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ACGL vs. MDXG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ACGL vs. MDXG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arch Capital Group Ltd. (ACGL) and MiMedx Group, Inc. (MDXG). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ACGL achieves a -2.30% return, which is significantly higher than MDXG's -44.90% return. Over the past 10 years, ACGL has outperformed MDXG with an annualized return of 15.66%, while MDXG has yielded a comparatively lower -6.83% annualized return.


ACGL

1D
1.81%
1M
-2.69%
YTD
-2.30%
6M
-3.35%
1Y
2.85%
3Y*
10.82%
5Y*
20.47%
10Y*
15.66%

MDXG

1D
1.63%
1M
3.04%
YTD
-44.90%
6M
-46.71%
1Y
-37.21%
3Y*
-16.69%
5Y*
-19.61%
10Y*
-6.83%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACGL vs. MDXG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACGL
Arch Capital Group Ltd.
-2.30%3.87%30.76%18.30%41.24%23.23%-15.90%60.52%-11.69%5.19%
MDXG
MiMedx Group, Inc.
-44.90%-29.63%9.69%215.47%-53.97%-33.48%19.79%323.46%-85.80%42.33%

Correlation

The correlation between ACGL and MDXG is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.15

Correlation (5Y)
Calculated over the trailing 5-year period

0.21

Correlation (10Y)
Calculated over the trailing 10-year period

0.16

Correlation (All Time)
Calculated using the full available price history since Aug 22, 2007

0.13

Fundamentals

Market Cap

ACGL:

$33.71B

MDXG:

$553.70M

EPS

ACGL:

$13.06

MDXG:

$0.21

PE Ratio

ACGL:

7.17

MDXG:

18.14

PEG Ratio

ACGL:

0.16

MDXG:

0.00

PS Ratio

ACGL:

1.77

MDXG:

1.43

PB Ratio

ACGL:

1.44

MDXG:

2.28

Total Revenue (TTM)

ACGL:

$19.70B

MDXG:

$389.42M

Gross Profit (TTM)

ACGL:

$8.44B

MDXG:

$315.59M

EBITDA (TTM)

ACGL:

$5.80B

MDXG:

$53.81M

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Return for Risk

ACGL vs. MDXG — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACGL
ACGL Risk / Return Rank: 4444
Overall Rank
ACGL Sharpe Ratio Rank: 4848
Sharpe Ratio Rank
ACGL Sortino Ratio Rank: 3939
Sortino Ratio Rank
ACGL Omega Ratio Rank: 3939
Omega Ratio Rank
ACGL Calmar Ratio Rank: 4848
Calmar Ratio Rank
ACGL Martin Ratio Rank: 4848
Martin Ratio Rank

MDXG
MDXG Risk / Return Rank: 1313
Overall Rank
MDXG Sharpe Ratio Rank: 88
Sharpe Ratio Rank
MDXG Sortino Ratio Rank: 99
Sortino Ratio Rank
MDXG Omega Ratio Rank: 1010
Omega Ratio Rank
MDXG Calmar Ratio Rank: 2020
Calmar Ratio Rank
MDXG Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

ACGL vs. MDXG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGL) and MiMedx Group, Inc. (MDXG). 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.


ACGLMDXGDifference
Sharpe ratioReturn per unit of total volatility

+1.01

Sortino ratioReturn per unit of downside risk

+1.52

Omega ratioGain probability vs. loss probability

1.04

0.86

+0.18

Calmar ratioReturn relative to maximum drawdown

0.20

-0.61

+0.81

Martin ratioReturn relative to average drawdown

0.53

-1.15

+1.68

ACGL vs. MDXG - Sharpe Ratio Comparison

The current ACGL Sharpe Ratio is 0.14, which is higher than the MDXG Sharpe Ratio of -0.87. The chart below compares the historical Sharpe Ratios of ACGL and MDXG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ACGL vs. MDXG - Drawdown Comparison

The maximum ACGL drawdown since its inception was -54.70%, smaller than the maximum MDXG drawdown of -93.83%. Use the drawdown chart below to compare losses from any high point for ACGL and MDXG.


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Drawdown Indicators


ACGLMDXGDifference

Max Drawdown

Largest peak-to-trough decline

-54.70%

-93.83%

+39.13%

Max Drawdown (1Y)

Largest decline over 1 year

-14.08%

-61.24%

+47.16%

Max Drawdown (3Y)

Largest decline over 3 years

-22.43%

-68.36%

+45.93%

Max Drawdown (5Y)

Largest decline over 5 years

-22.43%

-83.39%

+60.96%

Max Drawdown (10Y)

Largest decline over 10 years

-53.84%

-93.60%

+39.76%

Current Drawdown

Current decline from peak

-14.20%

-79.23%

+65.03%

Average Drawdown

Average peak-to-trough decline

-11.72%

-53.56%

+41.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.44%

32.31%

-26.87%

Volatility

ACGL vs. MDXG - Volatility Comparison

The current volatility for Arch Capital Group Ltd. (ACGL) is 6.99%, while MiMedx Group, Inc. (MDXG) has a volatility of 8.42%. This indicates that ACGL experiences smaller price fluctuations and is considered to be less risky than MDXG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACGLMDXGDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.99%

8.42%

-1.43%

Volatility (6M)

Calculated over the trailing 6-month period

14.83%

30.52%

-15.69%

Volatility (1Y)

Calculated over the trailing 1-year period

20.70%

42.89%

-22.19%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.53%

61.92%

-37.39%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

27.55%

73.93%

-46.38%

Dividends

ACGL vs. MDXG - Dividend Comparison

Neither ACGL nor MDXG has paid dividends to shareholders.


PositionTTM20252024
ACGL
Arch Capital Group Ltd.
0.00%0.00%5.41%
MDXG
MiMedx Group, Inc.
0.00%0.00%0.00%

Financials

ACGL vs. MDXG - Financials Comparison

This section allows you to compare key financial metrics between Arch Capital Group Ltd. and MiMedx Group, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.001.00B2.00B3.00B4.00B5.00B20222023202420252026
4.36B
58.99M
(ACGL) Total Revenue
(MDXG) Total Revenue
Values in USD except per share items

ACGL vs. MDXG - Profitability Comparison

The chart below illustrates the profitability comparison between Arch Capital Group Ltd. and MiMedx Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%20222023202420252026
52.1%
70.6%
Portfolio components
ACGL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.

MDXG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, MiMedx Group, Inc. reported a gross profit of 41.62M and revenue of 58.99M. Therefore, the gross margin over that period was 70.6%.

ACGL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 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%.

MDXG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, MiMedx Group, Inc. reported an operating income of -16.05M and revenue of 58.99M, resulting in an operating margin of -27.2%.

ACGL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 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%.

MDXG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, MiMedx Group, Inc. reported a net income of -10.86M and revenue of 58.99M, resulting in a net margin of -18.4%.


Frequently Asked Questions


ACGL and MDXG have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MDXG has higher volatility (8.42%) compared to ACGL (6.99%). In terms of maximum drawdown, ACGL dropped -54.70% vs MDXG's -93.83%.

ACGL currently has the higher Sharpe Ratio (0.14 vs -0.87), 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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