ACGL vs. TECL
ACGL (Arch Capital Group Ltd.) is a stock, while TECL (Direxion Daily Technology Bull 3X Shares) is Leveraged Equities fund tracking the Technology Select Sector Index (300%). Over the past 10 years, ACGL returned 15.66%/yr vs 52.52%/yr for TECL. At a 0.32 correlation, their price movements are largely independent.
Performance
ACGL vs. TECL - Performance Comparison
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Returns By Period
In the year-to-date period, ACGL achieves a -2.30% return, which is significantly lower than TECL's 79.13% return. Over the past 10 years, ACGL has underperformed TECL with an annualized return of 15.66%, while TECL has yielded a comparatively higher 52.52% annualized return.
ACGL
- 1D
- 1.81%
- 1M
- -2.69%
- YTD
- -2.30%
- 6M
- -3.35%
- 1Y
- 2.85%
- 3Y*
- 10.82%
- 5Y*
- 20.47%
- 10Y*
- 15.66%
TECL
- 1D
- -12.35%
- 1M
- 1.15%
- YTD
- 79.13%
- 6M
- 71.47%
- 1Y
- 169.88%
- 3Y*
- 65.84%
- 5Y*
- 33.78%
- 10Y*
- 52.52%
ACGL vs. TECL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACGL Arch Capital Group Ltd. | -2.30% | 3.87% | 30.76% | 18.30% | 41.24% | 23.23% | -15.90% | 60.52% | -11.69% | 5.19% |
TECL Direxion Daily Technology Bull 3X Shares | 79.13% | 38.60% | 36.15% | 203.14% | -74.32% | 112.80% | 69.46% | 185.58% | -24.03% | 124.82% |
Correlation
The correlation between ACGL and TECL is -0.34, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Dec 30, 2008 | 0.32 |
The correlation between ACGL and TECL shifts across timeframes, from -0.34 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
ACGL vs. TECL — Risk / Return Rank
ACGL
TECL
ACGL vs. TECL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGL) and Direxion Daily Technology Bull 3X Shares (TECL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ACGL | TECL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.30 | ||
| Sortino ratioReturn per unit of downside risk | -2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.34 | -0.30 |
| Calmar ratioReturn relative to maximum drawdown | 0.20 | 3.67 | -3.47 |
| Martin ratioReturn relative to average drawdown | 0.53 | 10.12 | -9.60 |
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Drawdowns
ACGL vs. TECL - Drawdown Comparison
The maximum ACGL drawdown since its inception was -54.70%, smaller than the maximum TECL drawdown of -77.96%. Use the drawdown chart below to compare losses from any high point for ACGL and TECL.
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Drawdown Indicators
| ACGL | TECL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.70% | -77.96% | +23.26% |
Max Drawdown (1Y)Largest decline over 1 year | -14.08% | -46.58% | +32.50% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -66.58% | +44.15% |
Max Drawdown (5Y)Largest decline over 5 years | -22.43% | -77.96% | +55.53% |
Max Drawdown (10Y)Largest decline over 10 years | -53.84% | -77.96% | +24.12% |
Current DrawdownCurrent decline from peak | -14.20% | -23.07% | +8.87% |
Average DrawdownAverage peak-to-trough decline | -11.72% | -18.38% | +6.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.44% | 16.85% | -11.41% |
Volatility
ACGL vs. TECL - Volatility Comparison
The current volatility for Arch Capital Group Ltd. (ACGL) is 6.99%, while Direxion Daily Technology Bull 3X Shares (TECL) has a volatility of 38.27%. This indicates that ACGL experiences smaller price fluctuations and is considered to be less risky than TECL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACGL | TECL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.99% | 38.27% | -31.28% |
Volatility (6M)Calculated over the trailing 6-month period | 14.83% | 59.36% | -44.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.70% | 70.05% | -49.35% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.53% | 75.49% | -50.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.55% | 73.01% | -45.46% |
Dividends
ACGL vs. TECL - Dividend Comparison
ACGL has not paid dividends to shareholders, while TECL's dividend yield for the trailing twelve months is around 3.97%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 |
|---|---|---|---|---|---|---|---|---|---|---|
ACGL Arch Capital Group Ltd. | 0.00% | 0.00% | 5.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
TECL Direxion Daily Technology Bull 3X Shares | 3.97% | 7.19% | 0.29% | 0.28% | 0.22% | 0.32% | 0.52% | 0.25% | 0.47% | 0.10% |
Frequently Asked Questions
ACGL and TECL have a correlation of -0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TECL has higher volatility (38.27%) compared to ACGL (6.99%). In terms of maximum drawdown, ACGL dropped -54.70% vs TECL's -77.96%.
TECL currently has the higher Sharpe Ratio (2.44 vs 0.14), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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