GHC vs. ACGL
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.
Performance
GHC vs. ACGL - Performance Comparison
Returns By Period
In the year-to-date period, GHC achieves a 34.16% return, which is significantly higher than ACGL's 30.38% return. Over the past 10 years, GHC has underperformed ACGL with an annualized return of 7.04%, while ACGL has yielded a comparatively higher 17.71% annualized return.
GHC
34.16%
14.01%
22.07%
49.65%
8.92%
7.04%
ACGL
30.38%
-10.78%
-4.12%
15.83%
18.53%
17.71%
Fundamentals
| GHC | ACGL | |
|---|---|---|
| Market Cap | $4.10B | $38.05B |
| EPS | $51.19 | $14.99 |
| PE Ratio | 18.49 | 6.75 |
| PEG Ratio | 0.00 | 2.24 |
| Total Revenue (TTM) | $4.71B | $16.33B |
| Gross Profit (TTM) | $1.77B | $15.19B |
| EBITDA (TTM) | $409.37M | $1.28B |
Key characteristics
| GHC | ACGL | |
|---|---|---|
| Sharpe Ratio | 1.70 | 0.73 |
| Sortino Ratio | 2.54 | 1.10 |
| Omega Ratio | 1.31 | 1.15 |
| Calmar Ratio | 3.43 | 0.93 |
| Martin Ratio | 9.76 | 2.75 |
| Ulcer Index | 5.11% | 6.23% |
| Daily Std Dev | 29.24% | 23.41% |
| Max Drawdown | -67.54% | -54.73% |
| Current Drawdown | -3.58% | -15.70% |
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Correlation
The correlation between GHC and ACGL is 0.24, 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.
Risk-Adjusted Performance
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.
Dividends
GHC vs. ACGL - Dividend Comparison
GHC's dividend yield for the trailing twelve months is around 0.74%, while ACGL has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
GHC Graham Holdings Company | 0.74% | 0.95% | 1.05% | 0.96% | 1.09% | 0.87% | 0.83% | 0.91% | 0.95% | 1.77% | 1.18% |
ACGL Arch Capital Group Ltd. | 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 -67.54%, which is greater than ACGL's maximum drawdown of -54.73%. Use the drawdown chart below to compare losses from any high point for GHC and ACGL. For additional features, visit the drawdowns tool.
Volatility
GHC vs. ACGL - Volatility Comparison
Graham Holdings Company (GHC) has a higher volatility of 14.94% compared to Arch Capital Group Ltd. (ACGL) at 10.26%. This indicates that GHC'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.
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.
Total Revenue: Total amount of money received from sales and other business activities