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

Correlation

The correlation between AXS and RLI is 0.45, 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

AXS vs. RLI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in AXIS Capital Holdings Limited (AXS) and RLI Corp. (RLI). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

AXS:

1.95

RLI:

0.24

Sortino Ratio

AXS:

2.69

RLI:

0.59

Omega Ratio

AXS:

1.36

RLI:

1.09

Calmar Ratio

AXS:

3.69

RLI:

0.42

Martin Ratio

AXS:

13.59

RLI:

0.87

Ulcer Index

AXS:

3.71%

RLI:

9.13%

Daily Std Dev

AXS:

24.37%

RLI:

22.83%

Max Drawdown

AXS:

-55.93%

RLI:

-64.06%

Current Drawdown

AXS:

0.00%

RLI:

-13.71%

Fundamentals

Market Cap

AXS:

$8.06B

RLI:

$6.95B

EPS

AXS:

$10.08

RLI:

$3.03

PE Ratio

AXS:

10.17

RLI:

24.98

PEG Ratio

AXS:

-10.28

RLI:

3.82

PS Ratio

AXS:

1.33

RLI:

4.01

PB Ratio

AXS:

1.51

RLI:

4.33

Total Revenue (TTM)

AXS:

$6.03B

RLI:

$1.74B

Gross Profit (TTM)

AXS:

$6.02B

RLI:

$1.73B

EBITDA (TTM)

AXS:

$1.10B

RLI:

$232.53M

Returns By Period

In the year-to-date period, AXS achieves a 16.57% return, which is significantly higher than RLI's -7.41% return. Over the past 10 years, AXS has underperformed RLI with an annualized return of 9.48%, while RLI has yielded a comparatively higher 15.31% annualized return.


AXS

YTD

16.57%

1M

8.73%

6M

20.41%

1Y

46.96%

3Y*

26.49%

5Y*

26.72%

10Y*

9.48%

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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AXIS Capital Holdings Limited

RLI Corp.

Risk-Adjusted Performance

AXS vs. RLI — Risk-Adjusted Performance Rank

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

AXS
The Risk-Adjusted Performance Rank of AXS is 9595
Overall Rank
The Sharpe Ratio Rank of AXS is 9595
Sharpe Ratio Rank
The Sortino Ratio Rank of AXS is 9393
Sortino Ratio Rank
The Omega Ratio Rank of AXS is 9292
Omega Ratio Rank
The Calmar Ratio Rank of AXS is 9898
Calmar Ratio Rank
The Martin Ratio Rank of AXS is 9797
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.

AXS vs. RLI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for AXIS Capital Holdings Limited (AXS) 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 AXS Sharpe Ratio is 1.95, which is higher than the RLI Sharpe Ratio of 0.24. The chart below compares the historical Sharpe Ratios of AXS 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

AXS vs. RLI - Dividend Comparison

AXS's dividend yield for the trailing twelve months is around 1.71%, less than RLI's 3.20% yield.


TTM20242023202220212020201920182017201620152014
AXS
AXIS Capital Holdings Limited
1.71%1.99%3.18%3.19%3.10%3.27%2.71%3.04%3.04%2.19%2.17%2.15%
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

AXS vs. RLI - Drawdown Comparison

The maximum AXS drawdown since its inception was -55.93%, smaller than the maximum RLI drawdown of -64.06%. Use the drawdown chart below to compare losses from any high point for AXS and RLI. For additional features, visit the drawdowns tool.


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Volatility

AXS vs. RLI - Volatility Comparison

The current volatility for AXIS Capital Holdings Limited (AXS) is 6.84%, while RLI Corp. (RLI) has a volatility of 7.81%. This indicates that AXS 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

AXS vs. RLI - Financials Comparison

This section allows you to compare key financial metrics between AXIS Capital Holdings Limited 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


0.00500.00M1.00B1.50B20212022202320242025
1.47B
407.67M
(AXS) Total Revenue
(RLI) Total Revenue
Values in USD except per share items

AXS vs. RLI - Profitability Comparison

The chart below illustrates the profitability comparison between AXIS Capital Holdings Limited and RLI Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

98.5%99.0%99.5%100.0%20212022202320242025
99.8%
100.0%
(AXS) Gross Margin
(RLI) Gross Margin
AXS - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, AXIS Capital Holdings Limited reported a gross profit of 1.46B and revenue of 1.47B. Therefore, the gross margin over that period was 99.8%.

RLI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, RLI Corp. reported a gross profit of 407.67M and revenue of 407.67M. Therefore, the gross margin over that period was 100.0%.

AXS - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, AXIS Capital Holdings Limited reported an operating income of 236.10M and revenue of 1.47B, resulting in an operating margin of 16.1%.

RLI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, RLI Corp. reported an operating income of 78.63M and revenue of 407.67M, resulting in an operating margin of 19.3%.

AXS - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, AXIS Capital Holdings Limited reported a net income of 194.07M and revenue of 1.47B, resulting in a net margin of 13.2%.

RLI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, RLI Corp. reported a net income of 63.21M and revenue of 407.67M, resulting in a net margin of 15.5%.