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AGO vs. RLI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AGO and RLI is 0.55, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

AGO vs. RLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Assured Guaranty Ltd. (AGO) and RLI Corp. (RLI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AGO:

0.50

RLI:

0.24

Sortino Ratio

AGO:

0.86

RLI:

0.59

Omega Ratio

AGO:

1.11

RLI:

1.09

Calmar Ratio

AGO:

0.59

RLI:

0.42

Martin Ratio

AGO:

2.13

RLI:

0.87

Ulcer Index

AGO:

6.07%

RLI:

9.13%

Daily Std Dev

AGO:

26.56%

RLI:

22.83%

Max Drawdown

AGO:

-90.18%

RLI:

-64.06%

Current Drawdown

AGO:

-9.09%

RLI:

-13.71%

Fundamentals

Market Cap

AGO:

$4.22B

RLI:

$6.95B

EPS

AGO:

$8.42

RLI:

$3.03

PE Ratio

AGO:

10.23

RLI:

24.98

PEG Ratio

AGO:

2.52

RLI:

3.82

PS Ratio

AGO:

4.77

RLI:

4.01

PB Ratio

AGO:

0.76

RLI:

4.33

Total Revenue (TTM)

AGO:

$956.00M

RLI:

$1.74B

Gross Profit (TTM)

AGO:

$526.00M

RLI:

$1.73B

EBITDA (TTM)

AGO:

$129.00M

RLI:

$232.53M

Returns By Period

In the year-to-date period, AGO achieves a -3.58% return, which is significantly higher than RLI's -7.41% return. Over the past 10 years, AGO has underperformed RLI with an annualized return of 13.65%, while RLI has yielded a comparatively higher 15.31% annualized return.


AGO

YTD

-3.58%

1M

3.82%

6M

-5.30%

1Y

13.21%

3Y*

17.45%

5Y*

29.38%

10Y*

13.65%

RLI

YTD

-7.41%

1M

-2.01%

6M

-11.01%

1Y

5.33%

3Y*

12.69%

5Y*

17.89%

10Y*

15.31%

*Annualized

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Assured Guaranty Ltd.

RLI Corp.

Risk-Adjusted Performance

AGO vs. RLI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AGO
The Risk-Adjusted Performance Rank of AGO is 6868
Overall Rank
The Sharpe Ratio Rank of AGO is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of AGO is 6161
Sortino Ratio Rank
The Omega Ratio Rank of AGO is 6060
Omega Ratio Rank
The Calmar Ratio Rank of AGO is 7575
Calmar Ratio Rank
The Martin Ratio Rank of AGO is 7474
Martin Ratio Rank

RLI
The Risk-Adjusted Performance Rank of RLI is 6060
Overall Rank
The Sharpe Ratio Rank of RLI is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of RLI is 5454
Sortino Ratio Rank
The Omega Ratio Rank of RLI is 5555
Omega Ratio Rank
The Calmar Ratio Rank of RLI is 7070
Calmar Ratio Rank
The Martin Ratio Rank of RLI is 6262
Martin 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.

AGO vs. RLI - Risk-Adjusted Performance 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.


The current AGO Sharpe Ratio is 0.50, which is higher than the RLI Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of AGO and RLI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

AGO vs. RLI - Dividend Comparison

AGO's dividend yield for the trailing twelve months is around 1.51%, less than RLI's 3.20% yield.


TTM20242023202220212020201920182017201620152014
AGO
Assured Guaranty Ltd.
1.51%1.38%1.50%1.61%1.75%2.54%1.47%1.67%1.68%1.38%1.82%1.69%
RLI
RLI Corp.
3.20%2.94%0.80%5.92%0.88%0.91%1.87%2.71%4.25%4.42%4.45%7.51%

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 -64.06%. Use the drawdown chart below to compare losses from any high point for AGO and RLI. For additional features, visit the drawdowns tool.


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Volatility

AGO vs. RLI - Volatility Comparison

The current volatility for Assured Guaranty Ltd. (AGO) is 6.20%, while RLI Corp. (RLI) has a volatility of 7.81%. This indicates that AGO experiences smaller price fluctuations and is considered to be less risky than RLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.00200.00M400.00M600.00M800.00M20212022202320242025
345.00M
407.67M
(AGO) Total Revenue
(RLI) Total Revenue
Values in USD except per share items