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

Correlation

The correlation between SIGI and CB is 0.45, 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. CB - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SIGI:

-0.20

CB:

0.67

Sortino Ratio

SIGI:

-0.01

CB:

1.08

Omega Ratio

SIGI:

1.00

CB:

1.14

Calmar Ratio

SIGI:

-0.21

CB:

1.02

Martin Ratio

SIGI:

-0.52

CB:

2.53

Ulcer Index

SIGI:

11.06%

CB:

5.80%

Daily Std Dev

SIGI:

33.24%

CB:

20.54%

Max Drawdown

SIGI:

-63.06%

CB:

-64.24%

Current Drawdown

SIGI:

-17.71%

CB:

-1.74%

Fundamentals

Market Cap

SIGI:

$5.35B

CB:

$119.10B

EPS

SIGI:

$3.70

CB:

$20.98

PE Ratio

SIGI:

23.79

CB:

14.17

PEG Ratio

SIGI:

1.86

CB:

2.51

PS Ratio

SIGI:

1.07

CB:

2.12

PB Ratio

SIGI:

1.74

CB:

1.79

Total Revenue (TTM)

SIGI:

$4.98B

CB:

$56.48B

Gross Profit (TTM)

SIGI:

$4.94B

CB:

$56.44B

EBITDA (TTM)

SIGI:

$351.34M

CB:

$11.55B

Returns By Period

In the year-to-date period, SIGI achieves a -5.03% return, which is significantly lower than CB's 7.90% return. Over the past 10 years, SIGI has outperformed CB with an annualized return of 14.13%, while CB has yielded a comparatively lower 13.00% annualized return.


SIGI

YTD

-5.03%

1M

1.75%

6M

-13.00%

1Y

-8.29%

3Y*

5.03%

5Y*

12.52%

10Y*

14.13%

CB

YTD

7.90%

1M

4.91%

6M

3.60%

1Y

11.19%

3Y*

13.76%

5Y*

21.55%

10Y*

13.00%

*Annualized

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Selective Insurance Group, Inc.

Chubb Limited

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

Risk-Adjusted Performance

SIGI vs. CB — 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

CB
The Risk-Adjusted Performance Rank of CB is 7373
Overall Rank
The Sharpe Ratio Rank of CB is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of CB is 6767
Sortino Ratio Rank
The Omega Ratio Rank of CB is 6666
Omega Ratio Rank
The Calmar Ratio Rank of CB is 8383
Calmar Ratio Rank
The Martin Ratio Rank of CB is 7575
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. CB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Selective Insurance Group, Inc. (SIGI) and Chubb Limited (CB). 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 CB Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of SIGI and CB, 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. CB - Dividend Comparison

SIGI's dividend yield for the trailing twelve months is around 1.69%, more than CB's 1.22% 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%
CB
Chubb Limited
1.22%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%

Drawdowns

SIGI vs. CB - Drawdown Comparison

The maximum SIGI drawdown since its inception was -63.06%, roughly equal to the maximum CB drawdown of -64.24%. Use the drawdown chart below to compare losses from any high point for SIGI and CB.


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

Volatility

SIGI vs. CB - Volatility Comparison

Selective Insurance Group, Inc. (SIGI) has a higher volatility of 6.27% compared to Chubb Limited (CB) at 5.62%. This indicates that SIGI's price experiences larger fluctuations and is considered to be riskier than CB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

SIGI vs. CB - Financials Comparison

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


0.005.00B10.00B15.00B20212022202320242025
1.29B
13.48B
(SIGI) Total Revenue
(CB) Total Revenue
Values in USD except per share items

SIGI vs. CB - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

95.0%96.0%97.0%98.0%99.0%100.0%20212022202320242025
100.0%
100.0%
(SIGI) Gross Margin
(CB) 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%.

CB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2025, Chubb Limited reported a gross profit of 13.48B and revenue of 13.48B. Therefore, the gross margin over that period was 100.0%.

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%.

CB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2025, Chubb Limited reported an operating income of 1.66B and revenue of 13.48B, resulting in an operating margin of 12.3%.

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%.

CB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2025, Chubb Limited reported a net income of 1.33B and revenue of 13.48B, resulting in a net margin of 9.9%.