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Selective Insurance Group, Inc. (SIGI)
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Company Info

ISIN
US8163001071
CUSIP
816300107
IPO Date
Mar 26, 1990

Highlights

Market Cap
$4.58B
Enterprise Value
$5.48B
EPS (TTM)
$7.65
PE Ratio
9.86
PEG Ratio
1.17
Total Revenue (TTM)
$5.34B
Gross Profit (TTM)
$459.80M
EBITDA (TTM)
$609.49M
Year Range
$71.75 - $93.38
Target Price
$82.00
ROA (TTM)
3.08%
ROE (TTM)
12.92%

Share Price Chart


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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.


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S&P 500 Index

Returns By Period

Selective Insurance Group, Inc. (SIGI) has returned -9.45% so far this year and -16.01% over the past 12 months. Over the last ten years, SIGI has returned 8.95% per year, falling short of the S&P 500 Index benchmark, which averaged 12.16% annually.


Selective Insurance Group, Inc.

1D
0.05%
1M
-10.29%
YTD
-9.45%
6M
-6.04%
1Y
-16.01%
3Y*
-6.02%
5Y*
2.08%
10Y*
8.95%

Benchmark (S&P 500 Index)

1D
2.91%
1M
-5.09%
YTD
-4.63%
6M
-2.39%
1Y
16.33%
3Y*
16.69%
5Y*
10.18%
10Y*
12.16%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Monthly Returns

Based on dividend-adjusted daily data since Mar 26, 1990, SIGI's average daily return is +0.06%, while the average monthly return is +1.13%. At this rate, your investment would double in approximately 5.1 years.

Historically, 58% of months were positive and 42% were negative. The best month was Oct 2011 with a return of +22.8%, while the worst month was Jan 2009 at -33.1%. The longest winning streak lasted 7 consecutive months, and the longest losing streak was 4 months.

On a daily basis, SIGI closed higher 49% of trading days. The best single day was Oct 13, 2008 with a return of +17.6%, while the worst single day was Jan 29, 2009 at -23.7%.


JanFebMarAprMayJunJulAugSepOctNovDecTotal
20260.49%0.44%-10.29%-9.45%
2025-10.04%2.75%6.39%-4.71%1.35%-1.56%-10.02%0.82%3.63%-7.07%4.84%6.50%-8.79%
20245.41%-0.02%4.49%-6.89%-3.63%-3.87%-3.74%1.14%2.55%-2.66%12.84%-8.39%-4.58%
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%

Benchmark Metrics

Selective Insurance Group, Inc. has an annualized alpha of 7.82%, beta of 0.86, and R² of 0.22 versus S&P 500 Index. Calculated based on daily prices since March 27, 1990.

  • This stock participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (76.21%) than losses (60.34%) — typical of diversified or defensive assets.
  • R² of 0.22 means this stock moves largely independently of S&P 500 Index — capture ratios reflect limited market correlation rather than active downside protection. Consider using a more representative benchmark.

Alpha
7.82%
Beta
0.86
0.22
Upside Capture
76.21%
Downside Capture
60.34%

Return for Risk

Risk / Return Rank

SIGI ranks 14 for risk / return — in the bottom 14% of stocks on our site. This means you're taking on significantly more risk than the returns justify. Consider whether the potential upside is worth the volatility, or explore alternatives with better risk / return profiles.


SIGI Risk / Return Rank: 1414
Overall Rank
SIGI Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SIGI Sortino Ratio Rank: 1818
Sortino Ratio Rank
SIGI Omega Ratio Rank: 1717
Omega Ratio Rank
SIGI Calmar Ratio Rank: 1010
Calmar Ratio Rank
SIGI Martin Ratio Rank: 1010
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

Return / Risk — by metrics

The table below present risk-adjusted performance metrics for Selective Insurance Group, Inc. (SIGI) and compare them to a chosen benchmark (S&P 500 Index).


SIGIBenchmarkDifference

Sharpe ratio

Return per unit of total volatility

-0.55

0.90

-1.44

Sortino ratio

Return per unit of downside risk

-0.53

1.39

-1.92

Omega ratio

Gain probability vs. loss probability

0.92

1.21

-0.29

Calmar ratio

Return relative to maximum drawdown

-0.83

1.40

-2.23

Martin ratio

Return relative to average drawdown

-1.44

6.61

-8.04

Explore SIGI risk-adjusted metrics in detail

Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.

Dividends

Dividend History

Selective Insurance Group, Inc. provided a 2.15% dividend yield over the last twelve months, with an annual payout of $1.62 per share. The company has been increasing its dividends for 35 consecutive years, earning it the status of a dividend aristocrat.


1.20%1.40%1.60%1.80%$0.00$0.50$1.00$1.5020152016201720182019202020212022202320242025
Dividends
Dividend Yield
PeriodTTM20252024202320222021202020192018201720162015
Dividend$1.62$1.57$1.43$1.25$1.14$1.03$0.94$0.83$0.74$0.66$0.61$0.57

Dividend yield

2.15%1.88%1.53%1.26%1.29%1.26%1.40%1.27%1.21%1.12%1.42%1.70%

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
2026$0.00$0.43$0.00$0.43
2025$0.00$0.38$0.00$0.00$0.38$0.00$0.00$0.38$0.00$0.00$0.43$0.00$1.57
2024$0.00$0.35$0.00$0.00$0.35$0.00$0.00$0.35$0.00$0.00$0.38$0.00$1.43
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

Dividend Yield & Payout


Dividend Yield

Selective Insurance Group, Inc. has a dividend yield of 2.15%, which is quite average when compared to the overall market.

Payout Ratio

Selective Insurance Group, Inc. has a payout ratio of 21.32%, which is below the market average. This means Selective Insurance Group, Inc. returns a smaller proportion of its earnings to shareholders as dividends, suggesting it retains a higher portion for reinvestment, growth, or debt payment.

Drawdowns

Drawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way. Drawdowns are calculated considering price movements and all distributions paid, if any.


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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 28.43%.


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
-44.97%Jan 7, 1998540Feb 28, 2000299May 4, 2001839
-34.86%May 6, 2002110Oct 9, 2002232Sep 11, 2003342
-30.46%Apr 1, 2024401Nov 3, 2025

Volatility

Volatility Chart

The chart below shows the rolling one-month volatility.


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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

0.0

Valuation

The Valuation section provides an overview of how Selective Insurance Group, Inc. is priced in the market compared to other companies in the Insurance - Property & Casualty industry. It includes key financial ratios that help investors assess whether the stock is undervalued or overvalued.


PE Ratio

The chart displays the Price-to-Earnings (P/E) ratio for SIGI, comparing it with other companies in the Insurance - Property & Casualty industry. Currently, SIGI has a P/E ratio of 9.9. This P/E ratio is in line with the industry average, suggesting the stock may be fairly valued relative to its earnings.

PEG Ratio

The chart shows the Price/Earnings to Growth (PEG) ratio for SIGI compared to other companies in the Insurance - Property & Casualty industry. SIGI currently has a PEG ratio of 1.2. This PEG ratio is higher than the industry average, which may suggest the stock is overvalued relative to its expected earnings growth.

PS Ratio

This chart shows the Price-to-Sales (P/S) ratio for SIGI relative to other companies in the Insurance - Property & Casualty industry. Currently, SIGI has a P/S ratio of 0.9. This P/S ratio falls within the average range for the industry, suggesting the stock is fairly valued based on its revenue.

PB Ratio

The chart illustrates the Price-to-Book (P/B) ratio for SIGI in comparison with other companies in the Insurance - Property & Casualty industry. Currently, SIGI has a P/B value of 1.3. This P/B ratio is in line with the industry average, suggesting the stock is valued fairly in relation to its book value.

Income Statement



TTM
Revenue

Total Revenue

Cost Of Revenue

Gross Profit

Operating Expenses

Selling, General & Admin Expenses

R&D Expenses

Depreciation And Amortization

Total Operating Expenses

Income

Income Before Tax

Operating Income

EBITDA

EBIT

Earnings From Continuing Operations

Net Income

Income Tax Expense

Other Non-Operating Income (Expenses)

Extraordinary Items

Discontinued Operations

Effect Of Accounting Charges

Non Recurring

Minority Interest

Other Items

Interest Income

Interest Expense

Net Interest Income

Values in undefined except per share items