Arch Capital Correlations

ACGL Stock

USD 100.48 0.58 0.57%

The current 90-days correlation between Arch Capital Group and Hartford Financial Services is 0.09 (i.e., Significant diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Arch Capital moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Arch Capital Group moves in either direction, the perfectly negatively correlated security will move in the opposite direction.

Arch Capital Correlation With Market

Very weak diversification

The correlation between Arch Capital Group and DJI is 0.4 (i.e., Very weak diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Arch Capital Group and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Arch Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Arch Capital Group. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in census.

Moving together with Arch Stock

0.89	CB	Chubb	Pair Corr
0.65	ANK	Sompo Holdings	Pair Corr
0.75	FIHL	Fidelis Insurance	Pair Corr
0.87	ACT	Enact Holdings	Pair Corr
0.61	ALL	Allstate	Pair Corr
0.85	CNA	CNA Financial Normal Trading	Pair Corr
0.65	FAF	First American	Pair Corr
0.64	FVN	Future Vision II	Pair Corr
0.79	LRE	Lancashire Holdings	Pair Corr
0.76	PRA	ProAssurance	Pair Corr

Moving against Arch Stock

0.43	ERIE	Erie Indemnity	Pair Corr
0.41	FERA	Fifth Era Acquisition	Pair Corr
0.33	SU4	Suncorp Group Limited	Pair Corr
0.77	GOCO	GoHealth	Pair Corr
0.52	MBI	MBIA Inc	Pair Corr
0.46	FGPN	Ambac Financial Group	Pair Corr
0.32	KFS	Kingsway Financial	Pair Corr
0.31	NRM	Insurance Australia	Pair Corr

Related Correlations Analysis

	HIG	SLF	NWG	BBDO	WTW	WRB	KB	AIG	STT
HIG		0.61	-0.17	0.34	-0.35	0.66	0.53	0.51	0.21	HIG
SLF	0.61		0.06	0.7	-0.5	0.24	0.78	0.02	0.49	SLF
NWG	-0.17	0.06		0.06	0.53	-0.28	-0.24	-0.12	0.42	NWG
BBDO	0.34	0.7	0.06		-0.7	0.21	0.87	-0.44	0.12	BBDO
WTW	-0.35	-0.5	0.53	-0.7		-0.26	-0.84	0.2	0.13	WTW
WRB	0.66	0.24	-0.28	0.21	-0.26		0.31	0.25	-0.24	WRB
KB	0.53	0.78	-0.24	0.87	-0.84	0.31		-0.15	0.13	KB
AIG	0.51	0.02	-0.12	-0.44	0.2	0.25	-0.15		0.09	AIG
STT	0.21	0.49	0.42	0.12	0.13	-0.24	0.13	0.09		STT
	HIG	SLF	NWG	BBDO	WTW	WRB	KB	AIG	STT

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

KB	+ 0.87	BBDO
KB	+ 0.78	SLF
BBDO	+ 0.7	SLF
WRB	+ 0.66	HIG
SLF	+ 0.61	HIG
KB	+ 0.53	HIG

High negative correlations

KB	- 0.84	WTW
WTW	- 0.7	BBDO
WTW	- 0.5	SLF
AIG	- 0.44	BBDO
WTW	- 0.35	HIG
WRB	- 0.28	NWG

Risk-Adjusted Indicators

There is a big difference between Arch Stock performing well and Arch Capital Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Arch Capital's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
HIG	0.83	0.05	0.03	0.15	0.90	(0.85)	1.75	(1.58)	6.37
SLF	0.88	0.16	0.10	(0.58)	1.03	(0.96)	1.58	(1.76)	8.60
NWG	1.43	(0.06)	0.00	(0.01)	0.00	0.00	2.52	(2.70)	10.10
BBDO	1.71	0.17	0.06	0.35	2.15	(1.86)	4.43	(3.78)	10.02
WTW	1.18	(0.09)	0.00	(0.09)	0.00	0.00	2.70	(3.34)	17.94
WRB	1.12	(0.12)	0.00	(0.84)	0.00	0.00	2.15	(2.72)	6.13
KB	1.56	0.31	0.16	0.31	1.56	(1.66)	4.96	(3.03)	13.42
AIG	1.12	0.09	0.03	(4.98)	1.84	(1.07)	2.48	(2.43)	13.58
STT	1.27	0.07	0.04	0.08	1.90	(1.12)	2.66	(2.74)	9.12

Arch Capital Corporate Management

Marcy Rathman	Chief EVP	Profile
Christopher Hovey	Chief Officer	Profile
Prashant Nema	Chief Officer	Profile
Greg Hare	Chief Officer	Profile
CFA BEc	Senior Officer	Profile

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