Arch Capital Group (ACGL): analysis and statistics
Return, volatility, Sharpe ratio and risk for Arch Capital Group, a component of the S&P 500 in the Financials sector. Data as of 2026-09-13.
| Last close price | $96.09 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +8.92% |
| Total return over period | +29.01% |
| Annualized volatility | 23.44% |
| Period volatility | 40.46% |
| Sharpe ratio | 0.21 |
| Sortino ratio | 0.29 |
| Max drawdown | -22.43% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.44% |
| Correlation with the S&P 500 | 0.18 |
| Period range | $69.81 – $109.22 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Arch Capital Group (ACGL) has posted an annualized return of +8.92% with annual volatility of 23.44%, a Sharpe ratio of 0.21. Its worst stretch (max drawdown from a peak) was -22.43%. Its correlation with the S&P 500 is 0.18, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how ACGL would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Arch Capital Group (ACGL) is of the S&P 500.
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