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ISIN
US8163001071
CUSIP
816300107
IPO Date
Mar 26, 1990

Highlights

Market Cap
$5.59B
Enterprise Value
$6.49B
EPS (TTM)
$7.46
PE Ratio
12.39
PEG Ratio
0.47
Total Revenue (TTM)
$5.41B
Gross Profit (TTM)
$1.66B
EBITDA (TTM)
$801.50M
Year Range
$71.75 - $93.99
Target Price
$87.33
ROA (TTM)
2.96%
ROE (TTM)
12.66%

Share Price Chart


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Performance

SIGI Performance Chart

Selective Insurance Group, Inc. (SIGI) is up 11.6% since the beginning of the year. At $92 per share, SIGI is trading just below its 52-week high of $94. Investors who bought $1,000 worth of SIGI shares 5 years ago would now be looking at an investment worth $1,281.


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S&P 500 Index

Returns By Period

Selective Insurance Group, Inc. (SIGI) has returned 11.58% so far this year and 10.82% over the past 12 months. Over the last ten years, SIGI has returned 11.26% per year, falling short of the S&P 500 Index benchmark, which averaged 13.88% annually.


Selective Insurance Group, Inc.

1D
0.14%
1M
1.92%
YTD
11.58%
6M
9.04%
1Y
10.82%
3Y*
0.35%
5Y*
5.08%
10Y*
11.26%

Benchmark (S&P 500 Index)

1D
-0.37%
1M
-0.01%
YTD
9.16%
6M
8.64%
1Y
25.22%
3Y*
19.78%
5Y*
11.99%
10Y*
13.88%
*Multi-year figures are annualized to reflect compound growth (CAGR)

SIGI Monthly Returns History

Based on dividend-adjusted daily data since Mar 26, 1990, SIGI's average daily return is +0.07%, while the average monthly return is +1.17%. At this rate, an investment would double in approximately 5.0 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%11.35%3.60%6.82%11.58%
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 8.11%, beta of 0.85, and R2 of 0.22 versus S&P 500 Index. Calculated based on daily prices since March 26, 1990.

  • This stock participates in less of S&P 500 Index's moves in both directions, but captures a larger share of gains (76.47%) than losses (59.08%) - 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
8.11%
Beta
0.85
0.22
Upside Capture
76.47%
Downside Capture
59.08%

Return for Risk

Risk / Return Rank

SIGI ranks 52 for risk / return — on par with similar stocks. You're getting a typical balance of risk and reward. Not a standout, but not a red flag either — a reasonable choice if other factors align with your goals.


SIGI Risk / Return Rank: 5252
Overall Rank
SIGI Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SIGI Sortino Ratio Rank: 4747
Sortino Ratio Rank
SIGI Omega Ratio Rank: 4949
Omega Ratio Rank
SIGI Calmar Ratio Rank: 5555
Calmar Ratio Rank
SIGI Martin Ratio Rank: 5454
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 S&P 500 Index.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


SIGIBenchmarkDifference
Sharpe ratioReturn per unit of total volatility

-1.67

Sortino ratioReturn per unit of downside risk

-2.11

Omega ratioGain probability vs. loss probability

1.10

1.37

-0.27

Calmar ratioReturn relative to maximum drawdown

0.60

2.78

-2.19

Martin ratioReturn relative to average drawdown

1.06

12.44

-11.38

Dividends

Dividend History

Selective Insurance Group, Inc. provided a 1.81% dividend yield over the last twelve months, with an annual payout of $1.67 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$1.67$1.57$1.43$1.25$1.14$1.03$0.94$0.83$0.74$0.66$0.61$0.57

Dividend yield

1.81%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$0.00$0.43$0.00$0.86
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 1.81%, which is quite average when compared to the overall market.

Payout Ratio

Selective Insurance Group, Inc. has a payout ratio of 22.48%, 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 11.81%.


Related event

Drawdown

Fall

Recovery

Underwater

Financial crisis2007–2009
-63.06%Mar 2009
2y 2mo4y 2mo
6y 4moDec 2006 - May 2013
COVID crash2020
-48.39%Mar 2020
6mo 26d1y 3mo
1y 10moAug 2019 - Jun 2021
2000 bear market2000
-44.97%Feb 2000
2y 1mo1y 2mo
3y 3moJan 1998 - May 2001
Dot-com crash2000–2002
-34.86%Oct 2002
5mo 6d11mo 7d
1y 4moMay 2002 - Sep 2003
2025 bear market2025
-30.46%Nov 2025
1y 7mo
2y 2moApr 2024 - now

Drawdown Indicators


SIGIBenchmarkDifference

Max Drawdown

Largest peak-to-trough decline

-63.06%

-56.78%

-6.28%

Max Drawdown (1Y)

Largest decline over 1 year

-18.18%

-9.10%

-9.08%

Max Drawdown (3Y)

Largest decline over 3 years

-30.46%

-18.90%

-11.56%

Max Drawdown (5Y)

Largest decline over 5 years

-30.46%

-25.43%

-5.03%

Max Drawdown (10Y)

Largest decline over 10 years

-48.39%

-33.92%

-14.47%

Current Drawdown

Current decline from peak

-11.81%

-1.80%

-10.01%

Average Drawdown

Average peak-to-trough decline

-14.06%

-10.71%

-3.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

10.26%

2.03%

+8.23%

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 12.4. This P/E ratio is significantly higher than those of industry peers. This could indicate that the stock is overvalued or that investors expect strong future growth.

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 0.5. This PEG ratio is close to the industry average, suggesting the stock’s valuation is balanced against its growth outlook.

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 1.0. 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 1.7. 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
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