COMP <GO>
ACGL vs ALL // 10Y YIELD & FRED MACRO BETA
Arch Capital Group Ltd. (NASDAQ) VS. Allstate Corporation (NYSE) • 15-METRIC TALLY: ACGL 6
— ALL 6
▲ 10Y YIELD & FRED MACRO BETA LEADER: ACGL
LAST: $106.36 (+2.33%) • MKT CAP: $35.47B
macro-sensitivity
1.07
LAST: $259.87 (+1.54%) • MKT CAP: $64.71B
macro-sensitivity
0.91
15-METRIC INSTITUTIONAL SIDE-BY-SIDE SCORECARD (ACGL VS. ALL)
EMERALD CELL = QUANTITATIVE EDGE
| INSTITUTIONAL METRIC | ACGL | ALL | SPREAD (A - B) | ADVANTAGE | DEDICATED URL |
|---|---|---|---|---|---|
| Gross Profit Margin | — | — | — | TIE | /gross-margins <GO> |
| Return on Invested Capital (ROIC) | 9.20% | 18.20% | -9.00 | ALL | /roic <GO> |
| EV/EBITDA & P/E Valuation | 9.4x | 7.0x | +2.40 | ALL | /valuation <GO> |
| Free Cash Flow Yield | 14.87% | 15.27% | -0.40 | ALL | /fcf-yield <GO> |
| Operating Margin | 26.90% | 18.30% | +8.60 | ACGL | /operating-margins <GO> |
| Net Profit Margin | 22.10% | 15.00% | +7.10 | ACGL | /net-margins <GO> |
| Revenue Growth (YoY) | 14.30% | 5.60% | +8.70 | ACGL | /revenue-growth <GO> |
| Dividend Yield & FCF Payout Safety | 0.00% | 1.60% | -1.60 | ALL | /dividend-safety <GO> |
| Altman Z-Score & Debt/Equity | — | — | — | TIE | /balance-sheet <GO> |
| Piotroski F-Score Quality | 9/9 | 7/9 | +2.00 | ACGL | /piotroski-score <GO> |
| Options Implied Move & Put/Call Skew | — | — | — | TIE | /options-implied-move <GO> |
| RSI-14 & 200D SMA Momentum | 61.1 | 60.1 | +1.00 | ACGL | /rsi-technicals <GO> |
| 10Y Yield & FRED Macro Beta ACTIVE | 1.07 | 0.91 | +0.16 | ACGL | /macro-sensitivity <GO> |
| Forward P/E Multiple | 6.8x | 6.0x | +0.80 | ALL | /forward-pe <GO> |
| Enterprise Scale & Market Cap | $35.47B | $64.71B | -$29.24B | ALL | /market-cap <GO> |
5-YEAR HISTORICAL XBRL REVENUE & MARGIN TRAJECTORY SEC FORM 10-K FY
| FISCAL YEAR | ACGL REV | ALL REV | ACGL GROSS % | ALL GROSS % | ACGL FCF | ALL FCF |
|---|---|---|---|---|---|---|
| FY 2025 | $19.93B | $67.69B | — | — | $5.28B | $9.88B |
| FY 2024 | $17.44B | $64.11B | — | — | $5.89B | $8.72B |
| FY 2023 | $13.63B | $57.09B | — | — | $5.14B | $1.66B |
FRED MACRO REGIME CORRELATION COMPARISON PEARSON r
ACGL // BETA 1.07
ALL // BETA 0.91