RLI vs. KNSL

Last updated Apr 2, 2026

Compare and contrast key facts about RLI Corp. (RLI) and Kinsale Capital Group, Inc. (KNSL).

Performance

RLI vs. KNSL - Performance Comparison

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

RLI vs. KNSL - 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%
KNSL Kinsale Capital Group, Inc.	-11.53%	-15.78%	39.06%	28.27%	10.17%	19.16%	97.28%	83.67%	24.09%	33.20%

Fundamentals

Market Cap RLI : $5.25B KNSL : $8.01B
EPS RLI : $4.37 KNSL : $21.67
PE Ratio RLI : 13.04 KNSL : 15.96
PEG Ratio RLI : 0.59 KNSL : 0.42
PS Ratio RLI : 3.60 KNSL : 4.29
PB Ratio RLI : 0.85 KNSL : 4.09
Total Revenue (TTM) RLI : $1.46B KNSL : $1.87B
Gross Profit (TTM) RLI : $402.13M KNSL : $862.60M
EBITDA (TTM) RLI : $482.89M KNSL : $644.95M

Returns By Period

In the year-to-date period, RLI achieves a -10.77% return, which is significantly higher than KNSL's -11.53% 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%

KNSL

• 1D: 1.21%
• 1M: -12.72%
• YTD: -11.53%
• 6M: -17.08%
• 1Y: -29.03%
• 3Y*: 5.00%
• 5Y*: 15.79%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

RLI vs. KNSL — Risk / Return Rank

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

RLI

RLI Risk / Return Rank: 5
RLI Sharpe Ratio Rank: 2
RLI Sortino Ratio Rank: 4
RLI Omega Ratio Rank: 6
RLI Calmar Ratio Rank: 4
RLI Martin Ratio Rank: 10

KNSL

KNSL Risk / Return Rank: 9
KNSL Sharpe Ratio Rank: 9
KNSL Sortino Ratio Rank: 12
KNSL Omega Ratio Rank: 11
KNSL Calmar Ratio Rank: 10
KNSL Martin Ratio Rank: 5

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.

RLI vs. KNSL - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RLI Corp. (RLI) and Kinsale Capital Group, Inc. (KNSL). 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	KNSL	Difference
Sharpe ratio Return per unit of total volatility	-1.17	-0.78	-0.39
Sortino ratio Return per unit of downside risk	-1.60	-0.92	-0.68
Omega ratio Gain probability vs. loss probability	0.81	0.87	-0.06
Calmar ratio Return relative to maximum drawdown	-0.95	-0.83	-0.13
Martin ratio Return relative to average drawdown	-1.45	-1.67	+0.22
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

RLI vs. KNSL - Sharpe Ratio Comparison

The current RLI Sharpe Ratio is -1.17, which is lower than the KNSL Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of RLI and KNSL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	RLI	KNSL	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-1.17	-0.78	-0.39
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.17	0.41	-0.24
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.34	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.48	0.94	-0.46

Correlation

The correlation between RLI and KNSL is 0.53, 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. KNSL - Dividend Comparison

RLI's dividend yield for the trailing twelve months is around 4.64%, more than KNSL's 0.22% 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%
KNSL Kinsale Capital Group, Inc.	0.22%	0.17%	0.13%	0.17%	0.20%	0.18%	0.18%	0.31%	0.50%	0.53%	0.29%	0.00%

Drawdowns

RLI vs. KNSL - Drawdown Comparison

The maximum RLI drawdown since its inception was -40.55%, roughly equal to the maximum KNSL drawdown of -40.22%. Use the drawdown chart below to compare losses from any high point for RLI and KNSL.

Drawdown Indicators

	RLI	KNSL	Difference
Max Drawdown Largest peak-to-trough decline	-40.55%	-40.22%	-0.33%
Max Drawdown (1Y) Largest decline over 1 year	-27.38%	-34.84%	+7.46%
Max Drawdown (5Y) Largest decline over 5 years	-33.39%	-40.22%	+6.83%
Max Drawdown (10Y) Largest decline over 10 years	-33.39%	—	—
Current Drawdown Current decline from peak	-32.65%	-36.69%	+4.04%
Average Drawdown Average peak-to-trough decline	-9.72%	-11.34%	+1.62%
Ulcer Index Depth and duration of drawdowns from previous peaks	18.01%	17.25%	+0.76%

Volatility

RLI vs. KNSL - Volatility Comparison

The current volatility for RLI Corp. (RLI) is 6.06%, while Kinsale Capital Group, Inc. (KNSL) has a volatility of 9.25%. This indicates that RLI experiences smaller price fluctuations and is considered to be less risky than KNSL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	RLI	KNSL	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.06%	9.25%	-3.19%
Volatility (6M) Calculated over the trailing 6-month period	16.38%	25.67%	-9.29%
Volatility (1Y) Calculated over the trailing 1-year period	22.69%	37.47%	-14.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	22.85%	38.30%	-15.45%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	26.35%	38.32%	-11.97%

Financials