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

Correlation

The correlation between SIGI and BRO is 0.42, 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.


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.

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Key characteristics

Sharpe Ratio

SIGI:

-0.20

BRO:

1.40

Sortino Ratio

SIGI:

-0.01

BRO:

1.84

Omega Ratio

SIGI:

1.00

BRO:

1.27

Calmar Ratio

SIGI:

-0.21

BRO:

2.24

Martin Ratio

SIGI:

-0.52

BRO:

5.65

Ulcer Index

SIGI:

11.06%

BRO:

5.24%

Daily Std Dev

SIGI:

33.24%

BRO:

21.25%

Max Drawdown

SIGI:

-63.06%

BRO:

-54.08%

Current Drawdown

SIGI:

-17.71%

BRO:

-9.14%

Fundamentals

Market Cap

SIGI:

$5.35B

BRO:

$32.36B

EPS

SIGI:

$3.70

BRO:

$3.62

PE Ratio

SIGI:

23.79

BRO:

31.19

PEG Ratio

SIGI:

1.86

BRO:

4.41

PS Ratio

SIGI:

1.07

BRO:

6.66

PB Ratio

SIGI:

1.74

BRO:

4.74

Total Revenue (TTM)

SIGI:

$4.98B

BRO:

$4.84B

Gross Profit (TTM)

SIGI:

$4.94B

BRO:

$2.22B

EBITDA (TTM)

SIGI:

$351.34M

BRO:

$1.76B

Returns By Period

In the year-to-date period, SIGI achieves a -5.03% return, which is significantly lower than BRO's 10.97% return. Over the past 10 years, SIGI has underperformed BRO with an annualized return of 14.13%, while BRO has yielded a comparatively higher 22.49% annualized return.


SIGI

YTD

-5.03%

1M

1.75%

6M

-13.00%

1Y

-8.29%

3Y*

5.03%

5Y*

12.52%

10Y*

14.13%

BRO

YTD

10.97%

1M

3.70%

6M

0.10%

1Y

26.82%

3Y*

24.70%

5Y*

23.78%

10Y*

22.49%

*Annualized

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Selective Insurance Group, Inc.

Brown & Brown, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

SIGI vs. BRO — Risk-Adjusted Performance Rank

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

SIGI
The Risk-Adjusted Performance Rank of SIGI is 3737
Overall Rank
The Sharpe Ratio Rank of SIGI is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of SIGI is 3535
Sortino Ratio Rank
The Omega Ratio Rank of SIGI is 3535
Omega Ratio Rank
The Calmar Ratio Rank of SIGI is 3737
Calmar Ratio Rank
The Martin Ratio Rank of SIGI is 3939
Martin Ratio Rank

BRO
The Risk-Adjusted Performance Rank of BRO is 8787
Overall Rank
The Sharpe Ratio Rank of BRO is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of BRO is 8282
Sortino Ratio Rank
The Omega Ratio Rank of BRO is 8484
Omega Ratio Rank
The Calmar Ratio Rank of BRO is 9494
Calmar Ratio Rank
The Martin Ratio Rank of BRO is 8787
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current SIGI Sharpe Ratio is -0.20, which is lower than the BRO Sharpe Ratio of 1.40. 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

SIGI vs. BRO - Dividend Comparison

SIGI's dividend yield for the trailing twelve months is around 1.69%, more than BRO's 0.51% yield.


TTM20242023202220212020201920182017201620152014
SIGI
Selective Insurance Group, Inc.
1.69%1.53%1.26%1.29%1.26%1.40%1.27%1.21%1.12%1.42%1.70%1.95%
BRO
Brown & Brown, Inc.
0.51%0.53%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%1.25%

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.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

SIGI vs. BRO - Volatility Comparison

Selective Insurance Group, Inc. (SIGI) has a higher volatility of 6.27% compared to Brown & Brown, Inc. (BRO) at 4.54%. 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.


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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


600.00M800.00M1.00B1.20B1.40B20212022202320242025
1.29B
1.39B
(SIGI) Total Revenue
(BRO) Total Revenue
Values in USD except per share items

SIGI vs. BRO - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

30.0%40.0%50.0%60.0%70.0%80.0%90.0%100.0%20212022202320242025
100.0%
50.7%
(SIGI) Gross Margin
(BRO) Gross Margin
SIGI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Selective Insurance Group, Inc. reported a gross profit of 1.29B and revenue of 1.29B. Therefore, the gross margin over that period was 100.0%.

BRO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Brown & Brown, Inc. reported a gross profit of 702.00M and revenue of 1.39B. Therefore, the gross margin over that period was 50.7%.

SIGI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Selective Insurance Group, Inc. reported an operating income of 147.87M and revenue of 1.29B, resulting in an operating margin of 11.5%.

BRO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Brown & Brown, Inc. reported an operating income of 452.00M and revenue of 1.39B, resulting in an operating margin of 32.6%.

SIGI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Selective Insurance Group, Inc. reported a net income of 109.90M and revenue of 1.29B, resulting in a net margin of 8.6%.

BRO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Brown & Brown, Inc. reported a net income of 331.00M and revenue of 1.39B, resulting in a net margin of 23.9%.