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ACU vs. AGO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ACU vs. AGO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Acme United Corporation (ACU) and Assured Guaranty Ltd. (AGO). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ACU achieves a 15.28% return, which is significantly higher than AGO's -12.23% return. Over the past 10 years, ACU has underperformed AGO with an annualized return of 11.80%, while AGO has yielded a comparatively higher 14.38% annualized return.


ACU

1D
2.33%
1M
9.39%
YTD
15.28%
6M
11.71%
1Y
20.84%
3Y*
23.92%
5Y*
2.38%
10Y*
11.80%

AGO

1D
1.97%
1M
1.63%
YTD
-12.23%
6M
-13.24%
1Y
-8.76%
3Y*
15.44%
5Y*
12.47%
10Y*
14.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ACU vs. AGO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ACU
Acme United Corporation
15.28%9.67%-11.61%100.21%-33.82%13.48%29.39%71.41%-37.83%-6.95%
AGO
Assured Guaranty Ltd.
-12.23%1.44%22.08%22.52%26.20%62.33%-33.94%30.12%14.95%-9.03%

Correlation

The correlation between ACU and AGO is 0.33, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.33

Correlation (3Y)
Calculated over the trailing 3-year period

0.26

Correlation (5Y)
Calculated over the trailing 5-year period

0.20

Correlation (10Y)
Calculated over the trailing 10-year period

0.14

Correlation (All Time)
Calculated using the full available price history since Apr 23, 2004

0.10

Over the past year, ACU and AGO have become more correlated (0.33) than their long-term average of 0.10, meaning their price movements have been converging.

Fundamentals

EPS

ACU:

$2.07

AGO:

$11.20

PE Ratio

ACU:

22.25

AGO:

6.98

PEG Ratio

ACU:

0.25

AGO:

0.06

PS Ratio

ACU:

1.26

AGO:

3.04

Total Revenue (TTM)

ACU:

$150.64M

AGO:

$951.00M

Gross Profit (TTM)

ACU:

$59.51M

AGO:

$663.00M

EBITDA (TTM)

ACU:

$17.53M

AGO:

$500.00M

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Return for Risk

ACU vs. AGO — Risk / Return Rank

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

ACU
ACU Risk / Return Rank: 6262
Overall Rank
ACU Sharpe Ratio Rank: 6464
Sharpe Ratio Rank
ACU Sortino Ratio Rank: 6060
Sortino Ratio Rank
ACU Omega Ratio Rank: 5656
Omega Ratio Rank
ACU Calmar Ratio Rank: 6464
Calmar Ratio Rank
ACU Martin Ratio Rank: 6565
Martin Ratio Rank

AGO
AGO Risk / Return Rank: 2323
Overall Rank
AGO Sharpe Ratio Rank: 2525
Sharpe Ratio Rank
AGO Sortino Ratio Rank: 2222
Sortino Ratio Rank
AGO Omega Ratio Rank: 2222
Omega Ratio Rank
AGO Calmar Ratio Rank: 2727
Calmar Ratio Rank
AGO Martin Ratio Rank: 2020
Martin Ratio Rank
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.

ACU vs. AGO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Acme United Corporation (ACU) and Assured Guaranty Ltd. (AGO). 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.


ACUAGODifference
Sharpe ratioReturn per unit of total volatility

+1.06

Sortino ratioReturn per unit of downside risk

+1.62

Omega ratioGain probability vs. loss probability

1.13

0.94

+0.19

Calmar ratioReturn relative to maximum drawdown

1.04

-0.44

+1.49

Martin ratioReturn relative to average drawdown

2.45

-1.04

+3.49

ACU vs. AGO - Sharpe Ratio Comparison

The current ACU Sharpe Ratio is 0.66, which is higher than the AGO Sharpe Ratio of -0.41. The chart below compares the historical Sharpe Ratios of ACU and AGO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

ACU vs. AGO - Drawdown Comparison

The maximum ACU drawdown since its inception was -91.05%, roughly equal to the maximum AGO drawdown of -90.18%. Use the drawdown chart below to compare losses from any high point for ACU and AGO.


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Drawdown Indicators


ACUAGODifference

Max Drawdown

Largest peak-to-trough decline

-91.05%

-90.18%

-0.87%

Max Drawdown (1Y)

Largest decline over 1 year

-20.05%

-19.84%

-0.21%

Max Drawdown (3Y)

Largest decline over 3 years

-32.71%

-21.83%

-10.88%

Max Drawdown (5Y)

Largest decline over 5 years

-51.48%

-30.23%

-21.25%

Max Drawdown (10Y)

Largest decline over 10 years

-52.47%

-61.48%

+9.01%

Current Drawdown

Current decline from peak

-4.64%

-16.06%

+11.42%

Average Drawdown

Average peak-to-trough decline

-38.91%

-19.83%

-19.08%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.53%

8.47%

+0.06%

Volatility

ACU vs. AGO - Volatility Comparison

Acme United Corporation (ACU) has a higher volatility of 7.21% compared to Assured Guaranty Ltd. (AGO) at 5.52%. This indicates that ACU's price experiences larger fluctuations and is considered to be riskier than AGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ACUAGODifference

Volatility (1M)

Calculated over the trailing 1-month period

7.21%

5.52%

+1.69%

Volatility (6M)

Calculated over the trailing 6-month period

19.59%

17.02%

+2.57%

Volatility (1Y)

Calculated over the trailing 1-year period

31.98%

21.65%

+10.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

40.38%

27.22%

+13.16%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

42.40%

33.95%

+8.45%

Dividends

ACU vs. AGO - Dividend Comparison

ACU's dividend yield for the trailing twelve months is around 1.39%, less than AGO's 1.84% yield.


PositionTTM20252024202320222021202020192018201720162015
ACU
Acme United Corporation
1.39%1.54%1.61%1.31%2.47%1.54%1.59%2.02%3.09%1.79%1.56%2.07%
AGO
Assured Guaranty Ltd.
1.84%1.51%1.38%1.50%1.61%1.75%2.54%1.47%1.67%1.68%1.38%1.82%

Financials

ACU vs. AGO - Financials Comparison

This section allows you to compare key financial metrics between Acme United Corporation and Assured Guaranty Ltd.. 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


0.00100.00M200.00M300.00M400.00M20222023202420252026
52.30K
261.00M
(ACU) Total Revenue
(AGO) Total Revenue
Values in USD except per share items

ACU vs. AGO - Profitability Comparison

The chart below illustrates the profitability comparison between Acme United Corporation and Assured Guaranty Ltd. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
39.7%
0
Portfolio components
ACU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Acme United Corporation reported a gross profit of 20.79K and revenue of 52.30K. Therefore, the gross margin over that period was 39.7%.

AGO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Assured Guaranty Ltd. reported a gross profit of 0.00 and revenue of 261.00M. Therefore, the gross margin over that period was 0.0%.

ACU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Acme United Corporation reported an operating income of 1.75K and revenue of 52.30K, resulting in an operating margin of 3.3%.

AGO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Assured Guaranty Ltd. reported an operating income of 0.00 and revenue of 261.00M, resulting in an operating margin of 0.0%.

ACU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Acme United Corporation reported a net income of 985.00 and revenue of 52.30K, resulting in a net margin of 1.9%.

AGO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Assured Guaranty Ltd. reported a net income of 88.00M and revenue of 261.00M, resulting in a net margin of 33.7%.


Frequently Asked Questions


ACU and AGO have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ACU has higher volatility (7.21%) compared to AGO (5.52%). In terms of maximum drawdown, ACU dropped -91.05% vs AGO's -90.18%.

ACU currently has the higher Sharpe Ratio (0.66 vs -0.41), 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.

Portfolio Optimizer

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