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POWI vs. SIGI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

POWI vs. SIGI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Power Integrations, Inc. (POWI) and Selective Insurance Group, Inc. (SIGI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, POWI achieves a 147.49% return, which is significantly higher than SIGI's 11.58% return. Over the past 10 years, POWI has outperformed SIGI with an annualized return of 14.38%, while SIGI has yielded a comparatively lower 11.26% annualized return.


POWI

1D
0.28%
1M
23.59%
YTD
147.49%
6M
137.53%
1Y
66.22%
3Y*
1.60%
5Y*
3.18%
10Y*
14.38%

SIGI

1D
0.14%
1M
1.92%
YTD
11.58%
6M
9.04%
1Y
10.82%
3Y*
0.35%
5Y*
5.08%
10Y*
11.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

POWI vs. SIGI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
POWI
Power Integrations, Inc.
147.49%-41.33%-23.97%15.56%-22.09%14.12%66.77%63.64%-16.32%9.26%
SIGI
Selective Insurance Group, Inc.
11.58%-8.79%-4.58%13.66%9.67%24.02%4.48%8.24%5.11%38.15%

Correlation

The correlation between POWI and SIGI is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.08

Correlation (3Y)
Calculated over the trailing 3-year period

0.09

Correlation (5Y)
Calculated over the trailing 5-year period

0.17

Correlation (10Y)
Calculated over the trailing 10-year period

0.26

Correlation (All Time)
Calculated using the full available price history since Dec 12, 1997

0.29

Over the past year, the correlation between POWI and SIGI has dropped to 0.08 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

POWI:

$4.88B

SIGI:

$5.59B

EPS

POWI:

$0.30

SIGI:

$7.46

PE Ratio

POWI:

294.29

SIGI:

12.39

PS Ratio

POWI:

10.95

SIGI:

1.04

PB Ratio

POWI:

7.26

SIGI:

1.65

Total Revenue (TTM)

POWI:

$446.28M

SIGI:

$5.41B

Gross Profit (TTM)

POWI:

$240.35M

SIGI:

$1.66B

EBITDA (TTM)

POWI:

$30.43M

SIGI:

$801.50M

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Return for Risk

POWI vs. SIGI — Risk / Return Rank

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

POWI
POWI Risk / Return Rank: 7272
Overall Rank
POWI Sharpe Ratio Rank: 7676
Sharpe Ratio Rank
POWI Sortino Ratio Rank: 7676
Sortino Ratio Rank
POWI Omega Ratio Rank: 7474
Omega Ratio Rank
POWI Calmar Ratio Rank: 6868
Calmar Ratio Rank
POWI Martin Ratio Rank: 6666
Martin Ratio Rank

SIGI
SIGI Risk / Return Rank: 5252
Overall Rank
SIGI Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SIGI Sortino Ratio Rank: 4747
Sortino Ratio Rank
SIGI Omega Ratio Rank: 4949
Omega Ratio Rank
SIGI Calmar Ratio Rank: 5555
Calmar Ratio Rank
SIGI Martin Ratio Rank: 5454
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

POWI vs. SIGI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Power Integrations, Inc. (POWI) and Selective Insurance Group, Inc. (SIGI). 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.


POWISIGIDifference
Sharpe ratioReturn per unit of total volatility

+0.79

Sortino ratioReturn per unit of downside risk

+1.33

Omega ratioGain probability vs. loss probability

1.24

1.10

+0.15

Calmar ratioReturn relative to maximum drawdown

1.39

0.60

+0.79

Martin ratioReturn relative to average drawdown

2.75

1.06

+1.69

POWI vs. SIGI - Sharpe Ratio Comparison

The current POWI Sharpe Ratio is 1.16, which is higher than the SIGI Sharpe Ratio of 0.36. The chart below compares the historical Sharpe Ratios of POWI and SIGI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

POWI vs. SIGI - Drawdown Comparison

The maximum POWI drawdown since its inception was -85.76%, which is greater than SIGI's maximum drawdown of -63.06%. Use the drawdown chart below to compare losses from any high point for POWI and SIGI.


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Drawdown Indicators


POWISIGIDifference

Max Drawdown

Largest peak-to-trough decline

-85.76%

-63.06%

-22.70%

Max Drawdown (1Y)

Largest decline over 1 year

-47.83%

-18.18%

-29.65%

Max Drawdown (3Y)

Largest decline over 3 years

-67.82%

-30.46%

-37.36%

Max Drawdown (5Y)

Largest decline over 5 years

-70.68%

-30.46%

-40.22%

Max Drawdown (10Y)

Largest decline over 10 years

-70.68%

-48.39%

-22.29%

Current Drawdown

Current decline from peak

-16.06%

-11.81%

-4.25%

Average Drawdown

Average peak-to-trough decline

-38.63%

-14.06%

-24.57%

Ulcer Index

Depth and duration of drawdowns from previous peaks

24.19%

10.26%

+13.93%

Volatility

POWI vs. SIGI - Volatility Comparison

Power Integrations, Inc. (POWI) has a higher volatility of 24.22% compared to Selective Insurance Group, Inc. (SIGI) at 5.49%. This indicates that POWI's price experiences larger fluctuations and is considered to be riskier than SIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


POWISIGIDifference

Volatility (1M)

Calculated over the trailing 1-month period

24.22%

5.49%

+18.73%

Volatility (6M)

Calculated over the trailing 6-month period

39.96%

17.82%

+22.14%

Volatility (1Y)

Calculated over the trailing 1-year period

57.67%

30.12%

+27.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.71%

27.40%

+17.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

41.80%

28.85%

+12.95%

Dividends

POWI vs. SIGI - Dividend Comparison

POWI's dividend yield for the trailing twelve months is around 0.97%, less than SIGI's 1.81% yield.


PositionTTM20252024202320222021202020192018201720162015
POWI
Power Integrations, Inc.
0.97%2.36%1.31%0.94%1.00%0.58%0.51%0.71%1.05%0.76%0.77%0.99%
SIGI
Selective Insurance Group, Inc.
1.81%1.88%1.53%1.26%1.29%1.26%1.40%1.27%1.21%1.12%1.42%1.70%

Financials

POWI vs. SIGI - Financials Comparison

This section allows you to compare key financial metrics between Power Integrations, Inc. and Selective Insurance Group, Inc.. 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


0.00200.00M400.00M600.00M800.00M1.00B1.20B1.40B20222023202420252026
108.31M
1.36B
(POWI) Total Revenue
(SIGI) Total Revenue
Values in USD except per share items

POWI vs. SIGI - Profitability Comparison

The chart below illustrates the profitability comparison between Power Integrations, Inc. and Selective Insurance Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%20222023202420252026
52.6%
0
Portfolio components
POWI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Power Integrations, Inc. reported a gross profit of 56.94M and revenue of 108.31M. Therefore, the gross margin over that period was 52.6%.

SIGI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Selective Insurance Group, Inc. reported a gross profit of 0.00 and revenue of 1.36B. Therefore, the gross margin over that period was 0.0%.

POWI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Power Integrations, Inc. reported an operating income of 1.45M and revenue of 108.31M, resulting in an operating margin of 1.3%.

SIGI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Selective Insurance Group, Inc. reported an operating income of 101.90M and revenue of 1.36B, resulting in an operating margin of 7.5%.

POWI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Power Integrations, Inc. reported a net income of 3.30M and revenue of 108.31M, resulting in a net margin of 3.1%.

SIGI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Selective Insurance Group, Inc. reported a net income of 97.70M and revenue of 1.36B, resulting in a net margin of 7.2%.


Frequently Asked Questions


POWI and SIGI have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

POWI has higher volatility (24.22%) compared to SIGI (5.49%). In terms of maximum drawdown, POWI dropped -85.76% vs SIGI's -63.06%.

POWI currently has the higher Sharpe Ratio (1.16 vs 0.36), 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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