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

Performance

PIPR vs. ACGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Piper Sandler Companies (PIPR) 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, PIPR achieves a -13.26% return, which is significantly lower than ACGL's 5.36% return. Over the past 10 years, PIPR has outperformed ACGL with an annualized return of 24.78%, while ACGL has yielded a comparatively lower 16.29% annualized return.


PIPR

1D
-1.82%
1M
-7.47%
6M
-18.42%
YTD
-13.26%
1Y
-2.12%
3Y*
31.32%
5Y*
21.93%
10Y*
24.78%

ACGL

1D
-0.63%
1M
10.90%
6M
6.18%
YTD
5.36%
1Y
15.05%
3Y*
11.87%
5Y*
22.52%
10Y*
16.29%
*Multi-year figures are annualized to reflect compound growth (CAGR)

PIPR vs. ACGL - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
PIPR
Piper Sandler Companies
-13.26%15.52%74.24%37.78%-23.41%85.33%29.64%23.88%-20.69%21.22%
ACGL
Arch Capital Group Ltd.
5.36%3.87%30.76%18.30%41.24%23.23%-15.90%60.52%-11.69%5.19%

Correlation

The correlation between PIPR and ACGL is 0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

0.04

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

0.17

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

0.27

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

0.36

Correlation (All Time)
Calculated using the full available price history since Jan 2, 2004

0.39

Over the past year, the correlation between PIPR and ACGL has dropped to 0.04 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

PIPR:

$4.87B

ACGL:

$35.31B

EPS

PIPR:

$3.95

ACGL:

$13.15

PE Ratio

PIPR:

18.24

ACGL:

7.69

PEG Ratio

PIPR:

1.21

ACGL:

0.17

PS Ratio

PIPR:

2.57

ACGL:

1.90

PB Ratio

PIPR:

3.83

ACGL:

1.56

Total Revenue (TTM)

PIPR:

$2.00B

ACGL:

$19.70B

Gross Profit (TTM)

PIPR:

$1.95B

ACGL:

$8.44B

EBITDA (TTM)

PIPR:

$455.82M

ACGL:

$5.80B

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Return for Risk

PIPR vs. ACGL — Risk / Return Rank

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

PIPR
PIPR Risk / Return Rank: 4040
Overall Rank
PIPR Sharpe Ratio Rank: 4242
Sharpe Ratio Rank
PIPR Sortino Ratio Rank: 3737
Sortino Ratio Rank
PIPR Omega Ratio Rank: 3737
Omega Ratio Rank
PIPR Calmar Ratio Rank: 4343
Calmar Ratio Rank
PIPR Martin Ratio Rank: 4242
Martin Ratio Rank

ACGL
ACGL Risk / Return Rank: 6565
Overall Rank
ACGL Sharpe Ratio Rank: 6868
Sharpe Ratio Rank
ACGL Sortino Ratio Rank: 6161
Sortino Ratio Rank
ACGL Omega Ratio Rank: 5959
Omega Ratio Rank
ACGL Calmar Ratio Rank: 6666
Calmar Ratio Rank
ACGL Martin Ratio Rank: 6969
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.

PIPR vs. ACGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Piper Sandler Companies (PIPR) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


PIPRACGLDifference
Sharpe ratioReturn per unit of total volatility

-0.74

Sortino ratioReturn per unit of downside risk

-0.89

Omega ratioGain probability vs. loss probability

1.02

1.13

-0.11

Calmar ratioReturn relative to maximum drawdown

-0.09

1.01

-1.10

Martin ratioReturn relative to average drawdown

-0.19

2.61

-2.80

PIPR vs. ACGL - Sharpe Ratio Comparison

The current PIPR Sharpe Ratio is -0.06, which is lower than the ACGL Sharpe Ratio of 0.68. The chart below compares the historical Sharpe Ratios of PIPR 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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Drawdowns

PIPR vs. ACGL - Drawdown Comparison

The maximum PIPR drawdown since its inception was -76.97%, which is greater than ACGL's maximum drawdown of -54.70%. Use the drawdown chart below to compare losses from any high point for PIPR and ACGL.


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Drawdown Indicators


PIPRACGLDifference

Max Drawdown

Largest peak-to-trough decline

-76.97%

-54.70%

-22.27%

Max Drawdown (1Y)

Largest decline over 1 year

-24.56%

-14.08%

-10.48%

Max Drawdown (3Y)

Largest decline over 3 years

-38.78%

-22.43%

-16.35%

Max Drawdown (5Y)

Largest decline over 5 years

-42.30%

-22.43%

-19.87%

Max Drawdown (10Y)

Largest decline over 10 years

-63.02%

-53.84%

-9.18%

Current Drawdown

Current decline from peak

-22.06%

-7.47%

-14.59%

Average Drawdown

Average peak-to-trough decline

-30.56%

-11.72%

-18.84%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.45%

5.43%

+6.02%

Volatility

PIPR vs. ACGL - Volatility Comparison

Piper Sandler Companies (PIPR) has a higher volatility of 11.17% compared to Arch Capital Group Ltd. (ACGL) at 6.08%. This indicates that PIPR'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


PIPRACGLDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.17%

6.08%

+5.09%

Volatility (6M)

Calculated over the trailing 6-month period

27.76%

15.58%

+12.18%

Volatility (1Y)

Calculated over the trailing 1-year period

35.06%

20.84%

+14.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.41%

24.51%

+10.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

36.54%

27.56%

+8.98%

Dividends

PIPR vs. ACGL - Dividend Comparison

PIPR's dividend yield for the trailing twelve months is around 2.74%, while ACGL has not paid dividends to shareholders.


PositionTTM202520242023202220212020201920182017
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%
PIPR
Piper Sandler Companies
2.74%1.68%1.17%2.09%5.30%3.81%1.98%1.88%4.74%1.45%

Financials

PIPR vs. ACGL - Financials Comparison

This section allows you to compare key financial metrics between Piper Sandler Companies 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


0.001.00B2.00B3.00B4.00B5.00BJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
475.15M
4.36B
(PIPR) Total Revenue
(ACGL) Total Revenue
Values in USD except per share items

PIPR vs. ACGL - Profitability Comparison

The chart below illustrates the profitability comparison between Piper Sandler Companies 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

20.0%40.0%60.0%80.0%100.0%JulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober2026
96.1%
52.1%
Portfolio components
PIPR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Piper Sandler Companies reported a gross profit of 456.39M and revenue of 475.15M. Therefore, the gross margin over that period was 96.1%.

ACGL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.

PIPR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Piper Sandler Companies reported an operating income of 88.67M and revenue of 475.15M, resulting in an operating margin of 18.7%.

ACGL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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%.

PIPR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Piper Sandler Companies reported a net income of 65.24M and revenue of 475.15M, resulting in a net margin of 13.7%.

ACGL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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


PIPR and ACGL have a correlation of 0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

PIPR has higher volatility (11.17%) compared to ACGL (6.08%). In terms of maximum drawdown, PIPR dropped -76.97% vs ACGL's -54.70%.

ACGL currently has the higher Sharpe Ratio (0.68 vs -0.06), 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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