WLFC vs. ACGL
WLFC (Willis Lease Finance Corporation) and ACGL (Arch Capital Group Ltd.) are both stocks. WLFC operates in Rental & Leasing Services (Industrials), while ACGL operates in Insurance - Diversified (Financial Services). Over the past 10 years, WLFC returned 23.73%/yr vs 15.70%/yr for ACGL. Their 0.11 correlation means their historical movements had little consistent relationship.
Performance
WLFC vs. ACGL - Performance Comparison
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Returns By Period
In the year-to-date period, WLFC achieves a 58.36% return, which is significantly higher than ACGL's 4.81% return. Over the past 10 years, WLFC has outperformed ACGL with an annualized return of 23.73%, while ACGL has yielded a comparatively lower 15.70% annualized return.
WLFC
- 1D
- -1.64%
- 1M
- -5.53%
- 6M
- 17.84%
- YTD
- 58.36%
- 1Y
- 59.86%
- 3Y*
- 72.77%
- 5Y*
- 39.62%
- 10Y*
- 23.73%
- ALL TIME*
- 10.46%
ACGL
- 1D
- -0.60%
- 1M
- -1.63%
- 6M
- 4.68%
- YTD
- 4.81%
- 1Y
- 14.24%
- 3Y*
- 11.10%
- 5Y*
- 22.07%
- 10Y*
- 15.70%
- ALL TIME*
- 13.23%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $213.28M | $189.90M | $217.00M | |
| $15.29M | $22.53M | $26.68M |
WLFC vs. ACGL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WLFC Willis Lease Finance Corporation | 58.36% | -34.14% | 332.92% | -17.17% | 56.73% | 23.60% | -48.29% | 70.26% | 38.57% | -2.38% |
ACGL Arch Capital Group Ltd. | 4.81% | 3.87% | 30.76% | 18.30% | 41.24% | 23.23% | -15.90% | 60.52% | -11.69% | 5.19% |
Correlation
The correlation between WLFC and ACGL is 0.01, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.01 |
Correlation (3Y) Balances recent behavior with more history. | 0.06 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.12 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.19 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 1996 | 0.11 |
The correlation between WLFC and ACGL shifts across timeframes, from 0.01 (1 year) to 0.19 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
WLFC:
$5.11B
ACGL:
$35.12B
WLFC:
$16.95
ACGL:
$12.85
WLFC:
4.21
ACGL:
7.82
WLFC:
0.00
ACGL:
0.18
WLFC:
0.67
ACGL:
1.91
WLFC:
0.74
ACGL:
1.51
WLFC:
$757.62M
ACGL:
$19.20B
WLFC:
$405.87M
ACGL:
$6.56B
WLFC:
$416.98M
ACGL:
$5.60B
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Return for Risk
WLFC vs. ACGL — Risk / Return Rank
WLFC
ACGL
WLFC vs. ACGL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Willis Lease Finance Corporation (WLFC) 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.
| WLFC | ACGL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.32 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.15 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | 1.65 | 1.20 | +0.46 |
| Martin ratioReturn relative to average drawdown | 3.21 | 3.11 | +0.09 |
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Drawdowns
WLFC vs. ACGL - Drawdown Comparison
The maximum WLFC drawdown since its inception was -88.12%, which is greater than ACGL's maximum drawdown of -54.70%. Use the drawdown chart below to compare losses from any high point for WLFC and ACGL.
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Drawdown Indicators
| WLFC | ACGL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.12% | -54.70% | -33.42% |
Max Drawdown (1Y)Largest decline over 1 year | -31.84% | -14.08% | -17.76% |
Max Drawdown (3Y)Largest decline over 3 years | -49.88% | -22.43% | -27.45% |
Max Drawdown (5Y)Largest decline over 5 years | -49.88% | -22.43% | -27.45% |
Max Drawdown (10Y)Largest decline over 10 years | -79.76% | -53.84% | -25.92% |
Current DrawdownCurrent decline from peak | -10.80% | -7.96% | -2.84% |
Average DrawdownAverage peak-to-trough decline | -42.21% | -11.71% | -30.50% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.39% | 5.41% | +10.98% |
Volatility
WLFC vs. ACGL - Volatility Comparison
Willis Lease Finance Corporation (WLFC) has a higher volatility of 15.14% compared to Arch Capital Group Ltd. (ACGL) at 8.78%. This indicates that WLFC'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
| WLFC | ACGL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.14% | 8.78% | +6.36% |
Volatility (6M)Calculated over the trailing 6-month period | 36.37% | 16.73% | +19.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.64% | 21.43% | +26.21% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 43.32% | 24.61% | +18.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.07% | 27.63% | +23.44% |
Dividends
WLFC vs. ACGL - Dividend Comparison
WLFC's dividend yield for the trailing twelve months is around 0.68%, while ACGL has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 |
|---|---|---|---|
ACGL Arch Capital Group Ltd. | 0.00% | 0.00% | 5.41% |
WLFC Willis Lease Finance Corporation | 0.68% | 0.85% | 0.72% |
Financials
WLFC vs. ACGL - Financials Comparison
This section allows you to compare key financial metrics between Willis Lease Finance Corporation 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
WLFC vs. ACGL - Profitability Comparison
WLFC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Willis Lease Finance Corporation reported a gross profit of 0.00 and revenue of 194.35M. Therefore, the gross margin over that period was 0.0%.
ACGL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Arch Capital Group Ltd. reported a gross profit of -30.00M and revenue of 4.47B. Therefore, the gross margin over that period was -0.7%.
WLFC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Willis Lease Finance Corporation reported an operating income of 33.79M and revenue of 194.35M, resulting in an operating margin of 17.4%.
ACGL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Arch Capital Group Ltd. reported an operating income of 46.00M and revenue of 4.47B, resulting in an operating margin of 1.0%.
WLFC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Willis Lease Finance Corporation reported a net income of 23.66M and revenue of 194.35M, resulting in a net margin of 12.2%.
ACGL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Arch Capital Group Ltd. reported a net income of 1.06B and revenue of 4.47B, resulting in a net margin of 23.6%.
Frequently Asked Questions
WLFC and ACGL have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WLFC has higher volatility (15.14%) compared to ACGL (8.78%). In terms of maximum drawdown, WLFC dropped -88.12% vs ACGL's -54.70%.
WLFC currently has the higher Sharpe Ratio (1.11 vs 0.79), 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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