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.
Key characteristics
| ACGL | XLF | |
|---|---|---|
| YTD Return | 22.34% | 5.69% |
| 1Y Return | 28.06% | 21.15% |
| 3Y Return (Ann) | 31.46% | 5.78% |
| 5Y Return (Ann) | 22.89% | 9.93% |
| 10Y Return (Ann) | 16.90% | 12.94% |
| Sharpe Ratio | 1.27 | 1.74 |
| Daily Std Dev | 23.12% | 12.99% |
| Max Drawdown | -54.73% | -82.43% |
| Current Drawdown | -4.26% | -6.01% |
Correlation
The correlation between ACGL and XLF is 0.42, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Performance
ACGL vs. XLF - Performance Comparison
In the year-to-date period, ACGL achieves a 22.34% return, which is significantly higher than XLF's 5.69% return. Over the past 10 years, ACGL has outperformed XLF with an annualized return of 16.90%, while XLF has yielded a comparatively lower 12.94% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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 has not paid dividends to shareholders, while XLF's dividend yield for the trailing twelve months is around 1.62%.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACGL Arch Capital Group Ltd. | 0.00% | 0.00% | 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 | 1.62% | 1.71% | 2.04% | 1.63% | 2.03% | 1.87% | 2.08% | 1.48% | 1.63% | 2.40% | 1.98% | 1.81% |
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) has a higher volatility of 6.83% compared to Financial Select Sector SPDR Fund (XLF) at 3.85%. 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.