Arch Capital Group Ltd. (ACGL) and Eaton Corporation plc (ETN) have volatilities of 7.17% and 7.46%, 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.
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.
Total Revenue: Total amount of money received from sales and other business activities