AXS vs. RLI
Compare and contrast key facts about AXIS Capital Holdings Limited (AXS) and RLI Corp. (RLI).
Performance
AXS vs. RLI - Performance Comparison
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AXS vs. RLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AXS AXIS Capital Holdings Limited | -4.89% | 22.96% | 63.90% | 5.57% | 2.63% | 11.81% | -11.92% | 18.26% | 5.75% | -20.96% |
RLI RLI Corp. | -10.62% | -19.13% | 27.57% | 3.77% | 24.80% | 10.67% | 18.08% | 33.22% | 16.69% | 0.38% |
Fundamentals
AXS:
$7.79B
RLI:
$5.26B
AXS:
$12.85
RLI:
$4.37
AXS:
7.89
RLI:
13.06
AXS:
0.14
RLI:
0.59
AXS:
1.24
RLI:
3.61
AXS:
1.34
RLI:
0.85
AXS:
$6.44B
RLI:
$1.46B
AXS:
$1.45B
RLI:
$402.13M
AXS:
$1.32B
RLI:
$482.89M
Returns By Period
In the year-to-date period, AXS achieves a -4.89% return, which is significantly higher than RLI's -10.62% return. Both investments have delivered pretty close results over the past 10 years, with AXS having a 9.15% annualized return and RLI not far behind at 9.00%.
AXS
- 1D
- 1.15%
- 1M
- -3.66%
- YTD
- -4.89%
- 6M
- 6.75%
- 1Y
- 2.94%
- 3Y*
- 25.87%
- 5Y*
- 17.99%
- 10Y*
- 9.15%
RLI
- 1D
- -0.51%
- 1M
- -8.24%
- YTD
- -10.62%
- 6M
- -9.25%
- 1Y
- -25.99%
- 3Y*
- -1.93%
- 5Y*
- 3.90%
- 10Y*
- 9.00%
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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.
| AXS | RLI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.12 | -1.15 | +1.27 |
Sortino ratioReturn per unit of downside risk | 0.33 | -1.56 | +1.89 |
Omega ratioGain probability vs. loss probability | 1.04 | 0.82 | +0.23 |
Calmar ratioReturn relative to maximum drawdown | 0.25 | -0.94 | +1.19 |
Martin ratioReturn relative to average drawdown | 0.58 | -1.43 | +2.01 |
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
| AXS | RLI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | -1.15 | +1.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.17 | +0.56 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.34 | 0.00 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.48 | -0.15 |
Correlation
The correlation between AXS and RLI is 0.48, 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.
Dividends
AXS vs. RLI - Dividend Comparison
AXS's dividend yield for the trailing twelve months is around 1.74%, less than RLI's 4.63% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AXS AXIS Capital Holdings Limited | 1.74% | 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. | 4.63% | 4.11% | 3.12% | 2.31% | 6.12% | 2.67% | 1.87% | 2.12% | 2.71% | 4.25% | 4.42% | 4.45% |
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 -40.55%. 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% | -40.55% | -15.38% |
Max Drawdown (1Y)Largest decline over 1 year | -16.73% | -27.38% | +10.65% |
Max Drawdown (5Y)Largest decline over 5 years | -21.79% | -33.39% | +11.60% |
Max Drawdown (10Y)Largest decline over 10 years | -49.31% | -33.39% | -15.92% |
Current DrawdownCurrent decline from peak | -6.33% | -32.53% | +26.20% |
Average DrawdownAverage peak-to-trough decline | -12.19% | -9.72% | -2.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.21% | 17.93% | -10.72% |
Volatility
AXS vs. RLI - Volatility Comparison
The current volatility for AXIS Capital Holdings Limited (AXS) is 5.57%, while RLI Corp. (RLI) has a volatility of 6.20%. 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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Volatility by Period
| AXS | RLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.57% | 6.20% | -0.63% |
Volatility (6M)Calculated over the trailing 6-month period | 15.56% | 16.44% | -0.88% |
Volatility (1Y)Calculated over the trailing 1-year period | 24.68% | 22.70% | +1.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.83% | 22.86% | +1.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.44% | 26.36% | +0.08% |
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