AGO vs. RLI
AGO (Assured Guaranty Ltd.) and RLI (RLI Corp.) are both stocks. Both are in the Financial Services sector — AGO in Insurance - Specialty, RLI in Insurance - Property & Casualty. Over the past 10 years, AGO returned 12.53%/yr vs 8.16%/yr for RLI. At a 0.42 correlation, their price movements are largely independent.
Performance
AGO vs. RLI - Performance Comparison
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Returns By Period
The year-to-date returns for both stocks are quite close, with AGO having a -17.78% return and RLI slightly lower at -18.06%. Over the past 10 years, AGO has outperformed RLI with an annualized return of 12.53%, while RLI has yielded a comparatively lower 8.16% annualized return.
AGO
- 1D
- -0.92%
- 1M
- -10.00%
- YTD
- -17.78%
- 6M
- -16.82%
- 1Y
- -12.05%
- 3Y*
- 12.93%
- 5Y*
- 10.98%
- 10Y*
- 12.53%
RLI
- 1D
- -1.73%
- 1M
- 3.08%
- YTD
- -18.06%
- 6M
- -16.32%
- 1Y
- -29.00%
- 3Y*
- -3.56%
- 5Y*
- 3.86%
- 10Y*
- 8.16%
AGO vs. RLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AGO Assured Guaranty Ltd. | -17.78% | 1.44% | 22.08% | 22.52% | 26.20% | 62.33% | -33.94% | 30.12% | 14.95% | -9.03% |
RLI RLI Corp. | -18.06% | -19.13% | 27.57% | 3.77% | 24.80% | 10.67% | 18.08% | 33.22% | 16.69% | 0.38% |
Correlation
The correlation between AGO and RLI is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.48 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.48 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.48 |
Correlation (All Time) Calculated using the full available price history since Apr 26, 2004 | 0.42 |
Fundamentals
AGO:
$11.20
RLI:
$4.28
AGO:
6.54
RLI:
11.70
AGO:
0.05
RLI:
0.53
AGO:
2.85
RLI:
3.05
AGO:
$951.00M
RLI:
$1.52B
AGO:
$663.00M
RLI:
$481.56M
AGO:
$500.00M
RLI:
$519.11M
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Return for Risk
AGO vs. RLI — Risk / Return Rank
AGO
RLI
AGO vs. RLI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Assured Guaranty Ltd. (AGO) and RLI Corp. (RLI). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.
| AGO | RLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.74 | ||
| Sortino ratioReturn per unit of downside risk | +1.21 | ||
| Omega ratioGain probability vs. loss probability | 0.92 | 0.80 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | -0.61 | -0.84 | +0.23 |
| Martin ratioReturn relative to average drawdown | -1.59 | -1.66 | +0.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AGO | RLI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.56 | -1.30 | +0.74 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.40 | 0.17 | +0.24 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.37 | 0.31 | +0.06 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.17 | 0.47 | -0.30 |
Drawdowns
AGO vs. RLI - Drawdown Comparison
The maximum AGO drawdown since its inception was -90.18%, which is greater than RLI's maximum drawdown of -43.50%. Use the drawdown chart below to compare losses from any high point for AGO and RLI.
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Drawdown Indicators
| AGO | RLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.18% | -43.50% | -46.68% |
Max Drawdown (1Y)Largest decline over 1 year | -19.84% | -34.56% | +14.72% |
Max Drawdown (3Y)Largest decline over 3 years | -21.83% | -43.50% | +21.67% |
Max Drawdown (5Y)Largest decline over 5 years | -30.23% | -43.50% | +13.27% |
Max Drawdown (10Y)Largest decline over 10 years | -61.48% | -43.50% | -17.98% |
Current DrawdownCurrent decline from peak | -21.37% | -38.15% | +16.78% |
Average DrawdownAverage peak-to-trough decline | -19.81% | -9.84% | -9.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.58% | 18.17% | -10.59% |
Volatility
AGO vs. RLI - Volatility Comparison
Assured Guaranty Ltd. (AGO) has a higher volatility of 12.34% compared to RLI Corp. (RLI) at 8.36%. This indicates that AGO's price experiences larger fluctuations and is considered to be riskier than RLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AGO | RLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.34% | 8.36% | +3.98% |
Volatility (6M)Calculated over the trailing 6-month period | 16.77% | 17.39% | -0.62% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.54% | 22.40% | -0.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.33% | 23.10% | +4.23% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.97% | 26.50% | +7.47% |
Dividends
AGO vs. RLI - Dividend Comparison
AGO's dividend yield for the trailing twelve months is around 1.97%, less than RLI's 9.31% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AGO Assured Guaranty Ltd. | 1.97% | 1.51% | 1.38% | 1.50% | 1.61% | 1.75% | 2.54% | 1.47% | 1.67% | 1.68% | 1.38% | 1.82% |
RLI RLI Corp. | 9.31% | 4.11% | 3.12% | 2.31% | 6.12% | 2.67% | 1.87% | 2.12% | 2.71% | 4.25% | 4.42% | 4.45% |
Financials
AGO vs. RLI - Financials Comparison
This section allows you to compare key financial metrics between Assured Guaranty Ltd. and RLI Corp.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AGO and RLI have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AGO has higher volatility (12.34%) compared to RLI (8.36%). In terms of maximum drawdown, AGO dropped -90.18% vs RLI's -43.50%.
AGO currently has the higher Sharpe Ratio (-0.56 vs -1.30), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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