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

Correlation

The correlation between RLI and CAT is 0.28, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

RLI vs. CAT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RLI Corp. (RLI) and Caterpillar Inc. (CAT). The values are adjusted to include any dividend payments, if applicable.

-5.00%0.00%5.00%10.00%15.00%20.00%25.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
18.02%
11.41%
RLI
CAT

Key characteristics

Sharpe Ratio

RLI:

1.61

CAT:

1.12

Sortino Ratio

RLI:

2.20

CAT:

1.67

Omega Ratio

RLI:

1.30

CAT:

1.21

Calmar Ratio

RLI:

2.57

CAT:

1.86

Martin Ratio

RLI:

9.05

CAT:

4.11

Ulcer Index

RLI:

3.33%

CAT:

7.15%

Daily Std Dev

RLI:

18.68%

CAT:

26.16%

Max Drawdown

RLI:

-64.05%

CAT:

-73.43%

Current Drawdown

RLI:

-7.25%

CAT:

-12.71%

Fundamentals

Market Cap

RLI:

$7.65B

CAT:

$181.44B

EPS

RLI:

$9.09

CAT:

$21.52

PE Ratio

RLI:

18.36

CAT:

17.46

PEG Ratio

RLI:

3.82

CAT:

1.69

Total Revenue (TTM)

RLI:

$1.76B

CAT:

$65.66B

Gross Profit (TTM)

RLI:

$1.76B

CAT:

$23.58B

EBITDA (TTM)

RLI:

$497.79M

CAT:

$16.27B

Returns By Period

In the year-to-date period, RLI achieves a 26.52% return, which is significantly higher than CAT's 25.05% return. Over the past 10 years, RLI has underperformed CAT with an annualized return of 15.15%, while CAT has yielded a comparatively higher 17.92% annualized return.


RLI

YTD

26.52%

1M

-4.34%

6M

18.76%

1Y

30.06%

5Y*

14.03%

10Y*

15.15%

CAT

YTD

25.05%

1M

-5.35%

6M

12.78%

1Y

26.20%

5Y*

22.52%

10Y*

17.92%

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Risk-Adjusted Performance

RLI vs. CAT - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for RLI Corp. (RLI) and Caterpillar Inc. (CAT). 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.


Sharpe ratio
The chart of Sharpe ratio for RLI, currently valued at 1.61, compared to the broader market-4.00-2.000.002.001.611.12
The chart of Sortino ratio for RLI, currently valued at 2.20, compared to the broader market-4.00-2.000.002.004.002.201.67
The chart of Omega ratio for RLI, currently valued at 1.30, compared to the broader market0.501.001.502.001.301.21
The chart of Calmar ratio for RLI, currently valued at 2.57, compared to the broader market0.002.004.006.002.571.86
The chart of Martin ratio for RLI, currently valued at 9.05, compared to the broader market0.0010.0020.009.054.11
RLI
CAT

The current RLI Sharpe Ratio is 1.61, which is higher than the CAT Sharpe Ratio of 1.12. The chart below compares the historical Sharpe Ratios of RLI and CAT, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.61
1.12
RLI
CAT

Dividends

RLI vs. CAT - Dividend Comparison

RLI's dividend yield for the trailing twelve months is around 2.79%, more than CAT's 1.49% yield.


TTM20232022202120202019201820172016201520142013
RLI
RLI Corp.
2.79%0.40%2.96%0.44%0.46%0.93%1.36%2.13%2.21%2.23%3.76%2.23%
CAT
Caterpillar Inc.
1.49%1.69%1.93%2.07%2.26%2.56%2.58%1.97%3.32%4.33%2.84%1.89%

Drawdowns

RLI vs. CAT - Drawdown Comparison

The maximum RLI drawdown since its inception was -64.05%, smaller than the maximum CAT drawdown of -73.43%. Use the drawdown chart below to compare losses from any high point for RLI and CAT. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-7.25%
-12.71%
RLI
CAT

Volatility

RLI vs. CAT - Volatility Comparison

The current volatility for RLI Corp. (RLI) is 4.77%, while Caterpillar Inc. (CAT) has a volatility of 6.51%. This indicates that RLI experiences smaller price fluctuations and is considered to be less risky than CAT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.77%
6.51%
RLI
CAT

Financials

RLI vs. CAT - Financials Comparison

This section allows you to compare key financial metrics between RLI Corp. and Caterpillar 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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