ACGL vs. INVX
ACGL (Arch Capital Group Ltd.) and INVX (Innovex International, Inc) are both stocks. ACGL operates in Insurance - Diversified (Financial Services), while INVX operates in Oil & Gas Equipment & Services (Energy). Over the past 10 years, ACGL returned 16.29%/yr vs -8.05%/yr for INVX. At a 0.20 correlation, their price movements are largely independent.
Performance
ACGL vs. INVX - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ACGL achieves a 5.36% return, which is significantly lower than INVX's 16.46% return. Over the past 10 years, ACGL has outperformed INVX with an annualized return of 16.29%, while INVX has yielded a comparatively lower -8.05% 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%
INVX
- 1D
- 1.64%
- 1M
- -11.41%
- 6M
- 8.38%
- YTD
- 16.46%
- 1Y
- 57.22%
- 3Y*
- -0.22%
- 5Y*
- -4.39%
- 10Y*
- -8.05%
ACGL vs. INVX - 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% |
INVX Innovex International, Inc | 16.46% | 56.55% | -39.97% | -14.35% | 38.06% | -33.56% | -36.86% | 56.21% | -37.04% | -20.57% |
Correlation
The correlation between ACGL and INVX is -0.03, 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 | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.15 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Oct 23, 1997 | 0.20 |
The correlation between ACGL and INVX shifts across timeframes, from -0.03 (1 year) to 0.22 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
ACGL:
$35.31B
INVX:
$1.75B
ACGL:
$13.15
INVX:
$0.75
ACGL:
7.69
INVX:
34.02
ACGL:
0.17
INVX:
0.10
ACGL:
1.90
INVX:
1.81
ACGL:
1.56
INVX:
1.70
ACGL:
$19.70B
INVX:
$976.87M
ACGL:
$8.44B
INVX:
$280.46M
ACGL:
$5.80B
INVX:
$157.28M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ACGL vs. INVX — Risk / Return Rank
ACGL
INVX
ACGL vs. INVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGL) and Innovex International, Inc (INVX). 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 | INVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.69 | ||
| Sortino ratioReturn per unit of downside risk | -0.95 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.24 | -0.11 |
| Calmar ratioReturn relative to maximum drawdown | 1.01 | 2.37 | -1.37 |
| Martin ratioReturn relative to average drawdown | 2.61 | 6.48 | -3.88 |
Loading charts...
Drawdowns
ACGL vs. INVX - Drawdown Comparison
The maximum ACGL drawdown since its inception was -54.70%, smaller than the maximum INVX drawdown of -89.50%. Use the drawdown chart below to compare losses from any high point for ACGL and INVX.
Loading charts...
Drawdown Indicators
| ACGL | INVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.70% | -89.50% | +34.80% |
Max Drawdown (1Y)Largest decline over 1 year | -14.08% | -23.96% | +9.88% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -58.93% | +36.50% |
Max Drawdown (5Y)Largest decline over 5 years | -22.43% | -68.88% | +46.45% |
Max Drawdown (10Y)Largest decline over 10 years | -53.84% | -81.31% | +27.47% |
Current DrawdownCurrent decline from peak | -7.47% | -78.66% | +71.19% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -45.49% | +33.77% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.43% | 8.75% | -3.32% |
Volatility
ACGL vs. INVX - Volatility Comparison
The current volatility for Arch Capital Group Ltd. (ACGL) is 6.08%, while Innovex International, Inc (INVX) has a volatility of 10.54%. This indicates that ACGL experiences smaller price fluctuations and is considered to be less risky than INVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ACGL | INVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 10.54% | -4.46% |
Volatility (6M)Calculated over the trailing 6-month period | 15.58% | 30.46% | -14.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.84% | 41.58% | -20.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.51% | 46.24% | -21.73% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.56% | 46.64% | -19.08% |
Dividends
ACGL vs. INVX - Dividend Comparison
Neither ACGL nor INVX has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ACGL Arch Capital Group Ltd. | 0.00% | 0.00% | 5.41% |
INVX Innovex International, Inc | 0.00% | 0.00% | 0.00% |
Financials
ACGL vs. INVX - Financials Comparison
This section allows you to compare key financial metrics between Arch Capital Group Ltd. and Innovex International, 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. INVX - 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%.
INVX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Innovex International, Inc reported a gross profit of 84.51M and revenue of 239.03M. Therefore, the gross margin over that period was 35.4%.
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%.
INVX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Innovex International, Inc reported an operating income of -21.83M and revenue of 239.03M, resulting in an operating margin of -9.1%.
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%.
INVX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Innovex International, Inc reported a net income of -16.67M and revenue of 239.03M, resulting in a net margin of -7.0%.
Frequently Asked Questions
ACGL and INVX have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
INVX has higher volatility (10.54%) compared to ACGL (6.08%). In terms of maximum drawdown, ACGL dropped -54.70% vs INVX's -89.50%.
INVX currently has the higher Sharpe Ratio (1.37 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.
Find the right allocation for ACGL and INVX
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer