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.
Key characteristics
| GHC | ACGL | |
|---|---|---|
| YTD Return | 17.71% | 52.27% |
| 1Y Return | 37.79% | 38.15% |
| 3Y Return (Ann) | 11.74% | 40.43% |
| 5Y Return (Ann) | 5.92% | 22.29% |
| 10Y Return (Ann) | 8.06% | 20.03% |
| Sharpe Ratio | 1.48 | 1.65 |
| Sortino Ratio | 2.12 | 2.20 |
| Omega Ratio | 1.26 | 1.29 |
| Calmar Ratio | 1.89 | 2.05 |
| Martin Ratio | 7.54 | 5.70 |
| Ulcer Index | 5.08% | 6.64% |
| Daily Std Dev | 25.92% | 22.90% |
| Max Drawdown | -67.54% | -54.73% |
| Current Drawdown | -0.92% | -1.54% |
Fundamentals
| GHC | ACGL | |
|---|---|---|
| Market Cap | $3.58B | $42.53B |
| EPS | $30.29 | $14.22 |
| PE Ratio | 26.88 | 7.95 |
| PEG Ratio | 0.00 | 2.24 |
| Total Revenue (TTM) | $3.50B | $11.78B |
| Gross Profit (TTM) | $960.66M | $10.64B |
| EBITDA (TTM) | $327.72M | $190.00M |
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.
Performance
GHC vs. ACGL - Performance Comparison
In the year-to-date period, GHC achieves a 17.71% return, which is significantly lower than ACGL's 52.27% return. Over the past 10 years, GHC has underperformed ACGL with an annualized return of 8.06%, while ACGL has yielded a comparatively higher 20.03% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
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 0.84%, while ACGL has not paid dividends to shareholders.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|
GHC Graham Holdings Company | 0.84% | 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
The current volatility for Graham Holdings Company (GHC) is 6.57%, while Arch Capital Group Ltd. (ACGL) has a volatility of 8.86%. This indicates that GHC experiences smaller price fluctuations and is considered to be less risky 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