AXS vs. RLI
AXS (AXIS Capital Holdings Limited) and RLI (RLI Corp.) are both stocks. Both operate in the Insurance - Property & Casualty industry within the Financial Services sector. Over the past 10 years, AXS returned 10.07%/yr vs 9.09%/yr for RLI. At a 0.48 correlation, their price movements are largely independent.
Performance
AXS vs. RLI - Performance Comparison
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Returns By Period
In the year-to-date period, AXS achieves a -3.03% return, which is significantly higher than RLI's -13.70% return. Over the past 10 years, AXS has outperformed RLI with an annualized return of 10.07%, while RLI has yielded a comparatively lower 9.09% annualized return.
AXS
- 1D
- 2.38%
- 1M
- 3.45%
- YTD
- -3.03%
- 6M
- -4.31%
- 1Y
- 2.55%
- 3Y*
- 27.36%
- 5Y*
- 19.44%
- 10Y*
- 10.07%
RLI
- 1D
- -0.66%
- 1M
- 4.78%
- YTD
- -13.70%
- 6M
- -16.94%
- 1Y
- -20.64%
- 3Y*
- -2.75%
- 5Y*
- 5.04%
- 10Y*
- 9.09%
AXS vs. RLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AXS AXIS Capital Holdings Limited | -3.03% | 22.96% | 63.90% | 5.57% | 2.63% | 11.81% | -11.92% | 18.26% | 5.75% | -20.96% |
RLI RLI Corp. | -13.70% | -19.13% | 27.57% | 3.77% | 24.80% | 10.67% | 18.08% | 33.22% | 16.69% | 0.38% |
Correlation
The correlation between AXS and RLI is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since Jul 1, 2003 | 0.48 |
The correlation between AXS and RLI has been stable across timeframes, ranging from 0.48 to 0.58 - a consistent structural relationship.
Fundamentals
AXS:
$7.77B
RLI:
$4.86B
AXS:
$13.77
RLI:
$4.28
AXS:
7.51
RLI:
12.32
AXS:
0.14
RLI:
0.55
AXS:
1.21
RLI:
3.21
AXS:
1.22
RLI:
0.76
AXS:
$6.61B
RLI:
$1.52B
AXS:
$3.55B
RLI:
$481.56M
AXS:
$2.61B
RLI:
$519.11M
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Return for Risk
AXS vs. RLI — Risk / Return Rank
AXS
RLI
AXS vs. RLI - Risk-Adjusted Trends 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.
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.
| AXS | RLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.02 | ||
| Sortino ratioReturn per unit of downside risk | +1.53 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 0.86 | +0.17 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | -0.64 | +0.81 |
| Martin ratioReturn relative to average drawdown | 0.38 | -1.29 | +1.67 |
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Drawdowns
AXS vs. RLI - Drawdown Comparison
The maximum AXS drawdown since its inception was -55.93%, which is greater than RLI's maximum drawdown of -43.50%. Use the drawdown chart below to compare losses from any high point for AXS and RLI.
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Drawdown Indicators
| AXS | RLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.93% | -43.50% | -12.43% |
Max Drawdown (1Y)Largest decline over 1 year | -14.60% | -32.56% | +17.96% |
Max Drawdown (3Y)Largest decline over 3 years | -16.73% | -43.50% | +26.77% |
Max Drawdown (5Y)Largest decline over 5 years | -18.99% | -43.50% | +24.51% |
Max Drawdown (10Y)Largest decline over 10 years | -49.31% | -43.50% | -5.81% |
Current DrawdownCurrent decline from peak | -4.50% | -34.86% | +30.36% |
Average DrawdownAverage peak-to-trough decline | -12.14% | -9.87% | -2.27% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.78% | 16.01% | -9.23% |
Volatility
AXS vs. RLI - Volatility Comparison
AXIS Capital Holdings Limited (AXS) has a higher volatility of 7.96% compared to RLI Corp. (RLI) at 6.87%. This indicates that AXS'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
| AXS | RLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.96% | 6.87% | +1.09% |
Volatility (6M)Calculated over the trailing 6-month period | 15.71% | 17.93% | -2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.61% | 22.85% | -0.24% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.94% | 23.18% | +1.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.60% | 26.55% | +0.05% |
Dividends
AXS vs. RLI - Dividend Comparison
AXS's dividend yield for the trailing twelve months is around 1.70%, less than RLI's 8.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AXS AXIS Capital Holdings Limited | 1.70% | 1.64% | 1.99% | 3.18% | 3.19% | 3.10% | 3.27% | 2.71% | 3.04% | 3.04% | 2.19% | 2.17% |
RLI RLI Corp. | 8.84% | 4.11% | 3.12% | 2.31% | 6.12% | 2.67% | 1.87% | 2.12% | 2.71% | 4.25% | 4.42% | 4.45% |
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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AXS and RLI have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AXS has higher volatility (7.96%) compared to RLI (6.87%). In terms of maximum drawdown, AXS dropped -55.93% vs RLI's -43.50%.
AXS currently has the higher Sharpe Ratio (0.11 vs -0.91), 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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