SAMPO.HE vs. ACGL
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 29.21%/yr vs 15.94%/yr for ACGL. At a 0.20 correlation, their price movements are largely independent.
Performance
SAMPO.HE vs. ACGL - Performance Comparison
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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 -2.13% return, which is significantly lower than ACGL's 9.24% return. Over the past 10 years, SAMPO.HE has outperformed ACGL with an annualized return of 29.21%, while ACGL has yielded a comparatively lower 15.94% annualized return.
SAMPO.HE
- 1D
- 0.21%
- 1M
- 7.88%
- 6M
- 1.20%
- YTD
- -2.13%
- 1Y
- 6.87%
- 3Y*
- 19.64%
- 5Y*
- 21.85%
- 10Y*
- 29.21%
- ALL TIME*
- 37.97%
ACGL
- 1D
- 0.68%
- 1M
- 12.14%
- 6M
- 14.14%
- YTD
- 9.24%
- 1Y
- 17.35%
- 3Y*
- 8.25%
- 5Y*
- 23.52%
- 10Y*
- 15.94%
- ALL TIME*
- 16.11%
SAMPO.HE vs. ACGL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAMPO.HE Sampo Oyj | -2.13% | 36.23% | 28.76% | 1.05% | 41.30% | 60.69% | 14.39% | 52.77% | 16.23% | 42.89% |
ACGL Arch Capital Group Ltd. | 9.24% | -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 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2007 | 0.20 |
The correlation between SAMPO.HE and ACGL shifts across timeframes, from 0.18 (5 years) to 0.29 (1 year), reflecting how their relationship changes across market environments.
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Return for Risk
SAMPO.HE vs. ACGL — Risk / Return Rank
SAMPO.HE
ACGL
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.
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.
| SAMPO.HE | ACGL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.15 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 0.51 | 1.34 | -0.83 |
| Martin ratioReturn relative to average drawdown | 1.00 | 3.57 | -2.57 |
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Drawdowns
SAMPO.HE vs. ACGL - Drawdown Comparison
The maximum SAMPO.HE drawdown since its inception was -52.93%, roughly equal to the maximum ACGL drawdown of -53.91%. Use the drawdown chart below to compare losses from any high point for SAMPO.HE and ACGL.
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Drawdown Indicators
| SAMPO.HE | ACGL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.93% | -53.91% | +0.98% |
Max Drawdown (1Y)Largest decline over 1 year | -13.55% | -12.99% | -0.56% |
Max Drawdown (3Y)Largest decline over 3 years | -13.55% | -26.95% | +13.40% |
Max Drawdown (5Y)Largest decline over 5 years | -19.19% | -26.95% | +7.76% |
Max Drawdown (10Y)Largest decline over 10 years | -45.81% | -53.91% | +8.10% |
Current DrawdownCurrent decline from peak | -2.13% | -10.38% | +8.25% |
Average DrawdownAverage peak-to-trough decline | -6.11% | -10.37% | +4.26% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.87% | 4.87% | +2.00% |
Volatility
SAMPO.HE vs. ACGL - Volatility Comparison
The current volatility for Sampo Oyj (SAMPO.HE) is 4.14%, while Arch Capital Group Ltd. (ACGL) has a volatility of 7.80%. 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.
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Volatility by Period
| SAMPO.HE | ACGL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.14% | 7.80% | -3.66% |
Volatility (6M)Calculated over the trailing 6-month period | 12.90% | 16.72% | -3.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 16.43% | 21.88% | -5.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.97% | 25.00% | -1.03% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.76% | 28.08% | +3.68% |
Dividends
SAMPO.HE vs. ACGL - Dividend Comparison
SAMPO.HE's dividend yield for the trailing twelve months is around 3.70%, 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 | 3.70% | 3.29% | 22.84% | 22.73% | 20.49% | 19.30% | 21.71% | 36.63% | 33.85% | 25.11% | 25.23% | 20.74% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
SAMPO.HE and ACGL have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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