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SAMPO.HE vs. ACGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between SAMPO.HE and ACGL is 0.18, 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

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.

-15.00%-10.00%-5.00%0.00%5.00%SeptemberOctoberNovemberDecember2025February
-6.56%
-14.10%
SAMPO.HE
ACGL

Key characteristics

Sharpe Ratio

SAMPO.HE:

0.10

ACGL:

0.38

Sortino Ratio

SAMPO.HE:

0.25

ACGL:

0.68

Omega Ratio

SAMPO.HE:

1.03

ACGL:

1.09

Calmar Ratio

SAMPO.HE:

0.20

ACGL:

0.45

Martin Ratio

SAMPO.HE:

0.42

ACGL:

1.04

Ulcer Index

SAMPO.HE:

3.91%

ACGL:

8.40%

Daily Std Dev

SAMPO.HE:

15.68%

ACGL:

23.19%

Max Drawdown

SAMPO.HE:

-77.84%

ACGL:

-54.73%

Current Drawdown

SAMPO.HE:

-4.75%

ACGL:

-18.47%

Fundamentals

Market Cap

SAMPO.HE:

€21.80B

ACGL:

$33.38B

EPS

SAMPO.HE:

€0.45

ACGL:

$11.19

PE Ratio

SAMPO.HE:

18.00

ACGL:

7.93

PEG Ratio

SAMPO.HE:

2.00

ACGL:

2.24

Total Revenue (TTM)

SAMPO.HE:

€8.91B

ACGL:

$12.46B

Gross Profit (TTM)

SAMPO.HE:

€7.33B

ACGL:

$11.70B

EBITDA (TTM)

SAMPO.HE:

€1.54B

ACGL:

$3.42B

Returns By Period

In the year-to-date period, SAMPO.HE achieves a 2.31% return, which is significantly higher than ACGL's -3.57% return. Over the past 10 years, SAMPO.HE has underperformed ACGL with an annualized return of 6.05%, while ACGL has yielded a comparatively higher 16.82% annualized return.


SAMPO.HE

YTD

2.31%

1M

2.31%

6M

0.02%

1Y

1.62%

5Y*

7.93%

10Y*

6.05%

ACGL

YTD

-3.57%

1M

-6.14%

6M

-12.08%

1Y

10.55%

5Y*

14.78%

10Y*

16.82%

*Annualized

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

SAMPO.HE vs. ACGL — Risk-Adjusted Performance Rank

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

SAMPO.HE
The Risk-Adjusted Performance Rank of SAMPO.HE is 4747
Overall Rank
The Sharpe Ratio Rank of SAMPO.HE is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of SAMPO.HE is 3939
Sortino Ratio Rank
The Omega Ratio Rank of SAMPO.HE is 3838
Omega Ratio Rank
The Calmar Ratio Rank of SAMPO.HE is 5555
Calmar Ratio Rank
The Martin Ratio Rank of SAMPO.HE is 5151
Martin Ratio Rank

ACGL
The Risk-Adjusted Performance Rank of ACGL is 5757
Overall Rank
The Sharpe Ratio Rank of ACGL is 6060
Sharpe Ratio Rank
The Sortino Ratio Rank of ACGL is 5151
Sortino Ratio Rank
The Omega Ratio Rank of ACGL is 4949
Omega Ratio Rank
The Calmar Ratio Rank of ACGL is 6565
Calmar Ratio Rank
The Martin Ratio Rank of ACGL is 5858
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.

SAMPO.HE vs. ACGL - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for SAMPO.HE, currently valued at -0.05, compared to the broader market-2.000.002.00-0.050.30
The chart of Sortino ratio for SAMPO.HE, currently valued at 0.05, compared to the broader market-4.00-2.000.002.004.006.000.050.57
The chart of Omega ratio for SAMPO.HE, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.07
The chart of Calmar ratio for SAMPO.HE, currently valued at -0.05, compared to the broader market0.002.004.006.00-0.050.36
The chart of Martin ratio for SAMPO.HE, currently valued at -0.12, compared to the broader market-10.000.0010.0020.0030.00-0.120.80
SAMPO.HE
ACGL

The current SAMPO.HE Sharpe Ratio is 0.10, which is lower than the ACGL Sharpe Ratio of 0.38. The chart below compares the historical Sharpe Ratios of SAMPO.HE 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 Ratio0.000.501.001.502.00SeptemberOctoberNovemberDecember2025February
-0.05
0.30
SAMPO.HE
ACGL

Dividends

SAMPO.HE vs. ACGL - Dividend Comparison

SAMPO.HE's dividend yield for the trailing twelve months is around 4.47%, less than ACGL's 5.61% yield.


TTM20242023202220212020201920182017201620152014
SAMPO.HE
Sampo Oyj
4.47%4.57%6.56%9.23%3.86%4.34%7.22%6.77%5.02%5.05%4.15%4.25%
ACGL
Arch Capital Group Ltd.
5.61%5.41%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Drawdowns

SAMPO.HE vs. ACGL - Drawdown Comparison

The maximum SAMPO.HE drawdown since its inception was -77.84%, which is greater than ACGL's maximum drawdown of -54.73%. Use the drawdown chart below to compare losses from any high point for SAMPO.HE and ACGL. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-10.01%
-18.47%
SAMPO.HE
ACGL

Volatility

SAMPO.HE vs. ACGL - Volatility Comparison

The current volatility for Sampo Oyj (SAMPO.HE) is 5.71%, while Arch Capital Group Ltd. (ACGL) has a volatility of 6.83%. 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.


2.00%4.00%6.00%8.00%10.00%SeptemberOctoberNovemberDecember2025February
5.71%
6.83%
SAMPO.HE
ACGL

Financials

SAMPO.HE vs. ACGL - Financials Comparison

This section allows you to compare key financial metrics between Sampo Oyj 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


Please note, different currencies. SAMPO.HE values in EUR, ACGL values in USD
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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.

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