Arch Capital Group Ltd

10-Year Study

ACGL.US · Financial Services · US · Common Stock

Executive Summary: Arch Capital Group Ltd has compounded at 15.6% annually over the last 10 years, with a maximum drawdown of 45.6% and an annualized volatility of 24.1%.

1Y CAGR
+2.4%
3Y CAGR
+14.0%
5Y CAGR
+21.1%
10Y CAGR
+15.6%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
45.6%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.60
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.82
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
24.5%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2019 · +60.5%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2020 · -15.9%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
80%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
20260.14.3-4.21.2————————1.2%
20250.8-0.23.5-5.74.8-4.2-5.56.4-0.9-4.98.82.13.9%
202411.06.35.51.29.7-1.7-5.118.1-1.1-11.97.5-8.330.8%
20232.58.8-3.010.6-7.27.43.8-1.13.78.7-3.4-11.318.3%
20224.21.72.8-5.73.9-4.2-2.43.0-0.426.34.24.841.2%
2021-12.914.07.13.50.5-2.40.25.4-7.19.5-3.410.123.2%
20203.0-8.4-29.6-15.617.41.57.32.6-7.33.36.612.0-15.9%
20199.811.3-1.14.51.97.74.32.16.3-0.50.52.260.5%
20180.2-3.0-3.0-6.4-2.11.215.50.0-2.5-4.80.9-6.6-11.7%
20172.47.00.22.30.3-4.14.30.11.21.2-5.0-4.15.2%
2016———-0.93.1-0.90.911.4-2.1-1.66.14.321.4%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 24.1%. The dominant macroeconomic risk driver is VTV.US, accounting for 30.8% of variance. Idiosyncratic stock-specific factors contribute 30.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019914.227268895072
2016-05-0110219.423774088913
2016-06-0110126.5957588424
2016-07-0110215.208352746458
2016-08-0111383.945013156552
2016-09-0111147.659553697811
2016-10-0110966.263317403478
2016-11-0111634.296668042225
2016-12-0112136.419909213137
2017-01-0112426.174660436718
2017-02-0113300.98552113701
2017-03-0113329.117911990877
2017-04-0113638.529838527176
2017-05-0113677.932934865084
2017-06-0113120.964843386006
2017-07-0113679.30849340841
2017-08-0113690.579198892454
2017-09-0113853.693818417396
2017-10-0114014.057320855687
2017-11-0113317.847206506836
2017-12-0112766.558840626012
2018-01-0112790.431437281186
2018-02-0112410.688533610219
2018-03-0112037.956541224601
2018-04-0111270.039891197755
2018-05-0111033.754431739017
2018-06-0111164.565611923874
2018-07-0112894.530158011741
2018-08-0112898.745579354196
2018-09-0112578.062947333858
2018-10-0111970.465426889063
2018-11-0112075.939706162946
2018-12-0111274.255312540214
2019-01-0112383.976074155915
2019-02-0113784.82714553853
2019-03-0113637.109907127611
2019-04-0114253.182643113556
2019-05-0114527.406894654403
2019-06-0115645.55849895502
2019-07-0116324.906927934044
2019-08-0116666.666666666664
2019-09-0117713.067362433052
2019-10-0117620.239347186536
2019-11-0117708.851941090594
2019-12-0118097.025687446476
2020-01-0118632.916672213272
2020-02-0117059.055834365
2020-03-0112008.448591827408
2020-04-0110139.24202286977
2020-05-0111907.18973389598
2020-06-0112088.585970190315
2020-07-0112974.667536374649
2020-08-0113307.996432422358
2020-09-0112341.777487875117
2020-10-0112746.812919600823
2020-11-0113586.480478161897
2020-12-0115219.401587660797
2021-01-0113253.15158211419
2021-02-0115113.927308386912
2021-03-0116189.88032640673
2021-04-0116755.27926057072
2021-05-0116831.201217591173
2021-06-0116430.381207207924
2021-07-0116455.673735262666
2021-08-0117341.755301446996
2021-09-0116109.698575187587
2021-10-0117645.576248097514
2021-11-0117037.97872765272
2021-12-0118755.25263685698
2022-01-0119544.290766452345
2022-02-0119877.619662500056
2022-03-0120430.372332636678
2022-04-0119270.022142055263
2022-05-0120025.29252805474
2022-06-0119194.10018503481
2022-07-0118734.1755301447
2022-08-0119291.143621623778
2022-09-0119215.17729174709
2022-10-0124261.61348579846
2022-11-0125278.461859311425
2022-12-0126489.441478858553
2023-01-0127151.883849611513
2023-02-0129535.859923767435
2023-03-0128637.132093555727
2023-04-0131675.119695779696
2023-05-0129409.264164925033
2023-06-0131582.291680533184
2023-07-0132780.580663196706
2023-08-0132430.390081779176
2023-09-0133632.89448578515
2023-10-0136573.83865142015
2023-11-0135312.229602907304
2023-12-0131337.531005533292
2024-01-0134780.598412339205
2024-02-0136957.79697643357
2024-03-0139004.22873319933
2024-04-0139468.3688094319
2024-05-0143303.781011079904
2024-06-0142569.63210464894
2024-07-0140413.51064726685
2024-08-0147717.28278377551
2024-09-0147206.72869991969
2024-10-0141586.50710187564
2024-11-0144692.34080128504
2024-12-0140978.33273429977
2025-01-0141297.81729920173
2025-02-0141226.82072922352
2025-03-0142677.81312815325
2025-04-0140237.30603515218
2025-05-0142171.96256705848
2025-06-0140401.48560322679
2025-07-0138187.28007703128
2025-08-0140614.475313161434
2025-09-0140259.49246327037
2025-10-0138298.21221762223
2025-11-0141674.98657721099
2025-12-0142562.443701938646
2026-01-0142615.69112942231
2026-02-0144439.41552073766
2026-03-0142593.50470130411
2026-04-0143086.04340552796
Annual Return Matrix
YearAnnual Return
20170.05192131914738041
2018-0.11689160303220936
20190.6051637279596975
2020-0.15901088662220464
20210.23232523492007018
20220.4123745487065682
20230.18301969600016066
20240.3076439470315704
20250.03865728207904717
20260.012301918265220868
Total Factor Risk
0.24082065251082213
VTI.US Exposure
0.15027112483690278
VEA.US Exposure
0.03194057881040756
VWO.US Exposure
0.010311172531084973
QQQ.US Exposure
-0.01201137479858156
VTV.US Exposure
0.30789642044191895
IJR.US Exposure
-0.07590772995183262
QUAL.US Exposure
0.10090129154057476
SHV.US Exposure
0.004462146102262512
TLT.US Exposure
-0.0009363114313534932
LQD.US Exposure
0.04963296373167269
HYG.US Exposure
-0.007158720870608487
GLD.US Exposure
-0.0027369381803827725
USO.US Exposure
0.0015351673046785934
VNQ.US Exposure
-0.039182444487392616
BTC-USD.CC Exposure
0.0061487227529513815
CPER.US Exposure
-0.019691770627660164
VIX.INDX Exposure
0.06205095720942299
UUP.US Exposure
0.03395019825795945
TIP.US Exposure
0.09199320061964866
Idiosyncratic Exposure
0.3065313462083265
Value Score
46.7
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
0
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
24.1%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →8.3x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →0.00%
Market Cap$34.5B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$0
Avg Yield on Cost
0.00%

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+5.0%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
4.8% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.38
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Arch Capital Group Ltd a high-risk investment?

Arch Capital Group Ltd (ACGL.US) has an annualized volatility of 24.1% and experienced a maximum drawdown of 45.6% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of ACGL.US?

Over the past 10 years, ACGL.US has generated a Compound Annual Growth Rate (CAGR) of 15.6%. It has had a positive return in 80% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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