ACGL vs. KBWP
Compare and contrast key facts about Arch Capital Group Ltd. (ACGL) and Invesco KBW Property & Casualty Insurance ETF (KBWP).
KBWP is a passively managed fund by Invesco that tracks the performance of the KBW Nasdaq Property & Casualty (TR). It was launched on Dec 2, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACGL or KBWP.
Key characteristics
| ACGL | KBWP | |
|---|---|---|
| YTD Return | 28.14% | 15.11% |
| 1Y Return | 25.85% | 26.98% |
| 3Y Return (Ann) | 33.40% | 12.21% |
| 5Y Return (Ann) | 22.79% | 11.85% |
| 10Y Return (Ann) | 17.53% | 13.00% |
| Sharpe Ratio | 1.08 | 1.69 |
| Daily Std Dev | 23.31% | 14.71% |
| Max Drawdown | -54.73% | -39.77% |
| Current Drawdown | -0.66% | -3.75% |
Correlation
The correlation between ACGL and KBWP is 0.65, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ACGL vs. KBWP - Performance Comparison
In the year-to-date period, ACGL achieves a 28.14% return, which is significantly higher than KBWP's 15.11% return. Over the past 10 years, ACGL has outperformed KBWP with an annualized return of 17.53%, while KBWP has yielded a comparatively lower 13.00% 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. KBWP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGL) and Invesco KBW Property & Casualty Insurance ETF (KBWP). 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. KBWP - Dividend Comparison
ACGL has not paid dividends to shareholders, while KBWP's dividend yield for the trailing twelve months is around 1.51%.
| 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% |
KBWP Invesco KBW Property & Casualty Insurance ETF | 1.51% | 1.68% | 1.99% | 3.02% | 1.93% | 1.99% | 2.11% | 1.90% | 2.14% | 1.35% | 2.73% | 1.72% |
Drawdowns
ACGL vs. KBWP - Drawdown Comparison
The maximum ACGL drawdown since its inception was -54.73%, which is greater than KBWP's maximum drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for ACGL and KBWP. For additional features, visit the drawdowns tool.
Volatility
ACGL vs. KBWP - Volatility Comparison
Arch Capital Group Ltd. (ACGL) has a higher volatility of 7.90% compared to Invesco KBW Property & Casualty Insurance ETF (KBWP) at 4.84%. This indicates that ACGL's price experiences larger fluctuations and is considered to be riskier than KBWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.