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 0.36, 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:
0.07
SPY:
0.51
ACGL:
0.27
SPY:
0.86
ACGL:
1.04
SPY:
1.13
ACGL:
0.08
SPY:
0.55
ACGL:
0.16
SPY:
2.26
ACGL:
10.71%
SPY:
4.55%
ACGL:
25.96%
SPY:
20.08%
ACGL:
-54.73%
SPY:
-55.19%
ACGL:
-16.98%
SPY:
-9.89%
Returns By Period
In the year-to-date period, ACGL achieves a -1.81% return, which is significantly higher than SPY's -5.76% return. Over the past 10 years, ACGL has outperformed SPY with an annualized return of 16.75%, while SPY has yielded a comparatively lower 11.99% annualized return.
ACGL
-1.81%
-5.47%
-9.44%
2.49%
32.26%
16.75%
SPY
-5.76%
-3.16%
-4.30%
10.76%
15.96%
11.99%
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Risk-Adjusted Performance
ACGL vs. SPY — Risk-Adjusted Performance Rank
ACGL
SPY
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 5.51%, more than SPY's 1.30% yield.
TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
SPY SPDR S&P 500 ETF | 1.30% | 1.21% | 1.40% | 1.65% | 1.20% | 1.52% | 1.75% | 2.04% | 1.80% | 2.03% | 2.06% | 1.87% |
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
The current volatility for Arch Capital Group Ltd. (ACGL) is 13.15%, while SPDR S&P 500 ETF (SPY) has a volatility of 15.12%. This indicates that ACGL experiences smaller price fluctuations and is considered to be less risky than SPY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.