ACGL vs. FIVE
ACGL (Arch Capital Group Ltd.) and FIVE (Five Below, Inc.) are both stocks. ACGL operates in Insurance - Diversified (Financial Services), while FIVE operates in Specialty Retail (Consumer Cyclical). Over the past 10 years, ACGL returned 16.29%/yr vs 14.56%/yr for FIVE. At a 0.22 correlation, their price movements are largely independent.
Performance
ACGL vs. FIVE - Performance Comparison
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Returns By Period
In the year-to-date period, ACGL achieves a 5.36% return, which is significantly higher than FIVE's 0.55% return. Over the past 10 years, ACGL has outperformed FIVE with an annualized return of 16.29%, while FIVE has yielded a comparatively lower 14.56% annualized return.
ACGL
- 1D
- -0.63%
- 1M
- 10.90%
- 6M
- 6.18%
- YTD
- 5.36%
- 1Y
- 15.05%
- 3Y*
- 11.87%
- 5Y*
- 22.52%
- 10Y*
- 16.29%
FIVE
- 1D
- 2.80%
- 1M
- -6.23%
- 6M
- -3.16%
- YTD
- 0.55%
- 1Y
- 46.29%
- 3Y*
- -1.42%
- 5Y*
- -0.50%
- 10Y*
- 14.56%
ACGL vs. FIVE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACGL Arch Capital Group Ltd. | 5.36% | 3.87% | 30.76% | 18.30% | 41.24% | 23.23% | -15.90% | 60.52% | -11.69% | 5.19% |
FIVE Five Below, Inc. | 0.55% | 79.46% | -50.76% | 20.52% | -14.51% | 18.24% | 36.85% | 24.96% | 54.28% | 65.97% |
Correlation
The correlation between ACGL and FIVE is -0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.07 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jul 19, 2012 | 0.22 |
The correlation between ACGL and FIVE shifts across timeframes, from -0.06 (1 year) to 0.23 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
ACGL:
$35.31B
FIVE:
$10.47B
ACGL:
$13.15
FIVE:
$7.93
ACGL:
7.69
FIVE:
23.88
ACGL:
0.17
FIVE:
2.65
ACGL:
1.90
FIVE:
2.07
ACGL:
1.56
FIVE:
4.55
ACGL:
$19.70B
FIVE:
$5.08B
ACGL:
$8.44B
FIVE:
$1.77B
ACGL:
$5.80B
FIVE:
$757.48M
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Return for Risk
ACGL vs. FIVE — Risk / Return Rank
ACGL
FIVE
ACGL vs. FIVE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGL) and Five Below, Inc. (FIVE). 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 | FIVE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.47 | ||
| Sortino ratioReturn per unit of downside risk | -0.62 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.22 | -0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.58 | -0.58 |
| Martin ratioReturn relative to average drawdown | 2.61 | 5.04 | -2.44 |
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Drawdowns
ACGL vs. FIVE - Drawdown Comparison
The maximum ACGL drawdown since its inception was -54.70%, smaller than the maximum FIVE drawdown of -76.40%. Use the drawdown chart below to compare losses from any high point for ACGL and FIVE.
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Drawdown Indicators
| ACGL | FIVE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.70% | -76.40% | +21.70% |
Max Drawdown (1Y)Largest decline over 1 year | -14.08% | -28.85% | +14.77% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -74.13% | +51.70% |
Max Drawdown (5Y)Largest decline over 5 years | -22.43% | -76.40% | +53.97% |
Max Drawdown (10Y)Largest decline over 10 years | -53.84% | -76.40% | +22.56% |
Current DrawdownCurrent decline from peak | -7.47% | -23.54% | +16.07% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -23.20% | +11.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.43% | 9.05% | -3.62% |
Volatility
ACGL vs. FIVE - Volatility Comparison
The current volatility for Arch Capital Group Ltd. (ACGL) is 6.08%, while Five Below, Inc. (FIVE) has a volatility of 10.94%. This indicates that ACGL experiences smaller price fluctuations and is considered to be less risky than FIVE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACGL | FIVE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 10.94% | -4.86% |
Volatility (6M)Calculated over the trailing 6-month period | 15.58% | 30.52% | -14.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.84% | 39.69% | -18.85% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.51% | 48.06% | -23.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.56% | 46.21% | -18.65% |
Dividends
ACGL vs. FIVE - Dividend Comparison
Neither ACGL nor FIVE has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ACGL Arch Capital Group Ltd. | 0.00% | 0.00% | 5.41% |
FIVE Five Below, Inc. | 0.00% | 0.00% | 0.00% |
Financials
ACGL vs. FIVE - Financials Comparison
This section allows you to compare key financial metrics between Arch Capital Group Ltd. and Five Below, Inc.. 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. FIVE - Profitability Comparison
ACGL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
FIVE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Five Below, Inc. reported a gross profit of 427.52M and revenue of 1.29B. Therefore, the gross margin over that period was 33.3%.
ACGL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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%.
FIVE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Five Below, Inc. reported an operating income of 154.24M and revenue of 1.29B, resulting in an operating margin of 12.0%.
ACGL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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%.
FIVE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Five Below, Inc. reported a net income of 123.06M and revenue of 1.29B, resulting in a net margin of 9.6%.
Frequently Asked Questions
ACGL and FIVE have a correlation of -0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FIVE has higher volatility (10.94%) compared to ACGL (6.08%). In terms of maximum drawdown, ACGL dropped -54.70% vs FIVE's -76.40%.
FIVE currently has the higher Sharpe Ratio (1.15 vs 0.68), 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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