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

Correlation

The correlation between ACGL and NVDA is 0.39, 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.


-0.50.00.51.0
Correlation: 0.4

Performance

ACGL vs. NVDA - Performance Comparison

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

0.00%100,000.00%200,000.00%300,000.00%400,000.00%NovemberDecember2025FebruaryMarchApril
4,011.54%
295,139.36%
ACGL
NVDA

Key characteristics

Sharpe Ratio

ACGL:

0.07

NVDA:

0.58

Sortino Ratio

ACGL:

0.27

NVDA:

1.16

Omega Ratio

ACGL:

1.04

NVDA:

1.14

Calmar Ratio

ACGL:

0.08

NVDA:

0.94

Martin Ratio

ACGL:

0.16

NVDA:

2.47

Ulcer Index

ACGL:

10.71%

NVDA:

14.07%

Daily Std Dev

ACGL:

25.96%

NVDA:

60.10%

Max Drawdown

ACGL:

-54.73%

NVDA:

-89.72%

Current Drawdown

ACGL:

-16.98%

NVDA:

-25.70%

Fundamentals

Market Cap

ACGL:

$34.76B

NVDA:

$2.60T

EPS

ACGL:

$11.14

NVDA:

$2.94

PE Ratio

ACGL:

8.27

NVDA:

36.20

PEG Ratio

ACGL:

2.24

NVDA:

1.45

PS Ratio

ACGL:

1.99

NVDA:

19.90

PB Ratio

ACGL:

1.74

NVDA:

31.59

Total Revenue (TTM)

ACGL:

$13.12B

NVDA:

$130.50B

Gross Profit (TTM)

ACGL:

$12.75B

NVDA:

$97.86B

EBITDA (TTM)

ACGL:

$3.37B

NVDA:

$86.14B

Returns By Period

In the year-to-date period, ACGL achieves a -1.81% return, which is significantly higher than NVDA's -17.33% return. Over the past 10 years, ACGL has underperformed NVDA with an annualized return of 16.75%, while NVDA has yielded a comparatively higher 70.63% annualized return.


ACGL

YTD

-1.81%

1M

-5.47%

6M

-9.44%

1Y

2.49%

5Y*

32.26%

10Y*

16.75%

NVDA

YTD

-17.33%

1M

-2.42%

6M

-21.56%

1Y

34.39%

5Y*

72.99%

10Y*

70.63%

*Annualized

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Risk-Adjusted Performance

ACGL vs. NVDA — 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 5151
Overall Rank
The Sharpe Ratio Rank of ACGL is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of ACGL is 4444
Sortino Ratio Rank
The Omega Ratio Rank of ACGL is 4545
Omega Ratio Rank
The Calmar Ratio Rank of ACGL is 5656
Calmar Ratio Rank
The Martin Ratio Rank of ACGL is 5353
Martin Ratio Rank

NVDA
The Risk-Adjusted Performance Rank of NVDA is 7474
Overall Rank
The Sharpe Ratio Rank of NVDA is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of NVDA is 7070
Sortino Ratio Rank
The Omega Ratio Rank of NVDA is 6868
Omega Ratio Rank
The Calmar Ratio Rank of NVDA is 8383
Calmar Ratio Rank
The Martin Ratio Rank of NVDA is 7676
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. NVDA - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGL) and NVIDIA Corporation (NVDA). 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 chart of Sharpe ratio for ACGL, currently valued at 0.07, compared to the broader market-2.00-1.000.001.002.003.00
ACGL: 0.07
NVDA: 0.58
The chart of Sortino ratio for ACGL, currently valued at 0.27, compared to the broader market-6.00-4.00-2.000.002.004.00
ACGL: 0.27
NVDA: 1.16
The chart of Omega ratio for ACGL, currently valued at 1.03, compared to the broader market0.501.001.502.00
ACGL: 1.04
NVDA: 1.14
The chart of Calmar ratio for ACGL, currently valued at 0.08, compared to the broader market0.001.002.003.004.005.00
ACGL: 0.08
NVDA: 0.94
The chart of Martin ratio for ACGL, currently valued at 0.16, compared to the broader market-5.000.005.0010.0015.0020.00
ACGL: 0.16
NVDA: 2.47

The current ACGL Sharpe Ratio is 0.07, which is lower than the NVDA Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of ACGL and NVDA, 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 Ratio0.001.002.003.004.005.00NovemberDecember2025FebruaryMarchApril
0.07
0.58
ACGL
NVDA

Dividends

ACGL vs. NVDA - Dividend Comparison

ACGL's dividend yield for the trailing twelve months is around 5.51%, more than NVDA's 0.04% yield.


TTM20242023202220212020201920182017201620152014
ACGL
Arch Capital Group Ltd.
5.51%5.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
NVDA
NVIDIA Corporation
0.04%0.03%0.03%0.11%0.05%0.12%0.27%0.46%0.29%0.45%1.20%1.70%

Drawdowns

ACGL vs. NVDA - Drawdown Comparison

The maximum ACGL drawdown since its inception was -54.73%, smaller than the maximum NVDA drawdown of -89.72%. Use the drawdown chart below to compare losses from any high point for ACGL and NVDA. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-16.98%
-25.70%
ACGL
NVDA

Volatility

ACGL vs. NVDA - Volatility Comparison

The current volatility for Arch Capital Group Ltd. (ACGL) is 13.15%, while NVIDIA Corporation (NVDA) has a volatility of 25.54%. This indicates that ACGL experiences smaller price fluctuations and is considered to be less risky than NVDA 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%NovemberDecember2025FebruaryMarchApril
13.15%
25.54%
ACGL
NVDA

Financials

ACGL vs. NVDA - Financials Comparison

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