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ACGLO vs. HIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between ACGLO and HIG is 0.16, 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.


-0.50.00.51.00.2

Performance

ACGLO vs. HIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Arch Capital Group Ltd. (ACGLO) and The Hartford Financial Services Group, Inc. (HIG). The values are adjusted to include any dividend payments, if applicable.

20.00%40.00%60.00%80.00%100.00%120.00%140.00%160.00%JulyAugustSeptemberOctoberNovemberDecember
30.69%
128.16%
ACGLO
HIG

Key characteristics

Sharpe Ratio

ACGLO:

-0.18

HIG:

1.96

Sortino Ratio

ACGLO:

-0.17

HIG:

2.53

Omega Ratio

ACGLO:

0.98

HIG:

1.38

Calmar Ratio

ACGLO:

-0.19

HIG:

3.06

Martin Ratio

ACGLO:

-0.47

HIG:

11.48

Ulcer Index

ACGLO:

4.14%

HIG:

3.50%

Daily Std Dev

ACGLO:

10.80%

HIG:

20.46%

Max Drawdown

ACGLO:

-36.16%

HIG:

-96.25%

Current Drawdown

ACGLO:

-9.36%

HIG:

-11.16%

Fundamentals

Market Cap

ACGLO:

$12.77B

HIG:

$31.61B

EPS

ACGLO:

$4.69

HIG:

$9.95

PE Ratio

ACGLO:

4.67

HIG:

10.96

Total Revenue (TTM)

ACGLO:

$16.33B

HIG:

$26.02B

Gross Profit (TTM)

ACGLO:

$15.19B

HIG:

$22.13B

EBITDA (TTM)

ACGLO:

$4.57B

HIG:

$4.65B

Returns By Period

In the year-to-date period, ACGLO achieves a -5.04% return, which is significantly lower than HIG's 38.63% return.


ACGLO

YTD

-5.04%

1M

-4.03%

6M

-0.80%

1Y

-3.01%

5Y*

1.83%

10Y*

N/A

HIG

YTD

38.63%

1M

-7.00%

6M

7.23%

1Y

40.93%

5Y*

15.11%

10Y*

12.41%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

ACGLO vs. HIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGLO) and The Hartford Financial Services Group, Inc. (HIG). 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.


Sharpe ratio
The chart of Sharpe ratio for ACGLO, currently valued at -0.18, compared to the broader market-4.00-2.000.002.00-0.181.96
The chart of Sortino ratio for ACGLO, currently valued at -0.17, compared to the broader market-4.00-2.000.002.004.00-0.172.53
The chart of Omega ratio for ACGLO, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.38
The chart of Calmar ratio for ACGLO, currently valued at -0.19, compared to the broader market0.002.004.006.00-0.193.06
The chart of Martin ratio for ACGLO, currently valued at -0.47, compared to the broader market-5.000.005.0010.0015.0020.0025.00-0.4711.48
ACGLO
HIG

The current ACGLO Sharpe Ratio is -0.18, which is lower than the HIG Sharpe Ratio of 1.96. The chart below compares the historical Sharpe Ratios of ACGLO and HIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00JulyAugustSeptemberOctoberNovemberDecember
-0.18
1.96
ACGLO
HIG

Dividends

ACGLO vs. HIG - Dividend Comparison

ACGLO's dividend yield for the trailing twelve months is around 4.73%, more than HIG's 1.76% yield.


TTM20232022202120202019201820172016201520142013
ACGLO
Arch Capital Group Ltd.
4.73%5.73%6.72%5.30%5.15%5.29%6.71%2.00%0.00%0.00%0.00%0.00%
HIG
The Hartford Financial Services Group, Inc.
1.76%2.17%2.08%2.08%2.65%1.97%2.47%1.67%1.80%1.79%1.58%1.38%

Drawdowns

ACGLO vs. HIG - Drawdown Comparison

The maximum ACGLO drawdown since its inception was -36.16%, smaller than the maximum HIG drawdown of -96.25%. Use the drawdown chart below to compare losses from any high point for ACGLO and HIG. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.36%
-11.16%
ACGLO
HIG

Volatility

ACGLO vs. HIG - Volatility Comparison

The current volatility for Arch Capital Group Ltd. (ACGLO) is 3.72%, while The Hartford Financial Services Group, Inc. (HIG) has a volatility of 6.37%. This indicates that ACGLO experiences smaller price fluctuations and is considered to be less risky than HIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.72%
6.37%
ACGLO
HIG

Financials

ACGLO vs. HIG - Financials Comparison

This section allows you to compare key financial metrics between Arch Capital Group Ltd. and The Hartford Financial Services Group, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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