ACGL vs SPY

Comparison between Arch Capital Group Ltd (ACGL, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceACGL has outperformed SPY, delivering a return of +19.3% compared to +13.3%

ACGL vs SPY - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	ACGL(COMPANY)	SPY(ETF)
Market Cap / Net Assets	$33B	$652B
Expense Ratio	N/A	0.09%
Max Drawdown	53.84%	56.47%
Sharpe Ratio	-0.01	2.07
5Y Beta	0.39	1.00
Industry	Insurance - Diversified	N/A
P/E Ratio	8.25	28.24
Forward P/E	9.99	21.85
PEG Ratio	2.00	N/A
5Y Dividends CAGR	N/A	5.43%
5Y EPS CAGR	27.16%	25.79%
Debt to Equity	0.00%	22.35%
Free Cash Flow Yield	17.65%	N/A
P/S Ratio	1.67	3.55
P/B Ratio	1.42	5.29

Market Cap / Net Assets

ACGL

$33B

Winner

SPY

$652B

Expense Ratio

ACGL

N/A

SPY

0.09%

Max Drawdown

Winner

ACGL

53.84%

SPY

56.47%

Sharpe Ratio

ACGL

-0.01

Winner

SPY

2.07

5Y Beta

Winner

ACGL

0.39

SPY

1.00

Industry

ACGL

Insurance - Diversified

SPY

N/A

P/E Ratio

Winner

ACGL

8.25

SPY

28.24

Forward P/E

Winner

ACGL

9.99

SPY

21.85

PEG Ratio

ACGL

2.00

SPY

N/A

5Y Dividends CAGR

ACGL

N/A

SPY

5.43%

5Y EPS CAGR

Winner

ACGL

27.16%

SPY

25.79%

Debt to Equity

Winner

ACGL

0.00%

SPY

22.35%

Free Cash Flow Yield

ACGL

17.65%

SPY

N/A

P/S Ratio

Winner

ACGL

1.67

SPY

3.55

P/B Ratio

Winner

ACGL

1.42

SPY

5.29

ACGL vs SPY - Historical Returns

Returns include dividend reinvestment.

Period	ACGL	SPY
1 month	-4.87%	+9.11%
3 months	-2.35%	+6.59%
6 months	+4.72%	+10.56%
1 year	-0.80%	+32.04%
5 years(CAGR)	+19.31%	+13.35%
10 years(CAGR)	+15.45%	+15.49%
Max(CAGR)	+17.25%	+8.50%

ACGL

-4.87%

Winner

SPY

+9.11%

ACGL

-2.35%

Winner

SPY

+6.59%

ACGL

+4.72%

Winner

SPY

+10.56%

ACGL

-0.80%

Winner

SPY

+32.04%

5Y(CAGR)

Winner

ACGL

+19.31%

SPY

+13.35%

10Y(CAGR)

ACGL

+15.45%

Winner

SPY

+15.49%

Max(CAGR)

Winner

ACGL

+17.25%

SPY

+8.50%

ACGL vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	ACGL	SPY
2026	-0.06%	+8.27%
2025	+4.97%	+18.00%
2024	+28.54%	+25.59%
2023	+18.91%	+26.72%
2022	+40.92%	-18.64%
2021	+27.36%	+30.52%
2020	-16.89%	+17.28%
2019	+63.76%	+31.09%
2018	-9.22%	-5.24%
2017	+5.68%	+20.78%
2016	+25.33%	+13.59%
2015	+19.25%	+1.31%
2014	+3.02%	+14.56%
2013	+34.50%	+29.00%
2012	+17.45%	+14.17%
2011	+26.22%	+0.85%
2010	+22.38%	+13.14%
2009	+3.74%	+22.67%
2008	+2.37%	-36.25%
2007	+4.29%	+5.32%
2006	+22.75%	+13.85%
2005	+43.70%	+5.32%
2004	-4.21%	+10.75%
2003	+28.46%	+24.18%
2002	+17.58%	-22.42%
2001	+77.59%	-10.13%
2000	+30.44%	-8.84%
1999	-3.37%	+8.61%

ACGL vs SPY Drawdown Comparison

The maximum drawdown for ACGL was -53.84%, occurring on May 13, 2020. Recovery took 498 trading sessions.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current ACGL drawdown is -14.12%.

Rank	ACGL	SPY
#1	-53.84% Feb 19, 2020 - Feb 8, 2022	-55.20% Oct 9, 2007 - Aug 16, 2012
#2	-43.95% Sep 19, 2008 - Sep 1, 2010	-47.50% Mar 24, 2000 - Oct 26, 2006
#3	-27.33% Oct 23, 2017 - May 3, 2019	-33.70% Feb 19, 2020 - Aug 10, 2020
#4	-22.44% Oct 4, 2024 - Oct 28, 2025	-24.50% Jan 3, 2022 - Dec 13, 2023
#5	-22.22% Jan 28, 2004 - Jun 29, 2005	-19.34% Sep 20, 2018 - Apr 12, 2019
#6	-21.95% May 13, 2002 - Nov 18, 2002	-18.76% Feb 19, 2025 - Jun 26, 2025
#7	-18.42% Nov 1, 2023 - Mar 11, 2024	-13.02% Jul 20, 2015 - Apr 18, 2016
#8	-18.01% Nov 5, 1999 - Jan 13, 2000	-10.10% Jan 26, 2018 - Aug 6, 2018
#9	-16.94% Feb 20, 2001 - Sep 5, 2001	-9.44% Sep 2, 2020 - Nov 11, 2020
#10	-16.84% Jun 4, 2003 - Nov 4, 2003	-9.30% Jan 19, 2000 - Mar 17, 2000
#11	-16.78% Oct 10, 2007 - Sep 19, 2008	-9.05% Jul 19, 2007 - Oct 5, 2007
#12	-16.59% Apr 20, 2022 - Oct 27, 2022	-8.88% Jan 27, 2026 - Apr 14, 2026
#13	-16.51% Sep 10, 2001 - Oct 24, 2001	-8.41% Jul 16, 2024 - Sep 19, 2024
#14	-16.43% Oct 22, 2015 - Aug 16, 2016	-7.35% Sep 14, 2012 - Jan 2, 2013
#15	-14.75% Dec 5, 2002 - Mar 19, 2003	-7.27% Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between ACGL and SPY is 0.97 which considered as a very strong positive correlation - the stocks move almost identically together.

0.97

-101

Dividend Comparison (1999 - 2026)

ACGL vs SPY dividend yield comparison.

Year	ACGL	SPY
2026	0.00%	0.24%
2025	0.00%	1.07%
2024	5.41%	1.21%
2023	0.00%	1.40%
2022	0.00%	1.65%
2021	0.00%	1.20%
2020	0.00%	1.52%
2019	0.00%	1.75%
2018	0.00%	2.04%
2017	0.00%	1.80%
2016	0.00%	2.03%
2015	0.00%	2.06%
2014	0.00%	1.87%
2013	0.00%	1.81%
2012	0.00%	2.18%
2011	0.00%	2.05%
2010	0.00%	1.80%
2009	0.00%	1.95%
2008	0.00%	3.02%
2007	0.00%	1.85%
2006	0.00%	1.73%
2005	0.00%	1.73%
2004	0.00%	1.82%
2003	0.00%	1.47%
2002	0.00%	1.70%
2001	0.00%	1.25%
2000	0.00%	1.15%
1999	0.00%	0.24%