ACGLO vs. KKR
ACGLO (Arch Capital Group Ltd.) and KKR (KKR & Co. Inc.) are both stocks. Both are in the Financial Services sector — ACGLO in Insurance - Diversified, KKR in Asset Management. Over the past 5 years, ACGLO returned -0.36%/yr vs 9.19%/yr for KKR. At a 0.27 correlation, their price movements are largely independent.
Performance
ACGLO vs. KKR - Performance Comparison
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Returns By Period
In the year-to-date period, ACGLO achieves a -3.38% return, which is significantly higher than KKR's -28.82% return.
ACGLO
- 1D
- 0.26%
- 1M
- -3.07%
- YTD
- -3.38%
- 6M
- -3.19%
- 1Y
- -2.21%
- 3Y*
- 0.03%
- 5Y*
- -0.36%
- 10Y*
- —
KKR
- 1D
- -2.72%
- 1M
- -5.77%
- YTD
- -28.82%
- 6M
- -30.42%
- 1Y
- -32.23%
- 3Y*
- 18.90%
- 5Y*
- 9.19%
- 10Y*
- 24.45%
ACGLO vs. KKR - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ACGLO Arch Capital Group Ltd. | -3.38% | 1.94% | -5.54% | 24.84% | -16.13% | 2.25% | 8.35% | 33.99% | -14.99% | 5.52% |
KKR KKR & Co. Inc. | -28.82% | -13.32% | 79.65% | 80.48% | -36.98% | 85.76% | 41.13% | 51.57% | -4.28% | 13.96% |
Correlation
The correlation between ACGLO and KKR is 0.27, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.27 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2017 | 0.27 |
Fundamentals
ACGLO:
$6.81B
KKR:
$86.00B
ACGLO:
$13.06
KKR:
$3.10
ACGLO:
1.45
KKR:
29.05
ACGLO:
0.03
KKR:
3.06
ACGLO:
0.36
KKR:
4.30
ACGLO:
0.29
KKR:
1.06
ACGLO:
$19.70B
KKR:
$19.99B
ACGLO:
$8.44B
KKR:
$8.35B
ACGLO:
$5.80B
KKR:
$9.97B
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Return for Risk
ACGLO vs. KKR — Risk / Return Rank
ACGLO
KKR
ACGLO vs. KKR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGLO) and KKR & Co. Inc. (KKR). 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.
| ACGLO | KKR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.57 | ||
| Sortino ratioReturn per unit of downside risk | +0.76 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 0.87 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | -0.70 | +0.46 |
| Martin ratioReturn relative to average drawdown | -0.53 | -1.21 | +0.68 |
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Drawdowns
ACGLO vs. KKR - Drawdown Comparison
The maximum ACGLO drawdown since its inception was -36.16%, smaller than the maximum KKR drawdown of -53.10%. Use the drawdown chart below to compare losses from any high point for ACGLO and KKR.
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Drawdown Indicators
| ACGLO | KKR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.16% | -53.10% | +16.94% |
Max Drawdown (1Y)Largest decline over 1 year | -9.90% | -44.62% | +34.72% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | -49.42% | +34.34% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -49.42% | +29.84% |
Max Drawdown (10Y)Largest decline over 10 years | — | -49.42% | — |
Current DrawdownCurrent decline from peak | -11.18% | -45.38% | +34.20% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -16.27% | +11.46% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.38% | 25.62% | -21.24% |
Volatility
ACGLO vs. KKR - Volatility Comparison
The current volatility for Arch Capital Group Ltd. (ACGLO) is 2.44%, while KKR & Co. Inc. (KKR) has a volatility of 10.31%. This indicates that ACGLO experiences smaller price fluctuations and is considered to be less risky than KKR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| ACGLO | KKR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.44% | 10.31% | -7.87% |
Volatility (6M)Calculated over the trailing 6-month period | 6.24% | 29.45% | -23.21% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.71% | 37.23% | -28.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.50% | 39.27% | -25.77% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.48% | 36.57% | -21.09% |
Dividends
ACGLO vs. KKR - Dividend Comparison
ACGLO's dividend yield for the trailing twelve months is around 7.20%, more than KKR's 1.15% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ACGLO Arch Capital Group Ltd. | 7.20% | 6.72% | 6.42% | 5.72% | 6.71% | 5.30% | 5.14% | 5.28% | 6.70% | 2.00% | 0.00% | 0.00% |
KKR KKR & Co. Inc. | 1.15% | 0.57% | 0.47% | 0.78% | 1.31% | 0.77% | 1.31% | 1.71% | 3.23% | 3.18% | 4.16% | 10.13% |
Financials
ACGLO vs. KKR - Financials Comparison
This section allows you to compare key financial metrics between Arch Capital Group Ltd. and KKR & Co. 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.
Total Revenue: Total amount of money received from sales and other business activities
ACGLO vs. KKR - Profitability Comparison
ACGLO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Arch Capital Group Ltd. reported a gross profit of 2.27B and revenue of 4.36B. Therefore, the gross margin over that period was 52.1%.
KKR - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, KKR & Co. Inc. reported a gross profit of 3.98B and revenue of 4.00B. Therefore, the gross margin over that period was 99.5%.
ACGLO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Arch Capital Group Ltd. reported an operating income of 1.15B and revenue of 4.36B, resulting in an operating margin of 26.3%.
KKR - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, KKR & Co. Inc. reported an operating income of 205.35M and revenue of 4.00B, resulting in an operating margin of 5.1%.
ACGLO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Arch Capital Group Ltd. reported a net income of 1.05B and revenue of 4.36B, resulting in a net margin of 24.0%.
KKR - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, KKR & Co. Inc. reported a net income of 405.23M and revenue of 4.00B, resulting in a net margin of 10.1%.
Frequently Asked Questions
ACGLO and KKR 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.
KKR has higher volatility (10.31%) compared to ACGLO (2.44%). In terms of maximum drawdown, ACGLO dropped -36.16% vs KKR's -53.10%.
ACGLO currently has the higher Sharpe Ratio (-0.27 vs -0.84), 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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