ACGL vs. GHC
ACGL (Arch Capital Group Ltd.) and GHC (Graham Holdings Company) are both stocks. ACGL operates in Insurance - Diversified (Financial Services), while GHC operates in Education & Training Services (Consumer Defensive). Over the past 10 years, ACGL returned 16.60%/yr vs 10.05%/yr for GHC. At a 0.24 correlation, their price movements are largely independent.
Performance
ACGL vs. GHC - Performance Comparison
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Returns By Period
In the year-to-date period, ACGL achieves a 7.44% return, which is significantly lower than GHC's 8.16% return. Over the past 10 years, ACGL has outperformed GHC with an annualized return of 16.60%, while GHC has yielded a comparatively lower 10.05% annualized return.
ACGL
- 1D
- 1.98%
- 1M
- 12.44%
- 6M
- 10.53%
- YTD
- 7.44%
- 1Y
- 17.33%
- 3Y*
- 12.07%
- 5Y*
- 23.48%
- 10Y*
- 16.60%
GHC
- 1D
- 2.23%
- 1M
- 0.86%
- 6M
- 3.20%
- YTD
- 8.16%
- 1Y
- 29.45%
- 3Y*
- 29.44%
- 5Y*
- 13.62%
- 10Y*
- 10.05%
ACGL vs. GHC - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACGL Arch Capital Group Ltd. | 7.44% | 3.87% | 30.76% | 18.30% | 41.24% | 23.23% | -15.90% | 60.52% | -11.69% | 5.19% |
GHC Graham Holdings Company | 8.16% | 26.98% | 26.32% | 16.56% | -3.02% | 19.25% | -15.32% | 0.57% | 15.78% | 10.05% |
Correlation
The correlation between ACGL and GHC is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.23 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 1995 | 0.24 |
The correlation between ACGL and GHC shifts across timeframes, from 0.18 (1 year) to 0.33 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
ACGL:
$36.01B
GHC:
$5.13B
ACGL:
$13.15
GHC:
$101.91
ACGL:
7.84
GHC:
11.62
ACGL:
0.18
GHC:
0.13
ACGL:
1.94
GHC:
0.92
ACGL:
1.59
GHC:
0.00
ACGL:
$19.70B
GHC:
$3.75B
ACGL:
$8.44B
GHC:
$1.10B
ACGL:
$5.80B
GHC:
$722.08M
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Return for Risk
ACGL vs. GHC — Risk / Return Rank
ACGL
GHC
ACGL vs. GHC - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGL) and Graham Holdings Company (GHC). 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 | GHC | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.27 | ||
| Sortino ratioReturn per unit of downside risk | -0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.21 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.24 | 1.50 | -0.26 |
| Martin ratioReturn relative to average drawdown | 3.20 | 3.99 | -0.79 |
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Drawdowns
ACGL vs. GHC - Drawdown Comparison
The maximum ACGL drawdown since its inception was -54.70%, smaller than the maximum GHC drawdown of -67.54%. Use the drawdown chart below to compare losses from any high point for ACGL and GHC.
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Drawdown Indicators
| ACGL | GHC | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.70% | -67.54% | +12.84% |
Max Drawdown (1Y)Largest decline over 1 year | -14.08% | -19.78% | +5.70% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -19.78% | -2.65% |
Max Drawdown (5Y)Largest decline over 5 years | -22.43% | -20.26% | -2.17% |
Max Drawdown (10Y)Largest decline over 10 years | -53.84% | -62.55% | +8.71% |
Current DrawdownCurrent decline from peak | -5.64% | -0.46% | -5.18% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -19.27% | +7.55% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.43% | 7.40% | -1.97% |
Volatility
ACGL vs. GHC - Volatility Comparison
The current volatility for Arch Capital Group Ltd. (ACGL) is 6.23%, while Graham Holdings Company (GHC) has a volatility of 8.15%. This indicates that ACGL experiences smaller price fluctuations and is considered to be less risky than GHC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACGL | GHC | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.23% | 8.15% | -1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 15.65% | 17.18% | -1.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.94% | 26.80% | -5.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.52% | 26.19% | -1.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.58% | 28.30% | -0.72% |
Dividends
ACGL vs. GHC - Dividend Comparison
ACGL has not paid dividends to shareholders, while GHC's dividend yield for the trailing twelve months is around 0.62%.
| 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% |
GHC Graham Holdings Company | 0.62% | 0.66% | 0.79% | 0.95% | 1.05% | 0.96% | 1.09% | 0.87% | 0.83% | 0.91% | 0.95% | 89.61% |
Financials
ACGL vs. GHC - Financials Comparison
This section allows you to compare key financial metrics between Arch Capital Group Ltd. and Graham Holdings Company. 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
Frequently Asked Questions
ACGL and GHC have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GHC has higher volatility (8.15%) compared to ACGL (6.23%). In terms of maximum drawdown, ACGL dropped -54.70% vs GHC's -67.54%.
GHC currently has the higher Sharpe Ratio (1.11 vs 0.83), 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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