PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
ACGL vs. MRVL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACGL and MRVL is 0.21, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.2

Performance

ACGL vs. MRVL - Performance Comparison

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

0.00%2,000.00%4,000.00%6,000.00%JulyAugustSeptemberOctoberNovemberDecember
5,433.66%
-42.22%
ACGL
MRVL

Key characteristics

Sharpe Ratio

ACGL:

1.33

MRVL:

1.67

Sortino Ratio

ACGL:

1.85

MRVL:

2.34

Omega Ratio

ACGL:

1.25

MRVL:

1.29

Calmar Ratio

ACGL:

1.60

MRVL:

1.34

Martin Ratio

ACGL:

5.24

MRVL:

6.44

Ulcer Index

ACGL:

5.72%

MRVL:

14.78%

Daily Std Dev

ACGL:

22.51%

MRVL:

57.13%

Max Drawdown

ACGL:

-54.73%

MRVL:

-99.06%

Current Drawdown

ACGL:

-16.69%

MRVL:

-42.22%

Fundamentals

Market Cap

ACGL:

$34.06B

MRVL:

$97.13B

EPS

ACGL:

$14.90

MRVL:

-$1.70

PEG Ratio

ACGL:

2.24

MRVL:

1.52

Total Revenue (TTM)

ACGL:

$16.33B

MRVL:

$5.38B

Gross Profit (TTM)

ACGL:

$15.19B

MRVL:

$2.13B

EBITDA (TTM)

ACGL:

$4.57B

MRVL:

$65.30M

Returns By Period

In the year-to-date period, ACGL achieves a 28.84% return, which is significantly lower than MRVL's 86.20% return. Over the past 10 years, ACGL has underperformed MRVL with an annualized return of 17.03%, while MRVL has yielded a comparatively higher 24.13% annualized return.


ACGL

YTD

28.84%

1M

-4.93%

6M

-6.09%

1Y

29.03%

5Y*

17.56%

10Y*

17.03%

MRVL

YTD

86.20%

1M

24.53%

6M

55.91%

1Y

86.39%

5Y*

34.69%

10Y*

24.13%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

ACGL vs. MRVL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGL) and Marvell Technology Group Ltd. (MRVL). 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.


Sharpe ratio
The chart of Sharpe ratio for ACGL, currently valued at 1.33, compared to the broader market-4.00-2.000.002.001.331.67
The chart of Sortino ratio for ACGL, currently valued at 1.85, compared to the broader market-4.00-2.000.002.004.001.852.34
The chart of Omega ratio for ACGL, currently valued at 1.25, compared to the broader market0.501.001.502.001.251.29
The chart of Calmar ratio for ACGL, currently valued at 1.60, compared to the broader market0.002.004.006.001.601.34
The chart of Martin ratio for ACGL, currently valued at 5.24, compared to the broader market-5.000.005.0010.0015.0020.0025.005.246.44
ACGL
MRVL

The current ACGL Sharpe Ratio is 1.33, which is comparable to the MRVL Sharpe Ratio of 1.67. The chart below compares the historical Sharpe Ratios of ACGL and MRVL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.33
1.67
ACGL
MRVL

Dividends

ACGL vs. MRVL - Dividend Comparison

ACGL's dividend yield for the trailing twelve months is around 5.50%, more than MRVL's 0.21% yield.


TTM20232022202120202019201820172016201520142013
ACGL
Arch Capital Group Ltd.
5.50%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MRVL
Marvell Technology Group Ltd.
0.21%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%1.67%

Drawdowns

ACGL vs. MRVL - Drawdown Comparison

The maximum ACGL drawdown since its inception was -54.73%, smaller than the maximum MRVL drawdown of -99.06%. Use the drawdown chart below to compare losses from any high point for ACGL and MRVL. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-16.69%
-42.22%
ACGL
MRVL

Volatility

ACGL vs. MRVL - Volatility Comparison

The current volatility for Arch Capital Group Ltd. (ACGL) is 6.48%, while Marvell Technology Group Ltd. (MRVL) has a volatility of 29.46%. This indicates that ACGL experiences smaller price fluctuations and is considered to be less risky than MRVL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
6.48%
29.46%
ACGL
MRVL

Financials

ACGL vs. MRVL - Financials Comparison

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab