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Selective Insurance Group, Inc. (SIGI)
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Company Info

ISINUS8163001071
CUSIP816300107
SectorFinancial Services
IndustryInsurance—Property & Casualty

Highlights

Market Cap$5.97B
EPS$5.67
PE Ratio17.32
PEG Ratio1.86
Revenue (TTM)$4.40B
Gross Profit (TTM)$740.47M
EBITDA (TTM)$505.80M
Year Range$91.32 - $109.58
Target Price$107.14
Short %2.77%
Short Ratio4.16

Share Price Chart


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Compare to other instruments

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Selective Insurance Group, Inc.

Popular comparisons: SIGI vs. RLI, SIGI vs. GFF, SIGI vs. CB, SIGI vs. COST, SIGI vs. BRO

Performance

Performance Chart

The chart shows the growth of an initial investment of $10,000 in Selective Insurance Group, Inc., comparing it to the performance of the S&P 500 index or another benchmark. All prices have been adjusted for splits and dividends.


2,000.00%4,000.00%6,000.00%8,000.00%10,000.00%December2024FebruaryMarchAprilMay
9,850.21%
3,042.19%
SIGI (Selective Insurance Group, Inc.)
Benchmark (^GSPC)

S&P 500

Returns By Period

Selective Insurance Group, Inc. had a return of -0.87% year-to-date (YTD) and -2.64% in the last 12 months. Over the past 10 years, Selective Insurance Group, Inc. had an annualized return of 17.33%, outperforming the S&P 500 benchmark which had an annualized return of 10.90%.


PeriodReturnBenchmark
Year-To-Date-0.87%11.05%
1 month-3.54%4.86%
6 months-3.21%17.50%
1 year-2.64%27.37%
5 years (annualized)8.18%13.14%
10 years (annualized)17.33%10.90%

Monthly Returns

The table below presents the monthly returns of SIGI, with color gradation from worst to best to easily spot seasonal factors. Returns are adjusted for dividends.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20245.41%-0.02%4.49%-6.89%-0.87%
20237.21%7.19%-6.11%1.05%0.71%-0.81%7.55%-3.57%3.99%0.91%-1.99%-2.17%13.66%
2022-3.71%5.82%7.42%-7.83%-3.36%9.63%-10.44%2.36%2.49%20.49%-1.68%-7.81%9.67%
2021-2.99%4.78%6.94%4.96%-0.81%7.81%0.25%3.03%-9.62%3.76%-3.27%8.47%24.02%
20201.63%-15.52%-10.90%0.87%5.17%0.55%3.03%10.52%-13.91%1.11%19.23%8.35%4.48%
2019-0.03%8.60%-4.06%12.69%0.76%4.52%0.41%6.16%-5.58%-8.07%-3.87%-1.56%8.24%
2018-0.77%-2.10%6.77%-2.47%-3.66%-3.25%8.73%7.67%-1.09%2.13%2.67%-8.18%5.11%
2017-3.14%6.63%6.43%11.98%-2.91%-2.05%1.20%-0.18%6.85%10.68%3.00%-4.08%38.16%
2016-6.76%7.74%9.02%-5.19%7.48%2.85%2.49%2.28%-0.10%-7.30%11.71%4.74%30.38%
2015-4.97%6.00%6.68%-7.26%1.15%3.47%9.84%-1.15%2.44%17.48%-5.02%-2.69%25.97%
2014-13.08%-1.46%1.22%-1.63%4.18%4.00%-9.83%8.14%-7.63%16.62%4.23%1.49%2.66%
20136.43%9.09%7.96%-2.42%1.72%-2.87%6.21%-5.72%6.85%7.22%7.84%-4.01%43.52%

Risk-Adjusted Performance

Risk-Adjusted Performance Rank

The current rank of SIGI is 30, suggesting that the investment has average results relative to other stocks in terms of risk-adjusted performance. This ranking is determined by the cumulative values of the indicators listed below.


The Risk-Adjusted Performance Rank of SIGI is 3030
SIGI (Selective Insurance Group, Inc.)
The Sharpe Ratio Rank of SIGI is 3636Sharpe Ratio Rank
The Sortino Ratio Rank of SIGI is 2929Sortino Ratio Rank
The Omega Ratio Rank of SIGI is 2929Omega Ratio Rank
The Calmar Ratio Rank of SIGI is 2626Calmar Ratio Rank
The Martin Ratio Rank of SIGI is 2929Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

Risk-Adjusted Performance Indicators

The charts below present risk-adjusted performance metrics for Selective Insurance Group, Inc. (SIGI) and compare them to a chosen benchmark (^GSPC). These indicators evaluate an investment's returns against its associated risks.


SIGI
Sharpe ratio
The chart of Sharpe ratio for SIGI, currently valued at -0.16, compared to the broader market-2.00-1.000.001.002.003.004.00-0.16
Sortino ratio
The chart of Sortino ratio for SIGI, currently valued at -0.07, compared to the broader market-4.00-2.000.002.004.006.00-0.07
Omega ratio
The chart of Omega ratio for SIGI, currently valued at 0.99, compared to the broader market0.501.001.502.000.99
Calmar ratio
The chart of Calmar ratio for SIGI, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.29
Martin ratio
The chart of Martin ratio for SIGI, currently valued at -0.73, compared to the broader market-10.000.0010.0020.0030.00-0.73
^GSPC
Sharpe ratio
The chart of Sharpe ratio for ^GSPC, currently valued at 2.49, compared to the broader market-2.00-1.000.001.002.003.004.002.49
Sortino ratio
The chart of Sortino ratio for ^GSPC, currently valued at 3.52, compared to the broader market-4.00-2.000.002.004.006.003.52
Omega ratio
The chart of Omega ratio for ^GSPC, currently valued at 1.43, compared to the broader market0.501.001.502.001.43
Calmar ratio
The chart of Calmar ratio for ^GSPC, currently valued at 2.03, compared to the broader market0.002.004.006.002.03
Martin ratio
The chart of Martin ratio for ^GSPC, currently valued at 9.57, compared to the broader market-10.000.0010.0020.0030.009.57

Sharpe Ratio

The current Selective Insurance Group, Inc. Sharpe ratio is -0.16. This value is calculated based on the past 12 months of trading data and takes into account price changes and dividends.

Use the chart below to compare the Sharpe ratio of Selective Insurance Group, Inc. with the selected benchmark, providing insights into the investment's historical performance in terms of risk-adjusted returns. Go to the Sharpe ratio tool for more fine-grained control over the calculation options.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00December2024FebruaryMarchAprilMay
-0.16
2.49
SIGI (Selective Insurance Group, Inc.)
Benchmark (^GSPC)

Dividends

Dividend History

Selective Insurance Group, Inc. granted a 1.38% dividend yield in the last twelve months. The annual payout for that period amounted to $1.35 per share.


PeriodTTM20232022202120202019201820172016201520142013
Dividend$1.35$1.25$1.14$1.03$0.94$0.83$0.74$0.66$0.61$0.57$0.53$0.52

Dividend yield

1.38%1.26%1.29%1.26%1.40%1.27%1.21%1.12%1.42%1.70%1.95%1.92%

Monthly Dividends

The table displays the monthly dividend distributions for Selective Insurance Group, Inc.. The dividends shown in the table have been adjusted to account for any splits that may have occurred.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
2024$0.00$0.35$0.00$0.00$0.35$0.70
2023$0.00$0.30$0.00$0.00$0.30$0.00$0.00$0.30$0.00$0.00$0.35$0.00$1.25
2022$0.00$0.28$0.00$0.00$0.28$0.00$0.00$0.28$0.00$0.00$0.30$0.00$1.14
2021$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.25$0.00$0.00$0.28$0.00$1.03
2020$0.00$0.23$0.00$0.00$0.23$0.00$0.00$0.23$0.00$0.00$0.25$0.00$0.94
2019$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.20$0.00$0.00$0.23$0.00$0.83
2018$0.00$0.18$0.00$0.00$0.18$0.00$0.00$0.18$0.00$0.00$0.20$0.00$0.74
2017$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.16$0.00$0.00$0.18$0.00$0.66
2016$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.15$0.00$0.00$0.16$0.00$0.61
2015$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.14$0.00$0.00$0.15$0.00$0.57
2014$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.14$0.00$0.53
2013$0.13$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.00$0.13$0.00$0.52

Dividend Yield & Payout


Dividend Yield
5.0%10.0%15.0%1.4%
Selective Insurance Group, Inc. has a dividend yield of 1.38%, which is quite average when compared to the overall market.
Payout Ratio
20.0%40.0%60.0%80.0%100.0%120.0%23.4%
Selective Insurance Group, Inc. has a payout ratio of 23.40%, which is quite average when compared to the overall market. This suggests that Selective Insurance Group, Inc. strikes a balance between reinvesting profits for growth and paying dividends to shareholders.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-9.98%
-0.21%
SIGI (Selective Insurance Group, Inc.)
Benchmark (^GSPC)

Worst Drawdowns

The table below displays the maximum drawdowns of the Selective Insurance Group, Inc.. A maximum drawdown is a measure of risk, indicating the largest reduction in portfolio value due to a series of losing trades.

The maximum drawdown for the Selective Insurance Group, Inc. was 63.06%, occurring on Mar 9, 2009. Recovery took 1053 trading sessions.

The current Selective Insurance Group, Inc. drawdown is 9.98%.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-63.06%Dec 28, 2006551Mar 9, 20091053May 14, 20131604
-48.39%Aug 23, 2019141Mar 16, 2020322Jun 24, 2021463
-44.98%Jan 7, 1998540Feb 28, 2000299May 4, 2001839
-36.11%Aug 11, 198754Oct 26, 1987183Jul 18, 1988237
-34.86%May 6, 2002110Oct 9, 2002232Sep 11, 2003342

Volatility

Volatility Chart

The current Selective Insurance Group, Inc. volatility is 8.39%, representing the average percentage change in the investments's value, either up or down over the past month. The chart below shows the rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%December2024FebruaryMarchAprilMay
8.39%
3.40%
SIGI (Selective Insurance Group, Inc.)
Benchmark (^GSPC)

Financials

Financial Performance

The chart below illustrates the trends in the financial health of Selective Insurance Group, Inc. over time, highlighting three key metrics: Total Revenue, Earnings Before Interest and Taxes (EBIT), and Net Income.

Annual
Quarterly

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Income Statement


Income Statement
Balance Sheet
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Cost Of Revenue

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Gross Profit

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Operating Expenses

Selling, General & Admin Expenses

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R&D Expenses

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Total Operating Expenses

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Income

Income Before Tax

0.00

Operating Income

0.00

EBIT

0.00

Earnings From Continuing Operations

0.00

Net Income

0.00

Income Tax Expense

0.00

Interest Expense

0.00

Other Non-Operating Income (Expenses)

0.00

Extraordinary Items

0.00

Discontinued Operations

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Effect Of Accounting Charges

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Non Recurring

0.00

Minority Interest

0.00

Other Items

0.00
Values in undefined except per share items