ACGL vs. SPY
Compare and contrast key facts about Arch Capital Group Ltd. (ACGL) and SPDR S&P 500 ETF (SPY).
SPY is a passively managed fund by State Street that tracks the performance of the S&P 500 Index. It was launched on Jan 22, 1993.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACGL or SPY.
Correlation
The correlation between ACGL and SPY is 0.35, 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.
Performance
ACGL vs. SPY - Performance Comparison
Key characteristics
ACGL:
1.36
SPY:
2.21
ACGL:
1.88
SPY:
2.93
ACGL:
1.25
SPY:
1.41
ACGL:
1.63
SPY:
3.26
ACGL:
5.27
SPY:
14.40
ACGL:
5.81%
SPY:
1.90%
ACGL:
22.56%
SPY:
12.44%
ACGL:
-54.73%
SPY:
-55.19%
ACGL:
-15.68%
SPY:
-1.83%
Returns By Period
In the year-to-date period, ACGL achieves a 30.40% return, which is significantly higher than SPY's 26.72% return. Over the past 10 years, ACGL has outperformed SPY with an annualized return of 17.27%, while SPY has yielded a comparatively lower 13.04% annualized return.
ACGL
30.40%
-7.62%
-5.45%
31.16%
18.23%
17.27%
SPY
26.72%
0.20%
10.28%
27.17%
14.87%
13.04%
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Risk-Adjusted Performance
ACGL vs. SPY - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGL) and SPDR S&P 500 ETF (SPY). 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.
Dividends
ACGL vs. SPY - Dividend Comparison
ACGL's dividend yield for the trailing twelve months is around 5.43%, more than SPY's 1.19% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACGL Arch Capital Group Ltd. | 5.43% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
SPY SPDR S&P 500 ETF | 1.19% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% | 1.81% |
Drawdowns
ACGL vs. SPY - Drawdown Comparison
The maximum ACGL drawdown since its inception was -54.73%, roughly equal to the maximum SPY drawdown of -55.19%. Use the drawdown chart below to compare losses from any high point for ACGL and SPY. For additional features, visit the drawdowns tool.
Volatility
ACGL vs. SPY - Volatility Comparison
Arch Capital Group Ltd. (ACGL) has a higher volatility of 5.76% compared to SPDR S&P 500 ETF (SPY) at 3.83%. This indicates that ACGL's price experiences larger fluctuations and is considered to be riskier than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.