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

Key characteristics


GHCACGL
YTD Return17.71%52.27%
1Y Return37.79%38.15%
3Y Return (Ann)11.74%40.43%
5Y Return (Ann)5.92%22.29%
10Y Return (Ann)8.06%20.03%
Sharpe Ratio1.481.65
Sortino Ratio2.122.20
Omega Ratio1.261.29
Calmar Ratio1.892.05
Martin Ratio7.545.70
Ulcer Index5.08%6.64%
Daily Std Dev25.92%22.90%
Max Drawdown-67.54%-54.73%
Current Drawdown-0.92%-1.54%

Fundamentals


GHCACGL
Market Cap$3.58B$42.53B
EPS$30.29$14.22
PE Ratio26.887.95
PEG Ratio0.002.24
Total Revenue (TTM)$3.50B$11.78B
Gross Profit (TTM)$960.66M$10.64B
EBITDA (TTM)$327.72M$190.00M

Correlation

-0.50.00.51.00.2

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.


-10.00%0.00%10.00%20.00%30.00%MayJuneJulyAugustSeptemberOctober
11.30%
23.85%
GHC
ACGL

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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.


GHC
Sharpe ratio
The chart of Sharpe ratio for GHC, currently valued at 1.48, compared to the broader market-4.00-2.000.002.001.48
Sortino ratio
The chart of Sortino ratio for GHC, currently valued at 2.12, compared to the broader market-4.00-2.000.002.004.002.12
Omega ratio
The chart of Omega ratio for GHC, currently valued at 1.26, compared to the broader market0.501.001.502.001.26
Calmar ratio
The chart of Calmar ratio for GHC, currently valued at 1.89, compared to the broader market0.002.004.006.001.89
Martin ratio
The chart of Martin ratio for GHC, currently valued at 7.54, compared to the broader market-30.00-20.00-10.000.0010.0020.007.54
ACGL
Sharpe ratio
The chart of Sharpe ratio for ACGL, currently valued at 1.65, compared to the broader market-4.00-2.000.002.001.65
Sortino ratio
The chart of Sortino ratio for ACGL, currently valued at 2.20, compared to the broader market-4.00-2.000.002.004.002.20
Omega ratio
The chart of Omega ratio for ACGL, currently valued at 1.29, compared to the broader market0.501.001.502.001.29
Calmar ratio
The chart of Calmar ratio for ACGL, currently valued at 2.05, compared to the broader market0.002.004.006.002.05
Martin ratio
The chart of Martin ratio for ACGL, currently valued at 5.70, compared to the broader market-30.00-20.00-10.000.0010.0020.005.70

GHC vs. ACGL - Sharpe Ratio Comparison

The current GHC Sharpe Ratio is 1.48, which roughly equals the ACGL Sharpe Ratio of 1.65. The chart below compares the historical Sharpe Ratios of GHC and ACGL, offering insights into how both instruments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.00MayJuneJulyAugustSeptemberOctober
1.48
1.65
GHC
ACGL

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.


TTM2023202220212020201920182017201620152014
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.


-15.00%-10.00%-5.00%0.00%MayJuneJulyAugustSeptemberOctober
-0.92%
-1.54%
GHC
ACGL

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.


4.00%6.00%8.00%10.00%12.00%MayJuneJulyAugustSeptemberOctober
6.57%
8.86%
GHC
ACGL

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



Values in USD except per share items