SAFT vs. ORI
SAFT (Safety Insurance Group, Inc.) and ORI (Old Republic International Corporation) are both stocks. Both are in the Financial Services sector — SAFT in Insurance - Property & Casualty, ORI in Insurance - Diversified. Over the past 10 years, SAFT returned 5.72%/yr vs 14.96%/yr for ORI. At a 0.48 correlation, their price movements are largely independent.
Performance
SAFT vs. ORI - Performance Comparison
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Returns By Period
In the year-to-date period, SAFT achieves a -10.24% return, which is significantly higher than ORI's -13.49% return. Over the past 10 years, SAFT has underperformed ORI with an annualized return of 5.72%, while ORI has yielded a comparatively higher 14.96% annualized return.
SAFT
- 1D
- -1.61%
- 1M
- -8.22%
- YTD
- -10.24%
- 6M
- -8.13%
- 1Y
- -12.00%
- 3Y*
- 1.72%
- 5Y*
- 0.29%
- 10Y*
- 5.72%
ORI
- 1D
- -0.24%
- 1M
- -3.77%
- YTD
- -13.49%
- 6M
- -9.97%
- 1Y
- 5.72%
- 3Y*
- 22.36%
- 5Y*
- 15.59%
- 10Y*
- 14.96%
SAFT vs. ORI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SAFT Safety Insurance Group, Inc. | -10.24% | -0.84% | 13.25% | -5.36% | 3.14% | 14.08% | -11.81% | 17.22% | 5.67% | 13.66% |
ORI Old Republic International Corporation | -13.49% | 37.50% | 27.10% | 26.32% | 6.68% | 44.92% | -7.64% | 17.75% | 4.85% | 16.87% |
Correlation
The correlation between SAFT and ORI is 0.57, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.57 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.54 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.54 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.54 |
Correlation (All Time) Calculated using the full available price history since Nov 25, 2002 | 0.48 |
The correlation between SAFT and ORI has been stable across timeframes, ranging from 0.48 to 0.57 - a consistent structural relationship.
Fundamentals
SAFT:
$4.29
ORI:
$5.45
SAFT:
15.88
ORI:
6.79
SAFT:
0.33
ORI:
2.75
SAFT:
0.79
ORI:
0.74
SAFT:
$1.27B
ORI:
$9.37B
SAFT:
$347.54M
ORI:
$3.23B
SAFT:
$99.08M
ORI:
$911.00M
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Return for Risk
SAFT vs. ORI — Risk / Return Rank
SAFT
ORI
SAFT vs. ORI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Safety Insurance Group, Inc. (SAFT) and Old Republic International Corporation (ORI). 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.
| SAFT | ORI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.88 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 0.91 | 1.06 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.81 | 0.36 | -1.16 |
| Martin ratioReturn relative to average drawdown | -1.58 | 0.95 | -2.53 |
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
| SAFT | ORI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.63 | 0.25 | -0.88 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.01 | 0.71 | -0.69 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.24 | 0.57 | -0.33 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.43 | 0.41 | +0.02 |
Drawdowns
SAFT vs. ORI - Drawdown Comparison
The maximum SAFT drawdown since its inception was -44.00%, smaller than the maximum ORI drawdown of -66.19%. Use the drawdown chart below to compare losses from any high point for SAFT and ORI.
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Drawdown Indicators
| SAFT | ORI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -44.00% | -66.19% | +22.19% |
Max Drawdown (1Y)Largest decline over 1 year | -14.91% | -16.18% | +1.27% |
Max Drawdown (3Y)Largest decline over 3 years | -20.12% | -16.18% | -3.94% |
Max Drawdown (5Y)Largest decline over 5 years | -30.43% | -20.36% | -10.07% |
Max Drawdown (10Y)Largest decline over 10 years | -32.83% | -47.78% | +14.95% |
Current DrawdownCurrent decline from peak | -17.59% | -15.31% | -2.28% |
Average DrawdownAverage peak-to-trough decline | -12.01% | -14.54% | +2.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.39% | 6.06% | +2.33% |
Volatility
SAFT vs. ORI - Volatility Comparison
The current volatility for Safety Insurance Group, Inc. (SAFT) is 4.97%, while Old Republic International Corporation (ORI) has a volatility of 5.41%. This indicates that SAFT experiences smaller price fluctuations and is considered to be less risky than ORI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SAFT | ORI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.97% | 5.41% | -0.44% |
Volatility (6M)Calculated over the trailing 6-month period | 13.25% | 17.96% | -4.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.21% | 22.82% | -3.61% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.95% | 22.22% | -0.27% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.56% | 26.12% | -2.56% |
Dividends
SAFT vs. ORI - Dividend Comparison
SAFT's dividend yield for the trailing twelve months is around 5.40%, less than ORI's 9.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ORI Old Republic International Corporation | 9.95% | 6.92% | 2.93% | 3.33% | 7.95% | 13.75% | 4.26% | 8.05% | 8.65% | 3.55% | 3.95% | 3.97% |
SAFT Safety Insurance Group, Inc. | 5.40% | 4.67% | 4.37% | 4.74% | 4.27% | 4.23% | 4.62% | 3.67% | 3.91% | 3.73% | 3.80% | 4.97% |
Financials
SAFT vs. ORI - Financials Comparison
This section allows you to compare key financial metrics between Safety Insurance Group, Inc. and Old Republic International Corporation. 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
SAFT vs. ORI - Profitability Comparison
SAFT - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Safety Insurance Group, Inc. reported a gross profit of 0.00 and revenue of 314.67M. Therefore, the gross margin over that period was 0.0%.
ORI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Old Republic International Corporation reported a gross profit of 0.00 and revenue of 2.40B. Therefore, the gross margin over that period was 0.0%.
SAFT - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Safety Insurance Group, Inc. reported an operating income of -10.20M and revenue of 314.67M, resulting in an operating margin of -3.2%.
ORI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Old Republic International Corporation reported an operating income of 0.00 and revenue of 2.40B, resulting in an operating margin of 0.0%.
SAFT - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Safety Insurance Group, Inc. reported a net income of -14.32M and revenue of 314.67M, resulting in a net margin of -4.6%.
ORI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Old Republic International Corporation reported a net income of 330.00M and revenue of 2.40B, resulting in a net margin of 13.8%.
Frequently Asked Questions
SAFT and ORI have a correlation of 0.57, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ORI has higher volatility (5.41%) compared to SAFT (4.97%). In terms of maximum drawdown, SAFT dropped -44.00% vs ORI's -66.19%.
ORI currently has the higher Sharpe Ratio (0.25 vs -0.63), 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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