SAMPO.HE vs. ACGL

Last updated Jun 5, 2026

SAMPO.HE (Sampo Oyj) and ACGL (Arch Capital Group Ltd.) are both stocks. Both operate in the Insurance - Diversified industry within the Financial Services sector. Over the past 10 years, SAMPO.HE returned 8.05%/yr vs 14.77%/yr for ACGL. At a 0.20 correlation, their price movements are largely independent.

Performance

SAMPO.HE vs. ACGL - Performance Comparison

The chart below illustrates the hypothetical performance of a €10,000 investment in Sampo Oyj (SAMPO.HE) and Arch Capital Group Ltd. (ACGL). The values are adjusted to include any dividend payments, if applicable.

Different Trading Currencies

SAMPO.HE is traded in EUR, while ACGL is traded in USD. To make them comparable, the ACGL values have been converted to EUR using the latest available exchange rates.

Returns By Period

In the year-to-date period, SAMPO.HE achieves a -10.81% return, which is significantly lower than ACGL's -3.07% return. Over the past 10 years, SAMPO.HE has underperformed ACGL with an annualized return of 8.05%, while ACGL has yielded a comparatively higher 14.77% annualized return.

SAMPO.HE

• 1D: -0.32%
• 1M: 1.07%
• YTD: -10.81%
• 6M: -7.49%
• 1Y: -1.61%
• 3Y*: 8.40%
• 5Y*: 10.96%
• 10Y*: 8.05%

ACGL

• 1D: 4.05%
• 1M: -1.81%
• YTD: -3.07%
• 6M: 0.46%
• 1Y: -4.21%
• 3Y*: 7.73%
• 5Y*: 20.63%
• 10Y*: 14.77%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SAMPO.HE vs. ACGL - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SAMPO.HE Sampo Oyj	-10.81%	36.30%	4.15%	-4.86%	22.75%	32.95%	-7.00%	10.24%	-11.19%	13.14%
ACGL Arch Capital Group Ltd.	-3.07%	-8.46%	39.40%	14.76%	49.99%	32.45%	-22.83%	64.14%	-7.54%	-7.74%

Correlation

The correlation between SAMPO.HE and ACGL is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.19
Correlation (5Y) Calculated over the trailing 5-year period	0.19
Correlation (10Y) Calculated over the trailing 10-year period	0.20
Correlation (All Time) Calculated using the full available price history since Aug 29, 2007	0.20

Return for Risk

SAMPO.HE vs. ACGL — Risk / Return Rank

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

SAMPO.HE

SAMPO.HE Risk / Return Rank: 34
SAMPO.HE Sharpe Ratio Rank: 37
SAMPO.HE Sortino Ratio Rank: 30
SAMPO.HE Omega Ratio Rank: 30
SAMPO.HE Calmar Ratio Rank: 37
SAMPO.HE Martin Ratio Rank: 37

ACGL

ACGL Risk / Return Rank: 31
ACGL Sharpe Ratio Rank: 34
ACGL Sortino Ratio Rank: 28
ACGL Omega Ratio Rank: 29
ACGL Calmar Ratio Rank: 33
ACGL Martin Ratio Rank: 31

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.

SAMPO.HE vs. ACGL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Sampo Oyj (SAMPO.HE) 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.

	SAMPO.HE	ACGL	Difference
Sharpe ratio: Return per unit of total volatility	-0.10	-0.19	+0.09
Sortino ratio: Return per unit of downside risk	-0.03	-0.12	+0.08
Omega ratio: Gain probability vs. loss probability	1.00	0.99	+0.01
Calmar ratio: Return relative to maximum drawdown	-0.12	-0.32	+0.20
Martin ratio: Return relative to average drawdown	-0.25	-0.61	+0.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SAMPO.HE vs. ACGL - Sharpe Ratio Comparison

The current SAMPO.HE Sharpe Ratio is -0.10, which is higher than the ACGL Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of SAMPO.HE 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.

Sharpe Ratios by Period

	SAMPO.HE	ACGL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.10	-0.19	+0.09
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.61	0.83	-0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.37	0.53	-0.16
Sharpe Ratio (All Time) Calculated using the full available price history	0.49	0.60	-0.11

Drawdowns

SAMPO.HE vs. ACGL - Drawdown Comparison

The maximum SAMPO.HE drawdown since its inception was -77.78%, which is greater than ACGL's maximum drawdown of -53.91%. Use the drawdown chart below to compare losses from any high point for SAMPO.HE and ACGL.

Drawdown Indicators

	SAMPO.HE	ACGL	Difference
Max Drawdown Largest peak-to-trough decline	-77.78%	-53.91%	-23.87%
Max Drawdown (1Y) Largest decline over 1 year	-13.55%	-13.29%	-0.26%
Max Drawdown (3Y) Largest decline over 3 years	-13.55%	-26.95%	+13.40%
Max Drawdown (5Y) Largest decline over 5 years	-19.17%	-26.95%	+7.78%
Max Drawdown (10Y) Largest decline over 10 years	-45.81%	-53.91%	+8.10%
Current Drawdown Current decline from peak	-10.81%	-20.48%	+9.67%
Average Drawdown Average peak-to-trough decline	-14.25%	-10.49%	-3.76%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.42%	6.97%	-0.55%

Volatility

SAMPO.HE vs. ACGL - Volatility Comparison

The current volatility for Sampo Oyj (SAMPO.HE) is 5.22%, while Arch Capital Group Ltd. (ACGL) has a volatility of 7.21%. This indicates that SAMPO.HE 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.

Volatility by Period

	SAMPO.HE	ACGL	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.22%	7.21%	-1.99%
Volatility (6M) Calculated over the trailing 6-month period	12.82%	15.59%	-2.77%
Volatility (1Y) Calculated over the trailing 1-year period	15.80%	21.90%	-6.10%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.05%	25.04%	-6.99%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	21.61%	27.99%	-6.38%

Dividends

SAMPO.HE vs. ACGL - Dividend Comparison

SAMPO.HE's dividend yield for the trailing twelve months is around 4.06%, while ACGL has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
SAMPO.HE Sampo Oyj	4.06%	3.29%	4.57%	6.56%	9.23%	3.86%	4.34%	7.22%	6.77%	5.02%	5.05%	4.15%

Financials

Frequently Asked Questions

Can I hold both SAMPO.HE and ACGL in my portfolio?

SAMPO.HE and ACGL have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.