PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
GHC vs. ACGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.2

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.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%JulyAugustSeptemberOctoberNovemberDecember
601.18%
3,952.65%
GHC
ACGL

Key characteristics

Sharpe Ratio

GHC:

1.02

ACGL:

1.33

Sortino Ratio

GHC:

1.66

ACGL:

1.85

Omega Ratio

GHC:

1.20

ACGL:

1.25

Calmar Ratio

GHC:

2.08

ACGL:

1.60

Martin Ratio

GHC:

5.70

ACGL:

5.24

Ulcer Index

GHC:

5.30%

ACGL:

5.72%

Daily Std Dev

GHC:

29.63%

ACGL:

22.51%

Max Drawdown

GHC:

-67.54%

ACGL:

-54.73%

Current Drawdown

GHC:

-8.59%

ACGL:

-16.69%

Fundamentals

Market Cap

GHC:

$3.88B

ACGL:

$34.06B

EPS

GHC:

$51.18

ACGL:

$14.90

PE Ratio

GHC:

17.48

ACGL:

6.08

PEG Ratio

GHC:

0.00

ACGL:

2.24

Total Revenue (TTM)

GHC:

$4.71B

ACGL:

$16.33B

Gross Profit (TTM)

GHC:

$1.31B

ACGL:

$15.19B

EBITDA (TTM)

GHC:

$706.26M

ACGL:

$4.57B

Returns By Period

In the year-to-date period, GHC achieves a 27.18% return, which is significantly lower than ACGL's 28.84% return. Over the past 10 years, GHC has underperformed ACGL with an annualized return of 6.30%, while ACGL has yielded a comparatively higher 17.03% annualized return.


GHC

YTD

27.18%

1M

-3.18%

6M

23.91%

1Y

29.63%

5Y*

7.39%

10Y*

6.30%

ACGL

YTD

28.84%

1M

-4.93%

6M

-6.09%

1Y

29.03%

5Y*

17.56%

10Y*

17.03%

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.


Sharpe ratio
The chart of Sharpe ratio for GHC, currently valued at 1.02, compared to the broader market-4.00-2.000.002.001.021.33
The chart of Sortino ratio for GHC, currently valued at 1.66, compared to the broader market-4.00-2.000.002.004.001.661.85
The chart of Omega ratio for GHC, currently valued at 1.20, compared to the broader market0.501.001.502.001.201.25
The chart of Calmar ratio for GHC, currently valued at 2.08, compared to the broader market0.002.004.006.002.081.60
The chart of Martin ratio for GHC, currently valued at 5.70, compared to the broader market-5.000.005.0010.0015.0020.0025.005.705.24
GHC
ACGL

The current GHC Sharpe Ratio is 1.02, which is comparable to the ACGL Sharpe Ratio of 1.33. The chart below compares the historical Sharpe Ratios of GHC and ACGL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.02
1.33
GHC
ACGL

Dividends

GHC vs. ACGL - Dividend Comparison

GHC's dividend yield for the trailing twelve months is around 0.78%, less than ACGL's 5.50% yield.


TTM2023202220212020201920182017201620152014
GHC
Graham Holdings Company
0.78%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.
5.50%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.


-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-8.59%
-16.69%
GHC
ACGL

Volatility

GHC vs. ACGL - Volatility Comparison

Graham Holdings Company (GHC) has a higher volatility of 8.34% compared to Arch Capital Group Ltd. (ACGL) at 6.48%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
8.34%
6.48%
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
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab