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SIGI vs. BRO
Performance
Return for Risk
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.

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SIGI vs. BRO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIGI
Selective Insurance Group, Inc.
-8.98%-8.79%-4.58%13.66%9.67%24.02%4.48%8.24%5.11%38.15%
BRO
Brown & Brown, Inc.
-19.01%-21.37%44.32%25.73%-18.39%49.31%21.06%44.67%8.30%16.15%

Fundamentals

Market Cap

SIGI:

$4.60B

BRO:

$21.83B

EPS

SIGI:

$7.65

BRO:

$3.28

PE Ratio

SIGI:

9.91

BRO:

19.65

PEG Ratio

SIGI:

1.18

BRO:

1.47

PS Ratio

SIGI:

0.87

BRO:

3.50

PB Ratio

SIGI:

1.35

BRO:

1.74

Total Revenue (TTM)

SIGI:

$5.34B

BRO:

$5.91B

Gross Profit (TTM)

SIGI:

$459.80M

BRO:

$3.52B

EBITDA (TTM)

SIGI:

$609.49M

BRO:

$2.05B

Returns By Period

In the year-to-date period, SIGI achieves a -8.98% return, which is significantly higher than BRO's -19.01% return. Over the past 10 years, SIGI has underperformed BRO with an annualized return of 9.00%, while BRO has yielded a comparatively higher 14.72% annualized return.


SIGI

1D
0.52%
1M
-10.70%
YTD
-8.98%
6M
-5.80%
1Y
-15.96%
3Y*
-5.86%
5Y*
2.19%
10Y*
9.00%

BRO

1D
-1.24%
1M
-11.00%
YTD
-19.01%
6M
-30.27%
1Y
-47.73%
3Y*
4.59%
5Y*
7.45%
10Y*
14.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

SIGI vs. BRO — Risk / Return Rank

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

SIGI
SIGI Risk / Return Rank: 1515
Overall Rank
SIGI Sharpe Ratio Rank: 1717
Sharpe Ratio Rank
SIGI Sortino Ratio Rank: 1818
Sortino Ratio Rank
SIGI Omega Ratio Rank: 1717
Omega Ratio Rank
SIGI Calmar Ratio Rank: 1212
Calmar Ratio Rank
SIGI Martin Ratio Rank: 1212
Martin Ratio Rank

BRO
BRO Risk / Return Rank: 22
Overall Rank
BRO Sharpe Ratio Rank: 00
Sharpe Ratio Rank
BRO Sortino Ratio Rank: 11
Sortino Ratio Rank
BRO Omega Ratio Rank: 11
Omega Ratio Rank
BRO Calmar Ratio Rank: 22
Calmar Ratio Rank
BRO Martin Ratio Rank: 66
Martin Ratio Rank
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. BRO - Risk-Adjusted Trends 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.


SIGIBRODifference

Sharpe ratio

Return per unit of total volatility

-0.54

-1.70

+1.16

Sortino ratio

Return per unit of downside risk

-0.53

-2.49

+1.96

Omega ratio

Gain probability vs. loss probability

0.92

0.66

+0.26

Calmar ratio

Return relative to maximum drawdown

-0.80

-0.98

+0.19

Martin ratio

Return relative to average drawdown

-1.37

-1.63

+0.26

SIGI vs. BRO - Sharpe Ratio Comparison

The current SIGI Sharpe Ratio is -0.54, which is higher than the BRO Sharpe Ratio of -1.70. 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.


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Sharpe Ratios by Period


SIGIBRODifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.54

-1.70

+1.16

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

0.31

-0.23

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.32

0.63

-0.32

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.52

-0.19

Correlation

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.


Dividends

SIGI vs. BRO - Dividend Comparison

SIGI's dividend yield for the trailing twelve months is around 2.14%, more than BRO's 0.98% yield.


TTM20252024202320222021202020192018201720162015
SIGI
Selective Insurance Group, Inc.
2.14%1.88%1.53%1.26%1.29%1.26%1.40%1.27%1.21%1.12%1.42%1.70%
BRO
Brown & Brown, Inc.
0.98%0.77%0.53%0.67%0.74%0.54%0.73%0.82%1.11%1.08%1.12%1.41%

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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Drawdown Indicators


SIGIBRODifference

Max Drawdown

Largest peak-to-trough decline

-63.06%

-54.08%

-8.98%

Max Drawdown (1Y)

Largest decline over 1 year

-19.52%

-48.65%

+29.13%

Max Drawdown (5Y)

Largest decline over 5 years

-30.46%

-48.65%

+18.19%

Max Drawdown (10Y)

Largest decline over 10 years

-48.39%

-48.65%

+0.26%

Current Drawdown

Current decline from peak

-28.06%

-47.86%

+19.80%

Average Drawdown

Average peak-to-trough decline

-14.04%

-13.32%

-0.72%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.34%

29.31%

-17.97%

Volatility

SIGI vs. BRO - Volatility Comparison

The current volatility for Selective Insurance Group, Inc. (SIGI) is 5.32%, while Brown & Brown, Inc. (BRO) has a volatility of 8.04%. This indicates that SIGI experiences smaller price fluctuations and is considered to be less risky than BRO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


SIGIBRODifference

Volatility (1M)

Calculated over the trailing 1-month period

5.32%

8.04%

-2.72%

Volatility (6M)

Calculated over the trailing 6-month period

15.98%

20.56%

-4.58%

Volatility (1Y)

Calculated over the trailing 1-year period

29.42%

28.08%

+1.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.02%

24.20%

+2.82%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.63%

23.34%

+5.29%

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


800.00M1.00B1.20B1.40B1.60BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.36B
1.67B
(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

0.0%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
83.8%
Portfolio components
SIGI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 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%.

BRO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Brown & Brown, Inc. reported a gross profit of 1.40B and revenue of 1.67B. Therefore, the gross margin over that period was 83.8%.

SIGI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Selective Insurance Group, Inc. reported an operating income of 156.20M and revenue of 1.36B, resulting in an operating margin of 11.4%.

BRO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Brown & Brown, Inc. reported an operating income of 429.00M and revenue of 1.67B, resulting in an operating margin of 25.7%.

SIGI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Selective Insurance Group, Inc. reported a net income of 155.20M and revenue of 1.36B, resulting in a net margin of 11.4%.

BRO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Brown & Brown, Inc. reported a net income of 264.00M and revenue of 1.67B, resulting in a net margin of 15.8%.