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

Performance

SIGI vs. BRO - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
0.61%
20.28%
SIGI
BRO

Returns By Period

In the year-to-date period, SIGI achieves a -0.93% return, which is significantly lower than BRO's 54.69% return. Over the past 10 years, SIGI has underperformed BRO with an annualized return of 15.58%, while BRO has yielded a comparatively higher 22.43% annualized return.


SIGI

YTD

-0.93%

1M

-1.23%

6M

1.13%

1Y

-2.44%

5Y (annualized)

10.04%

10Y (annualized)

15.58%

BRO

YTD

54.69%

1M

2.93%

6M

22.03%

1Y

49.79%

5Y (annualized)

24.68%

10Y (annualized)

22.43%

Fundamentals


SIGIBRO
Market Cap$6.07B$31.39B
EPS$3.72$3.66
PE Ratio26.8529.99
PEG Ratio1.864.41
Total Revenue (TTM)$4.71B$4.65B
Gross Profit (TTM)$4.59B$3.72B
EBITDA (TTM)$414.74M$1.59B

Key characteristics


SIGIBRO
Sharpe Ratio-0.112.70
Sortino Ratio0.063.60
Omega Ratio1.011.49
Calmar Ratio-0.136.07
Martin Ratio-0.2817.17
Ulcer Index11.50%2.95%
Daily Std Dev29.95%18.75%
Max Drawdown-63.06%-54.08%
Current Drawdown-10.04%-2.74%

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Correlation

-0.50.00.51.00.3

The correlation between SIGI and BRO is 0.34, 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.

Risk-Adjusted Performance

SIGI vs. BRO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Selective Insurance Group, Inc. (SIGI) and Brown & Brown, Inc. (BRO). 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 SIGI, currently valued at -0.11, compared to the broader market-4.00-2.000.002.004.00-0.112.70
The chart of Sortino ratio for SIGI, currently valued at 0.06, compared to the broader market-4.00-2.000.002.004.000.063.60
The chart of Omega ratio for SIGI, currently valued at 1.01, compared to the broader market0.501.001.502.001.011.49
The chart of Calmar ratio for SIGI, currently valued at -0.13, compared to the broader market0.002.004.006.00-0.136.07
The chart of Martin ratio for SIGI, currently valued at -0.28, compared to the broader market-10.000.0010.0020.0030.00-0.2817.17
SIGI
BRO

The current SIGI Sharpe Ratio is -0.11, which is lower than the BRO Sharpe Ratio of 2.70. The chart below compares the historical Sharpe Ratios of SIGI and BRO, 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-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-0.11
2.70
SIGI
BRO

Dividends

SIGI vs. BRO - Dividend Comparison

SIGI's dividend yield for the trailing twelve months is around 1.47%, more than BRO's 0.49% yield.


TTM20232022202120202019201820172016201520142013
SIGI
Selective Insurance Group, Inc.
1.47%1.26%1.29%1.26%1.40%1.27%1.21%1.12%1.42%1.70%1.95%1.92%
BRO
Brown & Brown, Inc.
0.49%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%1.18%

Drawdowns

SIGI vs. BRO - Drawdown Comparison

The maximum SIGI drawdown since its inception was -63.06%, which is greater than BRO's maximum drawdown of -54.08%. Use the drawdown chart below to compare losses from any high point for SIGI and BRO. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.04%
-2.74%
SIGI
BRO

Volatility

SIGI vs. BRO - Volatility Comparison

Selective Insurance Group, Inc. (SIGI) has a higher volatility of 10.21% compared to Brown & Brown, Inc. (BRO) at 5.77%. This indicates that SIGI's price experiences larger fluctuations and is considered to be riskier than BRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
10.21%
5.77%
SIGI
BRO

Financials

SIGI vs. BRO - Financials Comparison

This section allows you to compare key financial metrics between Selective Insurance Group, Inc. and Brown & Brown, 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