ACGLO vs. KKR

Last updated Jun 3, 2026

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 0.03%/yr vs 12.13%/yr for KKR. At a 0.27 correlation, their price movements are largely independent.

Performance

ACGLO vs. KKR - Performance Comparison

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

Returns By Period

In the year-to-date period, ACGLO achieves a -1.12% return, which is significantly higher than KKR's -25.63% return.

ACGLO

• 1D: -0.45%
• 1M: -3.19%
• YTD: -1.12%
• 6M: -3.63%
• 1Y: 3.06%
• 3Y*: -0.15%
• 5Y*: 0.03%
• 10Y*: —

KKR

• 1D: -0.59%
• 1M: -8.72%
• YTD: -25.63%
• 6M: -22.72%
• 1Y: -21.98%
• 3Y*: 21.61%
• 5Y*: 12.13%
• 10Y*: 23.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

ACGLO vs. KKR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ACGLO Arch Capital Group Ltd.	-1.12%	1.94%	-5.54%	24.84%	-16.13%	2.25%	8.35%	33.99%	-14.99%	4.16%
KKR KKR & Co. Inc.	-25.63%	-13.32%	79.65%	80.48%	-36.98%	85.76%	41.13%	51.57%	-4.28%	15.07%

Correlation

The correlation between ACGLO and KKR is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.24
Correlation (3Y) Calculated over the trailing 3-year period	0.27
Correlation (5Y) Calculated over the trailing 5-year period	0.31
Correlation (All Time) Calculated using the full available price history since Aug 16, 2017	0.27

Fundamentals

Market Cap ACGLO : $7.09B KKR : $90.13B
EPS ACGLO : $13.06 KKR : $3.10
PE Ratio ACGLO : 1.51 KKR : 30.44
PEG Ratio ACGLO : 0.03 KKR : 3.21
PS Ratio ACGLO : 0.37 KKR : 4.51
PB Ratio ACGLO : 0.30 KKR : 1.12
Total Revenue (TTM) ACGLO : $19.70B KKR : $19.99B
Gross Profit (TTM) ACGLO : $8.44B KKR : $8.35B
EBITDA (TTM) ACGLO : $5.80B KKR : $9.97B

Return for Risk

ACGLO vs. KKR — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

ACGLO

ACGLO Risk / Return Rank: 47
ACGLO Sharpe Ratio Rank: 53
ACGLO Sortino Ratio Rank: 43
ACGLO Omega Ratio Rank: 42
ACGLO Calmar Ratio Rank: 48
ACGLO Martin Ratio Rank: 49

KKR

KKR Risk / Return Rank: 18
KKR Sharpe Ratio Rank: 15
KKR Sortino Ratio Rank: 16
KKR Omega Ratio Rank: 16
KKR Calmar Ratio Rank: 23
KKR Martin Ratio Rank: 22

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	ACGLO	KKR	Difference
Sharpe ratio Return per unit of total volatility	0.36	-0.60	+0.96
Sortino ratio Return per unit of downside risk	0.57	-0.66	+1.23
Omega ratio Gain probability vs. loss probability	1.07	0.92	+0.15
Calmar ratio Return relative to maximum drawdown	0.35	-0.49	+0.83
Martin ratio Return relative to average drawdown	0.79	-0.92	+1.70
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ACGLO vs. KKR - Sharpe Ratio Comparison

The current ACGLO Sharpe Ratio is 0.36, which is higher than the KKR Sharpe Ratio of -0.60. The chart below compares the historical Sharpe Ratios of ACGLO and KKR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	ACGLO	KKR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.36	-0.60	+0.96
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.00	0.31	-0.31
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.64	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.20	0.54	-0.34

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.

Drawdown Indicators

	ACGLO	KKR	Difference
Max Drawdown Largest peak-to-trough decline	-36.16%	-53.10%	+16.94%
Max Drawdown (1Y) Largest decline over 1 year	-8.48%	-44.62%	+36.14%
Max Drawdown (3Y) Largest decline over 3 years	-16.38%	-49.42%	+33.04%
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 Drawdown Current decline from peak	-9.10%	-42.93%	+33.83%
Average Drawdown Average peak-to-trough decline	-4.77%	-16.15%	+11.38%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.72%	23.73%	-20.01%

Volatility

ACGLO vs. KKR - Volatility Comparison

The current volatility for Arch Capital Group Ltd. (ACGLO) is 2.06%, while KKR & Co. Inc. (KKR) has a volatility of 7.27%. 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.

Volatility by Period

	ACGLO	KKR	Difference
Volatility (1M) Calculated over the trailing 1-month period	2.06%	7.27%	-5.21%
Volatility (6M) Calculated over the trailing 6-month period	6.02%	29.15%	-23.13%
Volatility (1Y) Calculated over the trailing 1-year period	8.58%	36.62%	-28.04%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	13.48%	39.12%	-25.64%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	15.52%	36.59%	-21.07%

Dividends

ACGLO vs. KKR - Dividend Comparison

ACGLO's dividend yield for the trailing twelve months is around 6.91%, more than KKR's 0.79% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ACGLO Arch Capital Group Ltd.	6.91%	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.	0.79%	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 - Profitability Comparison

The chart below illustrates the profitability comparison between Arch Capital Group Ltd. and KKR & Co. Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

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

Can I hold both ACGLO and KKR in my portfolio?

ACGLO and KKR have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ACGLO or KKR?

KKR has higher volatility (7.27%) compared to ACGLO (2.06%). In terms of maximum drawdown, ACGLO dropped -36.16% vs KKR's -53.10%.

Which has better risk-adjusted returns?

ACGLO currently has the higher Sharpe Ratio (0.36 vs -0.60), 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.