PortfoliosLab logoPortfoliosLab logo
AG vs. ACGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AG vs. ACGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in First Majestic Silver Corp. (AG) and Arch Capital Group Ltd. (ACGL). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, AG achieves a -9.68% return, which is significantly lower than ACGL's 4.81% return. Over the past 10 years, AG has underperformed ACGL with an annualized return of -1.67%, while ACGL has yielded a comparatively higher 15.70% annualized return.


AG

1D
-4.21%
1M
-11.80%
6M
-27.79%
YTD
-9.68%
1Y
89.46%
3Y*
33.31%
5Y*
2.14%
10Y*
-1.67%
ALL TIME*
0.79%

ACGL

1D
-0.60%
1M
2.01%
6M
4.68%
YTD
4.81%
1Y
16.81%
3Y*
11.10%
5Y*
22.07%
10Y*
15.70%
ALL TIME*
13.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$213.28M$189.90M$217.00M
$178.27M$175.82M$226.19M

AG vs. ACGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AG
First Majestic Silver Corp.
-9.68%204.32%-10.47%-25.99%-24.73%-17.24%9.62%108.15%-12.61%-11.66%
ACGL
Arch Capital Group Ltd.
4.81%3.87%30.76%18.30%41.24%23.23%-15.90%60.52%-11.69%5.19%

Correlation

The correlation between AG and ACGL is -0.14, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

-0.14

Correlation (3Y)
Balances recent behavior with more history.

-0.04

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.04

Correlation (10Y)
Provides a long-term view across more market conditions.

0.03

Correlation (All Time)
Calculated using the full available price history since Dec 15, 2010

0.06

The correlation between AG and ACGL shifts across timeframes, from -0.14 (1 year) to 0.06 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AG:

$7.41B

ACGL:

$35.12B

EPS

AG:

$0.70

ACGL:

$12.85

PE Ratio

AG:

21.51

ACGL:

7.82

PEG Ratio

AG:

0.38

ACGL:

0.18

PS Ratio

AG:

4.54

ACGL:

1.91

PB Ratio

AG:

2.54

ACGL:

1.51

Total Revenue (TTM)

AG:

$1.64B

ACGL:

$19.20B

Gross Profit (TTM)

AG:

$863.95M

ACGL:

$6.56B

EBITDA (TTM)

AG:

$1.02B

ACGL:

$5.60B

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

AG vs. ACGL — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

AG
AG Risk / Return Rank: 7676
Overall Rank
AG Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
AG Sortino Ratio Rank: 7777
Sortino Ratio Rank
AG Omega Ratio Rank: 7575
Omega Ratio Rank
AG Calmar Ratio Rank: 7676
Calmar Ratio Rank
AG Martin Ratio Rank: 7373
Martin Ratio Rank

ACGL
ACGL Risk / Return Rank: 6767
Overall Rank
ACGL Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
ACGL Sortino Ratio Rank: 6363
Sortino Ratio Rank
ACGL Omega Ratio Rank: 6262
Omega Ratio Rank
ACGL Calmar Ratio Rank: 7070
Calmar Ratio Rank
ACGL Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

AG vs. ACGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for First Majestic Silver Corp. (AG) and Arch Capital Group Ltd. (ACGL). 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.


AGACGLDifference
Sharpe ratioReturn per unit of total volatility

+0.41

Sortino ratioReturn per unit of downside risk

+0.68

Omega ratioGain probability vs. loss probability

1.22

1.15

+0.08

Calmar ratioReturn relative to maximum drawdown

1.70

1.20

+0.50

Martin ratioReturn relative to average drawdown

3.35

3.11

+0.24

AG vs. ACGL - Sharpe Ratio Comparison

The current AG Sharpe Ratio is 1.20, which is higher than the ACGL Sharpe Ratio of 0.79. The chart below compares the historical Sharpe Ratios of AG and ACGL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

AG vs. ACGL - Drawdown Comparison

The maximum AG drawdown since its inception was -90.20%, which is greater than ACGL's maximum drawdown of -54.70%. Use the drawdown chart below to compare losses from any high point for AG and ACGL.


Loading charts...

Drawdown Indicators


AGACGLDifference

Max Drawdown

Largest peak-to-trough decline

-90.20%

-54.70%

-35.50%

Max Drawdown (1Y)

Largest decline over 1 year

-53.00%

-14.08%

-38.92%

Max Drawdown (3Y)

Largest decline over 3 years

-53.00%

-22.43%

-30.57%

Max Drawdown (5Y)

Largest decline over 5 years

-70.28%

-22.43%

-47.85%

Max Drawdown (10Y)

Largest decline over 10 years

-80.82%

-53.84%

-26.98%

Current Drawdown

Current decline from peak

-53.00%

-7.96%

-45.04%

Average Drawdown

Average peak-to-trough decline

-59.08%

-11.71%

-47.37%

Ulcer Index

Depth and duration of drawdowns from previous peaks

26.79%

5.41%

+21.38%

Volatility

AG vs. ACGL - Volatility Comparison

First Majestic Silver Corp. (AG) has a higher volatility of 18.02% compared to Arch Capital Group Ltd. (ACGL) at 8.78%. This indicates that AG's price experiences larger fluctuations and is considered to be riskier than ACGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


AGACGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

18.02%

8.78%

+9.24%

Volatility (6M)

Calculated over the trailing 6-month period

57.35%

16.73%

+40.62%

Volatility (1Y)

Calculated over the trailing 1-year period

74.97%

21.43%

+53.54%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

62.17%

24.61%

+37.56%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

61.87%

27.63%

+34.24%

Dividends

AG vs. ACGL - Dividend Comparison

AG's dividend yield for the trailing twelve months is around 0.24%, while ACGL has not paid dividends to shareholders.


PositionTTM20252024202320222021
ACGL
Arch Capital Group Ltd.
0.00%0.00%5.41%0.00%0.00%0.00%
AG
First Majestic Silver Corp.
0.24%0.12%0.33%0.34%0.31%0.14%

Financials

AG vs. ACGL - Financials Comparison

This section allows you to compare key financial metrics between First Majestic Silver Corp. and Arch Capital Group 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


Values in USD except per share items

AG vs. ACGL - Profitability Comparison

The chart below illustrates the profitability comparison between First Majestic Silver Corp. and Arch Capital Group Ltd. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

AG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, First Majestic Silver Corp. reported a gross profit of 266.81M and revenue of 415.50M. Therefore, the gross margin over that period was 64.2%.

ACGL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Arch Capital Group Ltd. reported a gross profit of -30.00M and revenue of 4.47B. Therefore, the gross margin over that period was -0.7%.

AG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, First Majestic Silver Corp. reported an operating income of 197.54M and revenue of 415.50M, resulting in an operating margin of 47.5%.

ACGL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Arch Capital Group Ltd. reported an operating income of 46.00M and revenue of 4.47B, resulting in an operating margin of 1.0%.

AG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, First Majestic Silver Corp. reported a net income of 109.43M and revenue of 415.50M, resulting in a net margin of 26.3%.

ACGL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Arch Capital Group Ltd. reported a net income of 1.06B and revenue of 4.47B, resulting in a net margin of 23.6%.


Frequently Asked Questions


AG and ACGL have a correlation of -0.14, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

AG has higher volatility (18.02%) compared to ACGL (8.78%). In terms of maximum drawdown, AG dropped -90.20% vs ACGL's -54.70%.

AG currently has the higher Sharpe Ratio (1.20 vs 0.79), 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

Find the right allocation for AG and ACGL

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