ACGL vs. XLF
ACGL (Arch Capital Group Ltd.) is a stock, while XLF (State Street Financial Select Sector SPDR ETF) is Financials Equities fund tracking the Financial Select Sector Index. Over the past 10 years, ACGL returned 15.70%/yr vs 13.69%/yr for XLF. Their 0.42 correlation means their historical movements had little consistent relationship.
Performance
ACGL vs. XLF - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with ACGL having a 4.81% return and XLF slightly higher at 4.86%. Over the past 10 years, ACGL has outperformed XLF with an annualized return of 15.70%, while XLF has yielded a comparatively lower 13.69% annualized return.
ACGL
- 1D
- -0.60%
- 1M
- -1.63%
- 6M
- 4.68%
- YTD
- 4.81%
- 1Y
- 14.24%
- 3Y*
- 11.10%
- 5Y*
- 22.07%
- 10Y*
- 15.70%
- ALL TIME*
- 13.23%
XLF
- 1D
- -0.11%
- 1M
- 2.37%
- 6M
- 7.47%
- YTD
- 4.86%
- 1Y
- 12.50%
- 3Y*
- 19.11%
- 5Y*
- 11.20%
- 10Y*
- 13.69%
- ALL TIME*
- 6.09%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $213.28M | $189.90M | $217.00M | |
| $1.84B | $1.93B | $1.92B |
ACGL vs. XLF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACGL Arch Capital Group Ltd. | 4.81% | 3.87% | 30.76% | 18.30% | 41.24% | 23.23% | -15.90% | 60.52% | -11.69% | 5.19% |
XLF State Street Financial Select Sector SPDR ETF | 4.86% | 14.90% | 30.56% | 12.03% | -10.59% | 34.80% | -1.74% | 31.88% | -13.06% | 22.00% |
Correlation
The correlation between ACGL and XLF is 0.27, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.27 |
Correlation (3Y) Balances recent behavior with more history. | 0.41 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.48 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.54 |
Correlation (All Time) Calculated using the full available price history since Dec 22, 1998 | 0.42 |
The correlation between ACGL and XLF shifts across timeframes, from 0.27 (1 year) to 0.54 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
ACGL vs. XLF — Risk / Return Rank
ACGL
XLF
ACGL vs. XLF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGL) and State Street Financial Select Sector SPDR ETF (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.
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 | XLF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.08 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.15 | 1.13 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.20 | 0.71 | +0.49 |
| Martin ratioReturn relative to average drawdown | 3.11 | 1.80 | +1.31 |
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Drawdowns
ACGL vs. XLF - Drawdown Comparison
The maximum ACGL drawdown since its inception was -54.70%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for ACGL and XLF.
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Drawdown Indicators
| ACGL | XLF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -54.70% | -82.69% | +27.99% |
Max Drawdown (1Y)Largest decline over 1 year | -14.08% | -14.79% | +0.71% |
Max Drawdown (3Y)Largest decline over 3 years | -22.43% | -15.54% | -6.89% |
Max Drawdown (5Y)Largest decline over 5 years | -22.43% | -25.81% | +3.38% |
Max Drawdown (10Y)Largest decline over 10 years | -53.84% | -42.86% | -10.98% |
Current DrawdownCurrent decline from peak | -7.96% | -1.15% | -6.81% |
Average DrawdownAverage peak-to-trough decline | -11.71% | -19.92% | +8.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.41% | 5.79% | -0.38% |
Volatility
ACGL vs. XLF - Volatility Comparison
Arch Capital Group Ltd. (ACGL) has a higher volatility of 8.78% compared to State Street Financial Select Sector SPDR ETF (XLF) at 4.07%. This indicates that ACGL's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACGL | XLF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.78% | 4.07% | +4.71% |
Volatility (6M)Calculated over the trailing 6-month period | 16.73% | 11.10% | +5.63% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.43% | 14.77% | +6.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.61% | 18.45% | +6.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.63% | 22.08% | +5.55% |
Dividends
ACGL vs. XLF - Dividend Comparison
ACGL has not paid dividends to shareholders, while XLF's dividend yield for the trailing twelve months is around 1.42%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% | 0.00% | 0.00% |
XLF State Street Financial Select Sector SPDR ETF | 1.42% | 1.31% | 1.42% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 21.10% | 1.95% |
Frequently Asked Questions
ACGL and XLF have a correlation of 0.27, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ACGL has higher volatility (8.78%) compared to XLF (4.07%). In terms of maximum drawdown, ACGL dropped -54.70% vs XLF's -82.69%.
ACGL currently has the higher Sharpe Ratio (0.79 vs 0.71), 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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