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GHC vs. ACGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

GHC vs. ACGL

Last updated May 12, 2025

Compare and contrast key facts about Graham Holdings Company (GHC) and Arch Capital Group Ltd. (ACGL).

Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: GHC or ACGL.

Correlation

The correlation between GHC and ACGL is 0.20, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Performance

GHC vs. ACGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Graham Holdings Company (GHC) and Arch Capital Group Ltd. (ACGL). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Daily Std Dev

GHC:

13.00%

ACGL:

16.57%

Max Drawdown

GHC:

-0.42%

ACGL:

-0.33%

Current Drawdown

GHC:

-0.42%

ACGL:

-0.02%

Fundamentals

Market Cap

GHC:

$4.23B

ACGL:

$35.43B

EPS

GHC:

$141.12

ACGL:

$9.75

PE Ratio

GHC:

6.88

ACGL:

9.70

PEG Ratio

GHC:

0.00

ACGL:

2.24

PS Ratio

GHC:

0.88

ACGL:

1.95

PB Ratio

GHC:

0.99

ACGL:

1.71

Total Revenue (TTM)

GHC:

$4.80B

ACGL:

$17.74B

Gross Profit (TTM)

GHC:

$1.42B

ACGL:

$17.42B

EBITDA (TTM)

GHC:

$1.24B

ACGL:

$4.03B

Returns By Period

GHC

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

ACGL

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

GHC vs. ACGL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
GHC
The Risk-Adjusted Performance Rank of GHC is 8484
Overall Rank
The Sharpe Ratio Rank of GHC is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of GHC is 8080
Sortino Ratio Rank
The Omega Ratio Rank of GHC is 7676
Omega Ratio Rank
The Calmar Ratio Rank of GHC is 9494
Calmar Ratio Rank
The Martin Ratio Rank of GHC is 8787
Martin Ratio Rank
ACGL
The Risk-Adjusted Performance Rank of ACGL is 4949
Overall Rank
The Sharpe Ratio Rank of ACGL is 5151
Sharpe Ratio Rank
The Sortino Ratio Rank of ACGL is 4444
Sortino Ratio Rank
The Omega Ratio Rank of ACGL is 4343
Omega Ratio Rank
The Calmar Ratio Rank of ACGL is 5454
Calmar Ratio Rank
The Martin Ratio Rank of ACGL is 5252
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

GHC vs. ACGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Graham Holdings Company (GHC) 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.

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Dividends

GHC vs. ACGL - Dividend Comparison

GHC's dividend yield for the trailing twelve months is around 0.73%, less than ACGL's 5.29% yield.

TTM20242023202220212020201920182017201620152014
GHC
Graham Holdings Company		0.73%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
ACGL
Arch Capital Group Ltd.		5.29%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

GHC vs. ACGL - Drawdown Comparison

The maximum GHC drawdown since its inception was -0.42%, which is greater than ACGL's maximum drawdown of -0.33%. Use the drawdown chart below to compare losses from any high point for GHC and ACGL. For additional features, visit the drawdowns tool.

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Volatility

GHC vs. ACGL - Volatility Comparison

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Financials

GHC vs. ACGL - Financials Comparison

This section allows you to compare key financial metrics between Graham Holdings Company 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

1.00B2.00B3.00B4.00B5.00B20212022202320242025
1.17B
4.62B
(GHC) Total Revenue
(ACGL) Total Revenue
Values in USD except per share items