RLI vs. AGO
Compare and contrast key facts about RLI Corp. (RLI) and Assured Guaranty Ltd. (AGO).
Performance
RLI vs. AGO - Performance Comparison
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RLI vs. AGO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RLI RLI Corp. | -10.77% | -19.13% | 27.57% | 3.77% | 24.80% | 10.67% | 18.08% | 33.22% | 16.69% | 0.38% |
AGO Assured Guaranty Ltd. | -9.88% | 1.44% | 22.08% | 22.52% | 26.20% | 62.33% | -33.94% | 30.12% | 14.95% | -9.03% |
Fundamentals
RLI:
$4.37
AGO:
$15.27
RLI:
13.04
AGO:
5.28
RLI:
0.59
AGO:
0.05
RLI:
3.60
AGO:
2.46
RLI:
$1.46B
AGO:
$1.08B
RLI:
$402.13M
AGO:
$748.00M
RLI:
$482.89M
AGO:
$564.00M
Returns By Period
In the year-to-date period, RLI achieves a -10.77% return, which is significantly lower than AGO's -9.88% return. Over the past 10 years, RLI has underperformed AGO with an annualized return of 8.98%, while AGO has yielded a comparatively higher 14.17% annualized return.
RLI
- 1D
- -0.18%
- 1M
- -9.30%
- YTD
- -10.77%
- 6M
- -6.60%
- 1Y
- -26.47%
- 3Y*
- -1.99%
- 5Y*
- 3.87%
- 10Y*
- 8.98%
AGO
- 1D
- -1.03%
- 1M
- -7.38%
- YTD
- -9.88%
- 6M
- -2.96%
- 1Y
- -6.96%
- 3Y*
- 19.01%
- 5Y*
- 15.58%
- 10Y*
- 14.17%
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Return for Risk
RLI vs. AGO — Risk / Return Rank
RLI
AGO
RLI vs. AGO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RLI Corp. (RLI) and Assured Guaranty Ltd. (AGO). 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.
| RLI | AGO | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -1.17 | -0.32 | -0.85 |
Sortino ratioReturn per unit of downside risk | -1.60 | -0.32 | -1.28 |
Omega ratioGain probability vs. loss probability | 0.81 | 0.96 | -0.15 |
Calmar ratioReturn relative to maximum drawdown | -0.95 | -0.51 | -0.44 |
Martin ratioReturn relative to average drawdown | -1.45 | -1.04 | -0.41 |
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
| RLI | AGO | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -1.17 | -0.32 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.58 | -0.41 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.34 | 0.42 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.48 | 0.18 | +0.30 |
Correlation
The correlation between RLI and AGO is 0.42, 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
RLI vs. AGO - Dividend Comparison
RLI's dividend yield for the trailing twelve months is around 4.64%, more than AGO's 1.74% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RLI RLI Corp. | 4.64% | 4.11% | 3.12% | 2.31% | 6.12% | 2.67% | 1.87% | 2.12% | 2.71% | 4.25% | 4.42% | 4.45% |
AGO Assured Guaranty Ltd. | 1.74% | 1.51% | 1.38% | 1.50% | 1.61% | 1.75% | 2.54% | 1.47% | 1.67% | 1.68% | 1.38% | 1.82% |
Drawdowns
RLI vs. AGO - Drawdown Comparison
The maximum RLI drawdown since its inception was -40.55%, smaller than the maximum AGO drawdown of -90.18%. Use the drawdown chart below to compare losses from any high point for RLI and AGO.
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Drawdown Indicators
| RLI | AGO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -40.55% | -90.18% | +49.63% |
Max Drawdown (1Y)Largest decline over 1 year | -27.38% | -13.60% | -13.78% |
Max Drawdown (5Y)Largest decline over 5 years | -33.39% | -30.23% | -3.16% |
Max Drawdown (10Y)Largest decline over 10 years | -33.39% | -61.48% | +28.09% |
Current DrawdownCurrent decline from peak | -32.65% | -13.81% | -18.84% |
Average DrawdownAverage peak-to-trough decline | -9.72% | -19.85% | +10.13% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 18.01% | 6.69% | +11.32% |
Volatility
RLI vs. AGO - Volatility Comparison
RLI Corp. (RLI) has a higher volatility of 6.06% compared to Assured Guaranty Ltd. (AGO) at 4.53%. This indicates that RLI's price experiences larger fluctuations and is considered to be riskier than AGO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| RLI | AGO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.06% | 4.53% | +1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 16.38% | 14.00% | +2.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 22.69% | 21.74% | +0.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.85% | 27.14% | -4.29% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 26.35% | 33.87% | -7.52% |
Financials
RLI vs. AGO - Financials Comparison
This section allows you to compare key financial metrics between RLI Corp. and Assured Guaranty Ltd.. 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