ACGL vs. GMED
ACGL (Arch Capital Group Ltd.) and GMED (Globus Medical, Inc.) are both stocks. ACGL operates in Insurance - Diversified (Financial Services), while GMED operates in Medical Devices (Healthcare). Over the past 10 years, ACGL returned 16.29%/yr vs 12.07%/yr for GMED. At a 0.28 correlation, their price movements are largely independent.
Performance
ACGL vs. GMED - 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 GMED's -10.54% return. Over the past 10 years, ACGL has outperformed GMED with an annualized return of 16.29%, while GMED has yielded a comparatively lower 12.07% 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%
GMED
- 1D
- 1.92%
- 1M
- -2.99%
- 6M
- -17.32%
- YTD
- -10.54%
- 1Y
- 36.75%
- 3Y*
- 8.91%
- 5Y*
- -0.63%
- 10Y*
- 12.07%
ACGL vs. GMED - 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% |
GMED Globus Medical, Inc. | -10.54% | 5.56% | 55.21% | -28.25% | 2.87% | 10.70% | 10.77% | 36.04% | 5.30% | 65.66% |
Correlation
The correlation between ACGL and GMED is 0.15, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.15 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.25 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Aug 3, 2012 | 0.28 |
The correlation between ACGL and GMED shifts across timeframes, from 0.15 (1 year) to 0.29 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
ACGL:
$35.31B
GMED:
$10.53B
ACGL:
$13.15
GMED:
$4.28
ACGL:
7.69
GMED:
18.23
ACGL:
0.17
GMED:
0.19
ACGL:
1.90
GMED:
3.45
ACGL:
1.56
GMED:
2.28
ACGL:
$19.70B
GMED:
$3.10B
ACGL:
$8.44B
GMED:
$1.58B
ACGL:
$5.80B
GMED:
$803.34M
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Return for Risk
ACGL vs. GMED — Risk / Return Rank
ACGL
GMED
ACGL vs. GMED - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGL) and Globus Medical, Inc. (GMED). 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 | GMED | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.03 | ||
| Sortino ratioReturn per unit of downside risk | -0.71 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.21 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | 1.60 | -0.59 |
| Martin ratioReturn relative to average drawdown | 2.61 | 3.87 | -1.26 |
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Drawdowns
ACGL vs. GMED - Drawdown Comparison
The maximum ACGL drawdown since its inception was -54.70%, which is greater than GMED's maximum drawdown of -47.91%. Use the drawdown chart below to compare losses from any high point for ACGL and GMED.
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Drawdown Indicators
| ACGL | GMED | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.70% | -47.91% | -6.79% |
Max Drawdown (1Y)Largest decline over 1 year | -14.08% | -22.10% | +8.02% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -44.40% | +21.97% |
Max Drawdown (5Y)Largest decline over 5 years | -22.43% | -47.91% | +25.48% |
Max Drawdown (10Y)Largest decline over 10 years | -53.84% | -47.91% | -5.93% |
Current DrawdownCurrent decline from peak | -7.47% | -19.32% | +11.85% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -15.33% | +3.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.43% | 9.13% | -3.70% |
Volatility
ACGL vs. GMED - Volatility Comparison
The current volatility for Arch Capital Group Ltd. (ACGL) is 6.08%, while Globus Medical, Inc. (GMED) has a volatility of 13.69%. This indicates that ACGL experiences smaller price fluctuations and is considered to be less risky than GMED based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACGL | GMED | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 13.69% | -7.61% |
Volatility (6M)Calculated over the trailing 6-month period | 15.58% | 25.33% | -9.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.84% | 49.46% | -28.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.51% | 38.27% | -13.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.56% | 35.68% | -8.12% |
Dividends
ACGL vs. GMED - Dividend Comparison
Neither ACGL nor GMED has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ACGL Arch Capital Group Ltd. | 0.00% | 0.00% | 5.41% |
GMED Globus Medical, Inc. | 0.00% | 0.00% | 0.00% |
Financials
ACGL vs. GMED - Financials Comparison
This section allows you to compare key financial metrics between Arch Capital Group Ltd. and Globus Medical, 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. GMED - 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%.
GMED - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Globus Medical, Inc. reported a gross profit of 0.00 and revenue of 759.85M. Therefore, the gross margin over that period was 0.0%.
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%.
GMED - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Globus Medical, Inc. reported an operating income of 150.39M and revenue of 759.85M, resulting in an operating margin of 19.8%.
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%.
GMED - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Globus Medical, Inc. reported a net income of 124.30M and revenue of 759.85M, resulting in a net margin of 16.4%.
Frequently Asked Questions
ACGL and GMED have a correlation of 0.15, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GMED has higher volatility (13.69%) compared to ACGL (6.08%). In terms of maximum drawdown, ACGL dropped -54.70% vs GMED's -47.91%.
GMED currently has the higher Sharpe Ratio (0.71 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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