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

Correlation

The correlation between MRVL and ACGL is 0.43, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

MRVL vs. ACGL - Performance Comparison

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

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Key characteristics

Sharpe Ratio

MRVL:

-0.24

ACGL:

-0.04

Sortino Ratio

MRVL:

0.17

ACGL:

0.19

Omega Ratio

MRVL:

1.02

ACGL:

1.02

Calmar Ratio

MRVL:

-0.26

ACGL:

0.01

Martin Ratio

MRVL:

-0.61

ACGL:

0.02

Ulcer Index

MRVL:

25.73%

ACGL:

11.38%

Daily Std Dev

MRVL:

71.51%

ACGL:

26.00%

Max Drawdown

MRVL:

-91.59%

ACGL:

-54.73%

Current Drawdown

MRVL:

-51.22%

ACGL:

-13.76%

Fundamentals

Market Cap

MRVL:

$54.04B

ACGL:

$35.66B

EPS

MRVL:

-$1.02

ACGL:

$9.75

PEG Ratio

MRVL:

1.52

ACGL:

2.24

PS Ratio

MRVL:

9.37

ACGL:

1.96

PB Ratio

MRVL:

4.10

ACGL:

1.71

Total Revenue (TTM)

MRVL:

$4.61B

ACGL:

$17.74B

Gross Profit (TTM)

MRVL:

$1.85B

ACGL:

$17.42B

EBITDA (TTM)

MRVL:

-$213.40M

ACGL:

$4.03B

Returns By Period

In the year-to-date period, MRVL achieves a -44.30% return, which is significantly lower than ACGL's 1.99% return. Over the past 10 years, MRVL has outperformed ACGL with an annualized return of 17.85%, while ACGL has yielded a comparatively lower 16.51% annualized return.


MRVL

YTD

-44.30%

1M

18.80%

6M

-31.14%

1Y

-17.25%

3Y*

4.80%

5Y*

16.63%

10Y*

17.85%

ACGL

YTD

1.99%

1M

1.75%

6M

-1.57%

1Y

-1.11%

3Y*

29.68%

5Y*

29.26%

10Y*

16.51%

*Annualized

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Marvell Technology Group Ltd.

Arch Capital Group Ltd.

Risk-Adjusted Performance

MRVL vs. ACGL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

MRVL
The Risk-Adjusted Performance Rank of MRVL is 3838
Overall Rank
The Sharpe Ratio Rank of MRVL is 3838
Sharpe Ratio Rank
The Sortino Ratio Rank of MRVL is 4040
Sortino Ratio Rank
The Omega Ratio Rank of MRVL is 4040
Omega Ratio Rank
The Calmar Ratio Rank of MRVL is 3434
Calmar Ratio Rank
The Martin Ratio Rank of MRVL is 3737
Martin Ratio Rank

ACGL
The Risk-Adjusted Performance Rank of ACGL is 4747
Overall Rank
The Sharpe Ratio Rank of ACGL is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of ACGL is 4141
Sortino Ratio Rank
The Omega Ratio Rank of ACGL is 4141
Omega Ratio Rank
The Calmar Ratio Rank of ACGL is 5151
Calmar Ratio Rank
The Martin Ratio Rank of ACGL is 5151
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.

MRVL vs. ACGL - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Marvell Technology Group Ltd. (MRVL) 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.


The current MRVL Sharpe Ratio is -0.24, which is lower than the ACGL Sharpe Ratio of -0.04. The chart below compares the historical Sharpe Ratios of MRVL 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.


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Dividends

MRVL vs. ACGL - Dividend Comparison

MRVL's dividend yield for the trailing twelve months is around 0.39%, less than ACGL's 5.31% yield.


TTM20242023202220212020201920182017201620152014
MRVL
Marvell Technology Group Ltd.
0.39%0.22%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%1.66%
ACGL
Arch Capital Group Ltd.
5.31%5.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

MRVL vs. ACGL - Drawdown Comparison

The maximum MRVL drawdown since its inception was -91.59%, which is greater than ACGL's maximum drawdown of -54.73%. Use the drawdown chart below to compare losses from any high point for MRVL and ACGL. For additional features, visit the drawdowns tool.


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Volatility

MRVL vs. ACGL - Volatility Comparison

Marvell Technology Group Ltd. (MRVL) has a higher volatility of 16.48% compared to Arch Capital Group Ltd. (ACGL) at 7.59%. This indicates that MRVL'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.


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Financials

MRVL vs. ACGL - Financials Comparison

This section allows you to compare key financial metrics between Marvell Technology Group Ltd. 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


1.00B2.00B3.00B4.00B5.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
1.82B
4.62B
(MRVL) Total Revenue
(ACGL) Total Revenue
Values in USD except per share items