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

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.


-0.50.00.51.00.3

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.

-5.00%0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
3.16%
7.18%
SIGI
BRO

Key characteristics

Sharpe Ratio

SIGI:

-0.36

BRO:

2.06

Sortino Ratio

SIGI:

-0.26

BRO:

2.86

Omega Ratio

SIGI:

0.96

BRO:

1.36

Calmar Ratio

SIGI:

-0.43

BRO:

3.09

Martin Ratio

SIGI:

-0.85

BRO:

8.98

Ulcer Index

SIGI:

12.46%

BRO:

3.91%

Daily Std Dev

SIGI:

30.01%

BRO:

16.96%

Max Drawdown

SIGI:

-63.06%

BRO:

-54.08%

Current Drawdown

SIGI:

-13.59%

BRO:

-6.54%

Fundamentals

Market Cap

SIGI:

$5.67B

BRO:

$30.31B

EPS

SIGI:

$3.72

BRO:

$3.67

PE Ratio

SIGI:

25.07

BRO:

28.88

PEG Ratio

SIGI:

1.86

BRO:

4.41

Total Revenue (TTM)

SIGI:

$3.60B

BRO:

$3.62B

Gross Profit (TTM)

SIGI:

$3.53B

BRO:

$2.74B

EBITDA (TTM)

SIGI:

$187.82M

BRO:

$1.28B

Returns By Period

In the year-to-date period, SIGI achieves a -0.28% return, which is significantly lower than BRO's 3.90% return. Over the past 10 years, SIGI has underperformed BRO with an annualized return of 14.92%, while BRO has yielded a comparatively higher 22.25% annualized return.


SIGI

YTD

-0.28%

1M

-1.86%

6M

3.16%

1Y

-10.62%

5Y*

8.70%

10Y*

14.92%

BRO

YTD

3.90%

1M

2.07%

6M

7.18%

1Y

38.14%

5Y*

21.35%

10Y*

22.25%

*Annualized

Compare stocks, funds, or ETFs

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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 2525
Overall Rank
The Sharpe Ratio Rank of SIGI is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of SIGI is 2525
Sortino Ratio Rank
The Omega Ratio Rank of SIGI is 2424
Omega Ratio Rank
The Calmar Ratio Rank of SIGI is 2020
Calmar Ratio Rank
The Martin Ratio Rank of SIGI is 2727
Martin Ratio Rank

BRO
The Risk-Adjusted Performance Rank of BRO is 9191
Overall Rank
The Sharpe Ratio Rank of BRO is 9393
Sharpe Ratio Rank
The Sortino Ratio Rank of BRO is 9090
Sortino Ratio Rank
The Omega Ratio Rank of BRO is 8989
Omega Ratio Rank
The Calmar Ratio Rank of BRO is 9595
Calmar Ratio Rank
The Martin Ratio Rank of BRO is 9090
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.


Sharpe ratio
The chart of Sharpe ratio for SIGI, currently valued at -0.36, compared to the broader market-2.000.002.004.00-0.362.06
The chart of Sortino ratio for SIGI, currently valued at -0.26, compared to the broader market-4.00-2.000.002.004.006.00-0.262.86
The chart of Omega ratio for SIGI, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.36
The chart of Calmar ratio for SIGI, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.433.09
The chart of Martin ratio for SIGI, currently valued at -0.85, compared to the broader market0.0010.0020.0030.00-0.858.98
SIGI
BRO

The current SIGI Sharpe Ratio is -0.36, which is lower than the BRO Sharpe Ratio of 2.06. 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
-0.36
2.06
SIGI
BRO

Dividends

SIGI vs. BRO - Dividend Comparison

SIGI's dividend yield for the trailing twelve months is around 1.53%, more than BRO's 0.51% yield.


TTM20242023202220212020201920182017201620152014
SIGI
Selective Insurance Group, Inc.
1.53%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. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-13.59%
-6.54%
SIGI
BRO

Volatility

SIGI vs. BRO - Volatility Comparison

Selective Insurance Group, Inc. (SIGI) has a higher volatility of 5.56% compared to Brown & Brown, Inc. (BRO) at 4.00%. 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%AugustSeptemberOctoberNovemberDecember2025
5.56%
4.00%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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