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

Correlation

The correlation between RLI and SIGI is 0.45, 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.


-0.50.00.51.00.5

Performance

RLI vs. SIGI - Performance Comparison

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

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
18.82%
1.22%
RLI
SIGI

Key characteristics

Sharpe Ratio

RLI:

1.56

SIGI:

-0.15

Sortino Ratio

RLI:

2.14

SIGI:

0.01

Omega Ratio

RLI:

1.29

SIGI:

1.00

Calmar Ratio

RLI:

3.03

SIGI:

-0.18

Martin Ratio

RLI:

8.59

SIGI:

-0.37

Ulcer Index

RLI:

3.40%

SIGI:

11.82%

Daily Std Dev

RLI:

18.72%

SIGI:

29.76%

Max Drawdown

RLI:

-64.05%

SIGI:

-63.06%

Current Drawdown

RLI:

-6.70%

SIGI:

-13.67%

Fundamentals

Market Cap

RLI:

$7.65B

SIGI:

$5.79B

EPS

RLI:

$9.09

SIGI:

$3.72

PE Ratio

RLI:

18.36

SIGI:

25.62

PEG Ratio

RLI:

3.82

SIGI:

1.86

Total Revenue (TTM)

RLI:

$1.76B

SIGI:

$4.71B

Gross Profit (TTM)

RLI:

$1.76B

SIGI:

$4.59B

EBITDA (TTM)

RLI:

$497.79M

SIGI:

$358.59M

Returns By Period

In the year-to-date period, RLI achieves a 27.26% return, which is significantly higher than SIGI's -4.93% return. Both investments have delivered pretty close results over the past 10 years, with RLI having a 14.73% annualized return and SIGI not far ahead at 14.87%.


RLI

YTD

27.26%

1M

-5.16%

6M

18.82%

1Y

27.63%

5Y*

14.60%

10Y*

14.73%

SIGI

YTD

-4.93%

1M

-4.75%

6M

1.22%

1Y

-4.35%

5Y*

8.92%

10Y*

14.87%

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

RLI vs. SIGI - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for RLI, currently valued at 1.56, compared to the broader market-4.00-2.000.002.001.56-0.15
The chart of Sortino ratio for RLI, currently valued at 2.14, compared to the broader market-4.00-2.000.002.004.002.140.01
The chart of Omega ratio for RLI, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.00
The chart of Calmar ratio for RLI, currently valued at 3.03, compared to the broader market0.002.004.006.003.03-0.18
The chart of Martin ratio for RLI, currently valued at 8.59, compared to the broader market-5.000.005.0010.0015.0020.0025.008.59-0.37
RLI
SIGI

The current RLI Sharpe Ratio is 1.56, which is higher than the SIGI Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of RLI and SIGI, 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-0.500.000.501.001.502.00JulyAugustSeptemberOctoberNovemberDecember
1.56
-0.15
RLI
SIGI

Dividends

RLI vs. SIGI - Dividend Comparison

RLI's dividend yield for the trailing twelve months is around 2.77%, more than SIGI's 1.53% yield.


TTM20232022202120202019201820172016201520142013
RLI
RLI Corp.
2.77%0.40%2.96%0.44%0.46%0.93%1.36%2.13%2.21%2.23%3.76%2.23%
SIGI
Selective Insurance Group, Inc.
1.53%1.26%1.29%1.26%1.40%1.27%1.21%1.12%1.42%1.70%1.95%1.92%

Drawdowns

RLI vs. SIGI - Drawdown Comparison

The maximum RLI drawdown since its inception was -64.05%, roughly equal to the maximum SIGI drawdown of -63.06%. Use the drawdown chart below to compare losses from any high point for RLI and SIGI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-6.70%
-13.67%
RLI
SIGI

Volatility

RLI vs. SIGI - Volatility Comparison

The current volatility for RLI Corp. (RLI) is 4.74%, while Selective Insurance Group, Inc. (SIGI) has a volatility of 5.77%. This indicates that RLI experiences smaller price fluctuations and is considered to be less risky than SIGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JulyAugustSeptemberOctoberNovemberDecember
4.74%
5.77%
RLI
SIGI

Financials

RLI vs. SIGI - Financials Comparison

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


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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