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ACGL vs. MRVL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACGL and MRVL is 0.43, 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. 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.

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Key characteristics

Sharpe Ratio

ACGL:

0.02

MRVL:

-0.09

Sortino Ratio

ACGL:

0.20

MRVL:

0.40

Omega Ratio

ACGL:

1.03

MRVL:

1.05

Calmar Ratio

ACGL:

0.02

MRVL:

-0.09

Martin Ratio

ACGL:

0.04

MRVL:

-0.21

Ulcer Index

ACGL:

11.29%

MRVL:

25.14%

Daily Std Dev

ACGL:

26.05%

MRVL:

71.63%

Max Drawdown

ACGL:

-54.73%

MRVL:

-91.59%

Current Drawdown

ACGL:

-14.36%

MRVL:

-48.22%

Fundamentals

Market Cap

ACGL:

$34.05B

MRVL:

$56.93B

EPS

ACGL:

$9.75

MRVL:

-$1.02

PEG Ratio

ACGL:

2.24

MRVL:

1.52

PS Ratio

ACGL:

1.87

MRVL:

9.87

PB Ratio

ACGL:

1.69

MRVL:

4.21

Total Revenue (TTM)

ACGL:

$17.74B

MRVL:

$4.61B

Gross Profit (TTM)

ACGL:

$17.42B

MRVL:

$1.85B

EBITDA (TTM)

ACGL:

$4.03B

MRVL:

-$213.40M

Returns By Period

In the year-to-date period, ACGL achieves a 1.29% return, which is significantly higher than MRVL's -40.87% return. Over the past 10 years, ACGL has underperformed MRVL with an annualized return of 16.52%, while MRVL has yielded a comparatively higher 17.53% annualized return.


ACGL

YTD

1.29%

1M

1.17%

6M

-1.68%

1Y

0.51%

5Y*

33.88%

10Y*

16.52%

MRVL

YTD

-40.87%

1M

22.28%

6M

-28.00%

1Y

-6.75%

5Y*

20.48%

10Y*

17.53%

*Annualized

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Risk-Adjusted Performance

ACGL vs. MRVL — Risk-Adjusted Performance Rank

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

ACGL
The Risk-Adjusted Performance Rank of ACGL is 4848
Overall Rank
The Sharpe Ratio Rank of ACGL is 5252
Sharpe Ratio Rank
The Sortino Ratio Rank of ACGL is 4242
Sortino Ratio Rank
The Omega Ratio Rank of ACGL is 4242
Omega Ratio Rank
The Calmar Ratio Rank of ACGL is 5151
Calmar Ratio Rank
The Martin Ratio Rank of ACGL is 5252
Martin Ratio Rank

MRVL
The Risk-Adjusted Performance Rank of MRVL is 4747
Overall Rank
The Sharpe Ratio Rank of MRVL is 4646
Sharpe Ratio Rank
The Sortino Ratio Rank of MRVL is 4747
Sortino Ratio Rank
The Omega Ratio Rank of MRVL is 4848
Omega Ratio Rank
The Calmar Ratio Rank of MRVL is 4646
Calmar Ratio Rank
The Martin Ratio Rank of MRVL is 4646
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current ACGL Sharpe Ratio is 0.02, which is higher than the MRVL Sharpe Ratio of -0.09. 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.


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Dividends

ACGL vs. MRVL - Dividend Comparison

ACGL's dividend yield for the trailing twelve months is around 5.35%, more than MRVL's 0.37% yield.


TTM20242023202220212020201920182017201620152014
ACGL
Arch Capital Group Ltd.
5.35%5.41%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.
0.37%0.22%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%

Drawdowns

ACGL vs. MRVL - Drawdown Comparison

The maximum ACGL drawdown since its inception was -54.73%, smaller than the maximum MRVL drawdown of -91.59%. Use the drawdown chart below to compare losses from any high point for ACGL and MRVL. For additional features, visit the drawdowns tool.


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Volatility

ACGL vs. MRVL - Volatility Comparison

The current volatility for Arch Capital Group Ltd. (ACGL) is 8.11%, while Marvell Technology Group Ltd. (MRVL) has a volatility of 17.09%. 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.


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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


1.00B2.00B3.00B4.00B5.00B20212022202320242025
4.62B
1.82B
(ACGL) Total Revenue
(MRVL) Total Revenue
Values in USD except per share items