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. Data as of 2026-10-29.
| Last close price | $102.50 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +9.89% |
| Total return over period | +32.49% |
| Annualized volatility | 23.42% |
| Period volatility | 40.45% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.50 |
| Sortino ratio | 0.69 |
| Max drawdown | -22.43% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.45% |
| Correlation with the S&P 500 | 0.16 |
| Period range | $69.81 – $109.22 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Arch Capital Group (ACGL) has posted an annualized return of +9.89% with annual volatility of 23.42%, a Sharpe ratio of 0.50. Its worst stretch (max drawdown from a peak) was -22.43%. Its correlation with the S&P 500 is 0.16, 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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