SIGI vs. BRC

Last updated Jun 3, 2026

SIGI (Selective Insurance Group, Inc.) and BRC (Brady Corporation) are both stocks. SIGI operates in Insurance - Property & Casualty (Financial Services), while BRC operates in Security & Protection Services (Industrials). Over the past 10 years, SIGI returned 10.36%/yr vs 12.52%/yr for BRC. At a 0.35 correlation, their price movements are largely independent.

Performance

SIGI vs. BRC - Performance Comparison

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

Returns By Period

In the year-to-date period, SIGI achieves a 3.87% return, which is significantly lower than BRC's 12.35% return. Over the past 10 years, SIGI has underperformed BRC with an annualized return of 10.36%, while BRC has yielded a comparatively higher 12.52% annualized return.

SIGI

• 1D: -0.08%
• 1M: 5.36%
• YTD: 3.87%
• 6M: 10.63%
• 1Y: -1.54%
• 3Y*: -2.94%
• 5Y*: 4.04%
• 10Y*: 10.36%

BRC

• 1D: 0.55%
• 1M: 6.54%
• YTD: 12.35%
• 6M: 12.48%
• 1Y: 27.62%
• 3Y*: 22.87%
• 5Y*: 10.55%
• 10Y*: 12.52%

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

SIGI vs. BRC - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SIGI Selective Insurance Group, Inc.	3.87%	-8.79%	-4.58%	13.66%	9.67%	24.02%	4.48%	8.24%	5.11%	38.15%
BRC Brady Corporation	12.35%	7.60%	27.69%	26.91%	-10.91%	3.75%	-6.00%	34.10%	17.14%	3.23%

Correlation

The correlation between SIGI and BRC is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.30
Correlation (3Y) Calculated over the trailing 3-year period	0.32
Correlation (5Y) Calculated over the trailing 5-year period	0.38
Correlation (10Y) Calculated over the trailing 10-year period	0.44
Correlation (All Time) Calculated using the full available price history since Mar 27, 1990	0.35

The correlation between SIGI and BRC shifts across timeframes, from 0.30 (1 year) to 0.44 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap SIGI : $5.21B BRC : $4.19B
EPS SIGI : $7.46 BRC : $4.39
PE Ratio SIGI : 11.53 BRC : 19.94
PEG Ratio SIGI : 0.44 BRC : 1.57
PS Ratio SIGI : 0.97 BRC : 2.58
PB Ratio SIGI : 1.54 BRC : 3.11
Total Revenue (TTM) SIGI : $5.41B BRC : $1.62B
Gross Profit (TTM) SIGI : $1.66B BRC : $828.93M
EBITDA (TTM) SIGI : $801.50M BRC : $300.10M

Return for Risk

SIGI vs. BRC — Risk / Return Rank

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

SIGI

SIGI Risk / Return Rank: 36
SIGI Sharpe Ratio Rank: 38
SIGI Sortino Ratio Rank: 33
SIGI Omega Ratio Rank: 33
SIGI Calmar Ratio Rank: 40
SIGI Martin Ratio Rank: 39

BRC

BRC Risk / Return Rank: 67
BRC Sharpe Ratio Rank: 69
BRC Sortino Ratio Rank: 72
BRC Omega Ratio Rank: 68
BRC Calmar Ratio Rank: 61
BRC Martin Ratio Rank: 67

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.

SIGI vs. BRC - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Selective Insurance Group, Inc. (SIGI) and Brady Corporation (BRC). 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.

	SIGI	BRC	Difference
Sharpe ratio Return per unit of total volatility	-0.05	0.94	-1.00
Sortino ratio Return per unit of downside risk	0.13	1.87	-1.74
Omega ratio Gain probability vs. loss probability	1.02	1.22	-0.20
Calmar ratio Return relative to maximum drawdown	-0.01	1.04	-1.05
Martin ratio Return relative to average drawdown	-0.02	3.33	-3.35
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SIGI vs. BRC - Sharpe Ratio Comparison

The current SIGI Sharpe Ratio is -0.05, which is lower than the BRC Sharpe Ratio of 0.94. The chart below compares the historical Sharpe Ratios of SIGI and BRC, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SIGI	BRC	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.05	0.94	-1.00
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.15	0.42	-0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	0.45	-0.09
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.34	+0.01

Drawdowns

SIGI vs. BRC - Drawdown Comparison

The maximum SIGI drawdown since its inception was -63.06%, roughly equal to the maximum BRC drawdown of -65.62%. Use the drawdown chart below to compare losses from any high point for SIGI and BRC.

Drawdown Indicators

	SIGI	BRC	Difference
Max Drawdown Largest peak-to-trough decline	-63.06%	-65.62%	+2.56%
Max Drawdown (1Y) Largest decline over 1 year	-18.18%	-26.12%	+7.94%
Max Drawdown (3Y) Largest decline over 3 years	-30.46%	-26.12%	-4.34%
Max Drawdown (5Y) Largest decline over 5 years	-30.46%	-30.06%	-0.40%
Max Drawdown (10Y) Largest decline over 10 years	-48.39%	-36.21%	-12.18%
Current Drawdown Current decline from peak	-17.90%	-8.87%	-9.03%
Average Drawdown Average peak-to-trough decline	-14.06%	-14.41%	+0.35%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.31%	8.13%	+2.18%

Volatility

SIGI vs. BRC - Volatility Comparison

The current volatility for Selective Insurance Group, Inc. (SIGI) is 6.16%, while Brady Corporation (BRC) has a volatility of 19.33%. This indicates that SIGI experiences smaller price fluctuations and is considered to be less risky than BRC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SIGI	BRC	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.16%	19.33%	-13.17%
Volatility (6M) Calculated over the trailing 6-month period	17.93%	24.02%	-6.09%
Volatility (1Y) Calculated over the trailing 1-year period	29.91%	29.41%	+0.50%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.44%	25.40%	+2.04%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.83%	27.64%	+1.19%

Dividends

SIGI vs. BRC - Dividend Comparison

SIGI's dividend yield for the trailing twelve months is around 1.94%, more than BRC's 1.11% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BRC Brady Corporation	1.11%	1.23%	1.28%	1.58%	1.92%	1.64%	1.65%	1.49%	1.92%	2.17%	2.16%	3.49%
SIGI Selective Insurance Group, Inc.	1.94%	1.88%	1.53%	1.26%	1.29%	1.26%	1.40%	1.27%	1.21%	1.12%	1.42%	1.70%

Financials

SIGI vs. BRC - Profitability Comparison

The chart below illustrates the profitability comparison between Selective Insurance Group, Inc. and Brady Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SIGI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Selective Insurance Group, Inc. reported a gross profit of 0.00 and revenue of 1.36B. Therefore, the gross margin over that period was 0.0%.

BRC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Brady Corporation reported a gross profit of 225.47M and revenue of 435.24M. Therefore, the gross margin over that period was 51.8%.

SIGI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Selective Insurance Group, Inc. reported an operating income of 101.90M and revenue of 1.36B, resulting in an operating margin of 7.5%.

BRC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Brady Corporation reported an operating income of 73.21M and revenue of 435.24M, resulting in an operating margin of 16.8%.

SIGI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Selective Insurance Group, Inc. reported a net income of 97.70M and revenue of 1.36B, resulting in a net margin of 7.2%.

BRC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Brady Corporation reported a net income of 57.80M and revenue of 435.24M, resulting in a net margin of 13.3%.

Frequently Asked Questions

Can I hold both SIGI and BRC in my portfolio?

SIGI and BRC have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SIGI or BRC?

BRC has higher volatility (19.33%) compared to SIGI (6.16%). In terms of maximum drawdown, SIGI dropped -63.06% vs BRC's -65.62%.

Which has better risk-adjusted returns?

BRC currently has the higher Sharpe Ratio (0.94 vs -0.05), 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.