ACGL vs. XLF
Compare and contrast key facts about Arch Capital Group Ltd. (ACGL) and Financial Select Sector SPDR Fund (XLF).
XLF is a passively managed fund by State Street that tracks the performance of the Financial Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ACGL or XLF.
Correlation
The correlation between ACGL and XLF 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.
Performance
ACGL vs. XLF - Performance Comparison
Key characteristics
ACGL:
0.07
XLF:
0.92
ACGL:
0.27
XLF:
1.37
ACGL:
1.04
XLF:
1.20
ACGL:
0.08
XLF:
1.20
ACGL:
0.16
XLF:
4.72
ACGL:
10.71%
XLF:
3.94%
ACGL:
25.96%
XLF:
20.15%
ACGL:
-54.73%
XLF:
-82.43%
ACGL:
-16.98%
XLF:
-7.66%
Returns By Period
In the year-to-date period, ACGL achieves a -1.81% return, which is significantly lower than XLF's -0.28% return. Over the past 10 years, ACGL has outperformed XLF with an annualized return of 16.75%, while XLF has yielded a comparatively lower 13.86% annualized return.
ACGL
-1.81%
-5.47%
-9.44%
2.49%
32.26%
16.75%
XLF
-0.28%
-4.49%
3.80%
19.30%
19.43%
13.86%
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Risk-Adjusted Performance
ACGL vs. XLF — Risk-Adjusted Performance Rank
ACGL
XLF
ACGL vs. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGL) and Financial Select Sector SPDR Fund (XLF). 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. XLF - Dividend Comparison
ACGL's dividend yield for the trailing twelve months is around 5.51%, more than XLF's 1.48% 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% |
XLF Financial Select Sector SPDR Fund | 1.48% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 2.40% | 1.98% |
Drawdowns
ACGL vs. XLF - Drawdown Comparison
The maximum ACGL drawdown since its inception was -54.73%, smaller than the maximum XLF drawdown of -82.43%. Use the drawdown chart below to compare losses from any high point for ACGL and XLF. For additional features, visit the drawdowns tool.
Volatility
ACGL vs. XLF - Volatility Comparison
Arch Capital Group Ltd. (ACGL) and Financial Select Sector SPDR Fund (XLF) have volatilities of 13.15% and 13.51%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.