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MRVL vs. ACGL
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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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Returns By Period

In the year-to-date period, MRVL achieves a 242.60% return, which is significantly higher than ACGL's -8.65% return. Over the past 10 years, MRVL has outperformed ACGL with an annualized return of 40.95%, while ACGL has yielded a comparatively lower 14.38% annualized return.


MRVL

1D
32.52%
1M
76.29%
YTD
242.60%
6M
213.43%
1Y
374.34%
3Y*
69.63%
5Y*
44.43%
10Y*
40.95%

ACGL

1D
-1.26%
1M
-6.61%
YTD
-8.65%
6M
-5.47%
1Y
-8.99%
3Y*
9.13%
5Y*
18.47%
10Y*
14.38%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MRVL vs. ACGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MRVL
Marvell Technology Group Ltd.
242.60%-22.82%83.79%63.68%-57.48%84.62%80.25%65.74%-23.62%56.89%
ACGL
Arch Capital Group Ltd.
-8.65%3.87%30.76%18.30%41.24%23.23%-15.90%60.52%-11.69%5.19%

Correlation

The correlation between MRVL and ACGL is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.18

Correlation (3Y)
Calculated over the trailing 3-year period

-0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.07

Correlation (10Y)
Calculated over the trailing 10-year period

0.15

Correlation (All Time)
Calculated using the full available price history since Jul 3, 2000

0.19

The correlation between MRVL and ACGL shifts across timeframes, from -0.18 (1 year) to 0.19 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MRVL:

$259.76B

ACGL:

$31.52B

EPS

MRVL:

$2.90

ACGL:

$13.06

PE Ratio

MRVL:

100.41

ACGL:

6.71

PEG Ratio

MRVL:

0.18

ACGL:

0.15

PS Ratio

MRVL:

29.10

ACGL:

1.66

PB Ratio

MRVL:

14.26

ACGL:

1.35

Total Revenue (TTM)

MRVL:

$8.72B

ACGL:

$19.70B

Gross Profit (TTM)

MRVL:

$4.41B

ACGL:

$8.44B

EBITDA (TTM)

MRVL:

$4.27B

ACGL:

$5.80B

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Return for Risk

MRVL vs. ACGL — Risk / Return Rank

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

MRVL
MRVL Risk / Return Rank: 9898
Overall Rank
MRVL Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
MRVL Sortino Ratio Rank: 9797
Sortino Ratio Rank
MRVL Omega Ratio Rank: 9797
Omega Ratio Rank
MRVL Calmar Ratio Rank: 9999
Calmar Ratio Rank
MRVL Martin Ratio Rank: 9898
Martin Ratio Rank

ACGL
ACGL Risk / Return Rank: 1919
Overall Rank
ACGL Sharpe Ratio Rank: 2222
Sharpe Ratio Rank
ACGL Sortino Ratio Rank: 2020
Sortino Ratio Rank
ACGL Omega Ratio Rank: 2020
Omega Ratio Rank
ACGL Calmar Ratio Rank: 2121
Calmar Ratio Rank
ACGL Martin Ratio Rank: 1212
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

MRVL vs. ACGL - Risk-Adjusted Trends 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.


MRVLACGLDifference

Sharpe ratio

Return per unit of total volatility

5.65

-0.43

+6.08

Sortino ratio

Return per unit of downside risk

4.99

-0.45

+5.45

Omega ratio

Gain probability vs. loss probability

1.66

0.94

+0.72

Calmar ratio

Return relative to maximum drawdown

14.58

-0.55

+15.14

Martin ratio

Return relative to average drawdown

34.01

-1.24

+35.25

MRVL vs. ACGL - Sharpe Ratio Comparison

The current MRVL Sharpe Ratio is 5.65, which is higher than the ACGL Sharpe Ratio of -0.43. The chart below compares the historical Sharpe Ratios of MRVL and ACGL, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


MRVLACGLDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

5.65

-0.43

+6.08

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.73

0.76

-0.02

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.80

0.52

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.44

-0.21

Drawdowns

MRVL vs. ACGL - Drawdown Comparison

The maximum MRVL drawdown since its inception was -91.60%, which is greater than ACGL's maximum drawdown of -54.70%. Use the drawdown chart below to compare losses from any high point for MRVL and ACGL.


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Drawdown Indicators


MRVLACGLDifference

Max Drawdown

Largest peak-to-trough decline

-91.60%

-54.70%

-36.90%

Max Drawdown (1Y)

Largest decline over 1 year

-26.36%

-14.08%

-12.28%

Max Drawdown (3Y)

Largest decline over 3 years

-60.79%

-22.43%

-38.36%

Max Drawdown (5Y)

Largest decline over 5 years

-61.88%

-22.43%

-39.45%

Max Drawdown (10Y)

Largest decline over 10 years

-61.88%

-53.84%

-8.04%

Current Drawdown

Current decline from peak

0.00%

-19.78%

+19.78%

Average Drawdown

Average peak-to-trough decline

-46.79%

-11.72%

-35.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.30%

6.29%

+5.01%

Volatility

MRVL vs. ACGL - Volatility Comparison

Marvell Technology Group Ltd. (MRVL) has a higher volatility of 32.98% compared to Arch Capital Group Ltd. (ACGL) at 5.59%. 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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Volatility by Period


MRVLACGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

32.98%

5.59%

+27.39%

Volatility (6M)

Calculated over the trailing 6-month period

50.42%

14.43%

+35.99%

Volatility (1Y)

Calculated over the trailing 1-year period

66.82%

20.95%

+45.87%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

60.90%

24.55%

+36.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

51.38%

27.54%

+23.84%

Dividends

MRVL vs. ACGL - Dividend Comparison

MRVL's dividend yield for the trailing twelve months is around 0.08%, while ACGL has not paid dividends to shareholders.


PositionTTM20252024202320222021202020192018201720162015
ACGL
Arch Capital Group Ltd.
0.00%0.00%5.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
MRVL
Marvell Technology Group Ltd.
0.08%0.28%0.22%0.40%0.65%0.21%0.50%0.90%1.48%1.12%1.73%2.72%

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


1.00B2.00B3.00B4.00B5.00B20222023202420252026
2.42B
4.36B
(MRVL) Total Revenue
(ACGL) Total Revenue
Values in USD except per share items

MRVL vs. ACGL - Profitability Comparison

The chart below illustrates the profitability comparison between Marvell Technology Group Ltd. and Arch Capital Group Ltd. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

10.0%20.0%30.0%40.0%50.0%20222023202420252026
52.2%
52.1%
Portfolio components
MRVL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Marvell Technology Group Ltd. reported a gross profit of 1.26B and revenue of 2.42B. Therefore, the gross margin over that period was 52.2%.

ACGL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Arch Capital Group Ltd. reported a gross profit of 2.27B and revenue of 4.36B. Therefore, the gross margin over that period was 52.1%.

MRVL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Marvell Technology Group Ltd. reported an operating income of 339.40M and revenue of 2.42B, resulting in an operating margin of 14.0%.

ACGL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Arch Capital Group Ltd. reported an operating income of 1.15B and revenue of 4.36B, resulting in an operating margin of 26.3%.

MRVL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Marvell Technology Group Ltd. reported a net income of 34.50M and revenue of 2.42B, resulting in a net margin of 1.4%.

ACGL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Arch Capital Group Ltd. reported a net income of 1.05B and revenue of 4.36B, resulting in a net margin of 24.0%.


Frequently Asked Questions


MRVL and ACGL have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MRVL has higher volatility (32.98%) compared to ACGL (5.59%). In terms of maximum drawdown, MRVL dropped -91.60% vs ACGL's -54.70%.

MRVL currently has the higher Sharpe Ratio (5.65 vs -0.43), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

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