ACGL vs. KBWP
ACGL (Arch Capital Group Ltd.) is a stock, while KBWP (Invesco KBW Property & Casualty Insurance ETF) is Financials Equities fund tracking the KBW Nasdaq Property & Casualty (TR). Over the past 10 years, ACGL returned 15.45%/yr vs 12.12%/yr for KBWP. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
ACGL vs. KBWP - Performance Comparison
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Returns By Period
In the year-to-date period, ACGL achieves a -4.05% return, which is significantly higher than KBWP's -4.29% return. Over the past 10 years, ACGL has outperformed KBWP with an annualized return of 15.45%, while KBWP has yielded a comparatively lower 12.12% annualized return.
ACGL
- 1D
- 0.94%
- 1M
- -4.42%
- YTD
- -4.05%
- 6M
- -5.23%
- 1Y
- 2.07%
- 3Y*
- 10.16%
- 5Y*
- 20.32%
- 10Y*
- 15.45%
KBWP
- 1D
- 0.30%
- 1M
- 0.17%
- YTD
- -4.29%
- 6M
- -4.73%
- 1Y
- 1.52%
- 3Y*
- 16.24%
- 5Y*
- 12.16%
- 10Y*
- 12.12%
ACGL vs. KBWP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACGL Arch Capital Group Ltd. | -4.05% | 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 | -4.29% | 11.49% | 30.45% | 7.09% | 10.16% | 20.61% | -2.05% | 28.67% | -2.76% | 8.86% |
Correlation
The correlation between ACGL and KBWP is 0.74, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.74 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.76 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.76 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.75 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 2010 | 0.67 |
The correlation between ACGL and KBWP has been stable across timeframes, ranging from 0.67 to 0.76 - a consistent structural relationship.
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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.
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 | KBWP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.01 | ||
| Sortino ratioReturn per unit of downside risk | +0.03 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.03 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 0.15 | 0.16 | -0.01 |
| Martin ratioReturn relative to average drawdown | 0.38 | 0.35 | +0.03 |
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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 | -14.08% | -9.56% | -4.52% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -12.29% | -10.14% |
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 | -15.73% | -5.08% | -10.65% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -4.37% | -7.35% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.42% | 4.36% | +1.06% |
Volatility
ACGL vs. KBWP - Volatility Comparison
Arch Capital Group Ltd. (ACGL) has a higher volatility of 6.71% compared to Invesco KBW Property & Casualty Insurance ETF (KBWP) at 5.29%. 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 | 6.71% | 5.29% | +1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 14.73% | 11.82% | +2.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.66% | 16.45% | +4.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.53% | 18.51% | +6.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.56% | 20.74% | +6.82% |
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 2.36%.
| 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% |
KBWP Invesco KBW Property & Casualty Insurance ETF | 2.36% | 1.58% | 1.64% | 1.68% | 1.99% | 3.02% | 1.93% | 1.99% | 2.11% | 1.90% | 2.14% | 1.35% |
Frequently Asked Questions
ACGL and KBWP have a correlation of 0.74, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACGL has higher volatility (6.71%) compared to KBWP (5.29%). In terms of maximum drawdown, ACGL dropped -54.70% vs KBWP's -39.76%.
ACGL currently has the higher Sharpe Ratio (0.10 vs 0.09), 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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