ACGLO vs. VOO
ACGLO (Arch Capital Group Ltd.) is a stock, while VOO (Vanguard S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index. Over the past 5 years, ACGLO returned -0.36%/yr vs 12.90%/yr for VOO. At a 0.32 correlation, their price movements are largely independent.
Performance
ACGLO vs. VOO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, ACGLO achieves a -3.38% return, which is significantly lower than VOO's 7.53% return.
ACGLO
- 1D
- 0.26%
- 1M
- -3.07%
- YTD
- -3.38%
- 6M
- -3.19%
- 1Y
- -2.21%
- 3Y*
- 0.03%
- 5Y*
- -0.36%
- 10Y*
- —
VOO
- 1D
- -0.52%
- 1M
- -3.35%
- YTD
- 7.53%
- 6M
- 6.22%
- 1Y
- 19.99%
- 3Y*
- 20.26%
- 5Y*
- 12.90%
- 10Y*
- 15.54%
ACGLO vs. VOO - 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% |
VOO Vanguard S&P 500 ETF | 7.53% | 17.82% | 24.98% | 26.32% | -18.17% | 28.79% | 18.32% | 31.37% | -4.50% | 9.41% |
Correlation
The correlation between ACGLO and VOO is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.36 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (All Time) Calculated using the full available price history since Aug 15, 2017 | 0.32 |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
ACGLO vs. VOO — Risk / Return Rank
ACGLO
VOO
ACGLO vs. VOO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Arch Capital Group Ltd. (ACGLO) and Vanguard S&P 500 ETF (VOO). 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 | VOO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.94 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.30 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | -0.24 | 2.32 | -2.56 |
| Martin ratioReturn relative to average drawdown | -0.53 | 10.21 | -10.75 |
Loading charts...
Drawdowns
ACGLO vs. VOO - Drawdown Comparison
The maximum ACGLO drawdown since its inception was -36.16%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for ACGLO and VOO.
Loading charts...
Drawdown Indicators
| ACGLO | VOO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -36.16% | -33.99% | -2.17% |
Max Drawdown (1Y)Largest decline over 1 year | -9.90% | -8.90% | -1.00% |
Max Drawdown (3Y)Largest decline over 3 years | -15.08% | -18.69% | +3.61% |
Max Drawdown (5Y)Largest decline over 5 years | -19.58% | -24.52% | +4.94% |
Max Drawdown (10Y)Largest decline over 10 years | — | -33.99% | — |
Current DrawdownCurrent decline from peak | -11.18% | -3.73% | -7.45% |
Average DrawdownAverage peak-to-trough decline | -4.81% | -3.68% | -1.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.38% | 2.02% | +2.36% |
Volatility
ACGLO vs. VOO - Volatility Comparison
The current volatility for Arch Capital Group Ltd. (ACGLO) is 2.44%, while Vanguard S&P 500 ETF (VOO) has a volatility of 4.76%. This indicates that ACGLO experiences smaller price fluctuations and is considered to be less risky than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| ACGLO | VOO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 2.44% | 4.76% | -2.32% |
Volatility (6M)Calculated over the trailing 6-month period | 6.24% | 9.78% | -3.54% |
Volatility (1Y)Calculated over the trailing 1-year period | 8.71% | 12.40% | -3.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 13.50% | 16.90% | -3.40% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 15.48% | 18.01% | -2.53% |
Dividends
ACGLO vs. VOO - Dividend Comparison
ACGLO's dividend yield for the trailing twelve months is around 7.20%, more than VOO's 1.36% 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% |
VOO Vanguard S&P 500 ETF | 1.36% | 1.13% | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% |
Frequently Asked Questions
ACGLO and VOO have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
VOO has higher volatility (4.76%) compared to ACGLO (2.44%). In terms of maximum drawdown, ACGLO dropped -36.16% vs VOO's -33.99%.
VOO currently has the higher Sharpe Ratio (1.67 vs -0.27), 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.
Find the right allocation for ACGLO and VOO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer