ACGLN
ACGLN
US03939A4040
Arch Capital Group Ltd. - Depos
Loading chart...
Solid Quality Asset with Moderate Fluctuation

Healthy balance: Exemplary business financials (Health Score: 85/100) paired with moderate price swings for a single equity (±15.7% p.a.). The score (5/7) reflects the standard baseline for equities under SRI rules.

Volatility Risk

Transparent evaluation of price volatility (SRI), Beta, and historical drawdowns.

Volatility Risk Score
5/7 Elevated
5 / 7 SRI Price Fluctuation & Beta

Above-average volatility. Suitable for experienced investors with high risk tolerance (5+ years horizon). Moves noticeably less than the broader market (0.3x).

Beta (Market Relation)
0.26x
Defensive
Volatility (5Y p.a.)
15.7% p.a.
5-Year Horizon
Max Drawdown (5Y)
-42.6%
5-Year Horizon
Sharpe Ratio
-0.79
Return / Risk
Elevated Risk / Growth: Score Basis:

Multi-Horizon Risk & Performance Matrix

Historical volatility, drawdowns, and risk-adjusted return across 1, 3, 5, and 10 years.

Stable Long-Term Volatility
Timeframe
Volatility (p.a.)
Max Drawdown
Sharpe Ratio
Return (p.a.)
1 Year — — — -14.9%
3 Years 13.3% -29.1% -0.49 -4%
5 Years 15.7% -42.6% -0.79 -10%
10 Years — — — —

Automated Risk & Health Notes (Red Flags)

Single Stock Risk: Investing in an individual stock carries full company and insolvency risk (no fund diversification).
Exemplary balance sheet strength: Very solid ratio of equity to debt.
Strong Long-Term Stability: The stock exhibits consistently low volatility across 5 and 10 years (<16% p.a.).
Historical Stress Test: Maximum peak-to-trough drawdown of -42.6% in the extended horizon.

Corporate Governance & ISS Scores

Shareholder rights, board structure and audit safety (Scale 1 = Low Risk, 10 = High Risk)
Overall Governance Risk
-
Audit Risk
-
Board Risk
-
Short Ratio
0.66
ende