SGRP vs. ACGL
SGRP (SPAR Group, Inc.) and ACGL (Arch Capital Group Ltd.) are both stocks. SGRP operates in Specialty Business Services (Industrials), while ACGL operates in Insurance - Diversified (Financial Services). Over the past 10 years, SGRP returned -3.20%/yr vs 14.41%/yr for ACGL. At a 0.03 correlation, their price movements are largely independent.
Performance
SGRP vs. ACGL - Performance Comparison
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Returns By Period
The year-to-date returns for both investments are quite close, with SGRP having a -8.65% return and ACGL slightly higher at -8.37%. Over the past 10 years, SGRP has underperformed ACGL with an annualized return of -3.20%, while ACGL has yielded a comparatively higher 14.41% annualized return.
SGRP
- 1D
- -2.31%
- 1M
- 6.37%
- YTD
- -8.65%
- 6M
- -18.63%
- 1Y
- -28.46%
- 3Y*
- -16.70%
- 5Y*
- -13.24%
- 10Y*
- -3.20%
ACGL
- 1D
- 0.31%
- 1M
- -6.15%
- YTD
- -8.37%
- 6M
- -5.21%
- 1Y
- -8.28%
- 3Y*
- 9.24%
- 5Y*
- 18.45%
- 10Y*
- 14.41%
SGRP vs. ACGL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SGRP SPAR Group, Inc. | -8.65% | -59.23% | 92.08% | -22.31% | 5.69% | 6.96% | -11.54% | 142.54% | -56.42% | 23.00% |
ACGL Arch Capital Group Ltd. | -8.37% | 3.87% | 30.76% | 18.30% | 41.24% | 23.23% | -15.90% | 60.52% | -11.69% | 5.19% |
Correlation
The correlation between SGRP and ACGL is -0.05, 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 | -0.05 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.04 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.06 |
Correlation (All Time) Calculated using the full available price history since Mar 5, 1996 | 0.03 |
The correlation between SGRP and ACGL shifts across timeframes, from -0.05 (1 year) to 0.06 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SGRP:
$17.28M
ACGL:
$31.61B
SGRP:
-$1.04
ACGL:
$13.06
SGRP:
0.13
ACGL:
1.66
SGRP:
27.78
ACGL:
1.35
SGRP:
$136.10M
ACGL:
$19.70B
SGRP:
$21.69M
ACGL:
$8.44B
SGRP:
-$16.30M
ACGL:
$5.80B
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Return for Risk
SGRP vs. ACGL — Risk / Return Rank
SGRP
ACGL
SGRP vs. ACGL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for SPAR Group, Inc. (SGRP) 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.
| SGRP | ACGL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.18 | ||
| Sortino ratioReturn per unit of downside risk | -0.32 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.95 | -0.03 |
| Calmar ratioReturn relative to maximum drawdown | -0.47 | -0.59 | +0.12 |
| Martin ratioReturn relative to average drawdown | -0.87 | -1.39 | +0.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SGRP | ACGL | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.58 | -0.40 | -0.18 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | -0.20 | 0.76 | -0.96 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | -0.05 | 0.53 | -0.57 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.08 | 0.44 | -0.52 |
Drawdowns
SGRP vs. ACGL - Drawdown Comparison
The maximum SGRP drawdown since its inception was -99.23%, which is greater than ACGL's maximum drawdown of -54.70%. Use the drawdown chart below to compare losses from any high point for SGRP and ACGL.
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Drawdown Indicators
| SGRP | ACGL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.23% | -54.70% | -44.53% |
Max Drawdown (1Y)Largest decline over 1 year | -60.50% | -14.08% | -46.42% |
Max Drawdown (3Y)Largest decline over 3 years | -82.58% | -22.43% | -60.15% |
Max Drawdown (5Y)Largest decline over 5 years | -82.58% | -22.43% | -60.15% |
Max Drawdown (10Y)Largest decline over 10 years | -82.58% | -53.84% | -28.74% |
Current DrawdownCurrent decline from peak | -97.45% | -19.53% | -77.92% |
Average DrawdownAverage peak-to-trough decline | -92.16% | -11.72% | -80.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 32.70% | 6.12% | +26.58% |
Volatility
SGRP vs. ACGL - Volatility Comparison
SPAR Group, Inc. (SGRP) has a higher volatility of 14.13% compared to Arch Capital Group Ltd. (ACGL) at 5.62%. This indicates that SGRP'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
| SGRP | ACGL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 14.13% | 5.62% | +8.51% |
Volatility (6M)Calculated over the trailing 6-month period | 33.68% | 14.42% | +19.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 49.40% | 20.91% | +28.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 66.11% | 24.55% | +41.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.06% | 27.53% | +43.53% |
Dividends
SGRP vs. ACGL - Dividend Comparison
Neither SGRP nor ACGL has paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ACGL Arch Capital Group Ltd. | 0.00% | 0.00% | 5.41% |
SGRP SPAR Group, Inc. | 0.00% | 0.00% | 0.00% |
Financials
SGRP vs. ACGL - Financials Comparison
This section allows you to compare key financial metrics between SPAR Group, Inc. 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
SGRP vs. ACGL - Profitability Comparison
SGRP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, SPAR Group, Inc. reported a gross profit of -2.34M and revenue of 22.02M. Therefore, the gross margin over that period was -10.6%.
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%.
SGRP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, SPAR Group, Inc. reported an operating income of -12.73M and revenue of 22.02M, resulting in an operating margin of -57.8%.
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%.
SGRP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, SPAR Group, Inc. reported a net income of -16.32M and revenue of 22.02M, resulting in a net margin of -74.1%.
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
SGRP and ACGL have a correlation of -0.05, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SGRP has higher volatility (14.13%) compared to ACGL (5.62%). In terms of maximum drawdown, SGRP dropped -99.23% vs ACGL's -54.70%.
ACGL currently has the higher Sharpe Ratio (-0.40 vs -0.58), 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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