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.
Performance
ACGL vs. KBWP - Performance Comparison
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ACGL vs. KBWP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACGL Arch Capital Group Ltd. | 0.07% | 3.87% | 30.76% | 18.30% | 41.24% | 23.23% | -15.90% | 60.52% | -11.69% | 5.19% |
KBWP Invesco KBW Property & Casualty Insurance ETF | -5.76% | 11.49% | 30.45% | 7.09% | 10.16% | 20.61% | -2.05% | 28.67% | -2.76% | 8.86% |
Returns By Period
In the year-to-date period, ACGL achieves a 0.07% return, which is significantly higher than KBWP's -5.76% return. Over the past 10 years, ACGL has outperformed KBWP with an annualized return of 15.42%, while KBWP has yielded a comparatively lower 11.51% annualized return.
ACGL
- 1D
- 0.39%
- 1M
- -4.15%
- YTD
- 0.07%
- 6M
- 5.80%
- 1Y
- -0.20%
- 3Y*
- 14.15%
- 5Y*
- 20.70%
- 10Y*
- 15.42%
KBWP
- 1D
- 0.13%
- 1M
- -5.12%
- YTD
- -5.76%
- 6M
- -2.54%
- 1Y
- -2.65%
- 3Y*
- 14.71%
- 5Y*
- 11.89%
- 10Y*
- 11.51%
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Return for Risk
ACGL vs. KBWP — Risk / Return Rank
ACGL
KBWP
ACGL vs. KBWP - Risk-Adjusted Trends 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.
| ACGL | KBWP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.01 | -0.14 | +0.13 |
Sortino ratioReturn per unit of downside risk | 0.15 | -0.06 | +0.21 |
Omega ratioGain probability vs. loss probability | 1.02 | 0.99 | +0.03 |
Calmar ratioReturn relative to maximum drawdown | 0.08 | -0.14 | +0.22 |
Martin ratioReturn relative to average drawdown | 0.16 | -0.37 | +0.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ACGL | KBWP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.01 | -0.14 | +0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.65 | +0.21 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.56 | 0.56 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.71 | -0.26 |
Correlation
The correlation between ACGL and KBWP is 0.67, 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.
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 1.97%.
| 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% |
KBWP Invesco KBW Property & Casualty Insurance ETF | 1.97% | 1.58% | 1.64% | 1.68% | 1.99% | 3.02% | 1.93% | 1.99% | 2.11% | 1.90% | 2.14% | 1.35% |
Drawdowns
ACGL vs. KBWP - Drawdown Comparison
The maximum ACGL drawdown since its inception was -54.70%, which is greater than KBWP's maximum drawdown of -39.76%. Use the drawdown chart below to compare losses from any high point for ACGL and KBWP.
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Drawdown Indicators
| ACGL | KBWP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.70% | -39.76% | -14.94% |
Max Drawdown (1Y)Largest decline over 1 year | -12.50% | -11.59% | -0.91% |
Max Drawdown (5Y)Largest decline over 5 years | -22.43% | -17.00% | -5.43% |
Max Drawdown (10Y)Largest decline over 10 years | -53.84% | -39.76% | -14.08% |
Current DrawdownCurrent decline from peak | -12.11% | -6.54% | -5.57% |
Average DrawdownAverage peak-to-trough decline | -11.71% | -4.35% | -7.36% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.23% | 4.48% | +1.75% |
Volatility
ACGL vs. KBWP - Volatility Comparison
Arch Capital Group Ltd. (ACGL) has a higher volatility of 5.07% compared to Invesco KBW Property & Casualty Insurance ETF (KBWP) at 4.31%. 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.
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Volatility by Period
| ACGL | KBWP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.07% | 4.31% | +0.76% |
Volatility (6M)Calculated over the trailing 6-month period | 13.70% | 11.79% | +1.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.82% | 19.27% | +4.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.43% | 18.49% | +5.94% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.43% | 20.65% | +6.78% |