SIGI vs. GFF
SIGI (Selective Insurance Group, Inc.) and GFF (Griffon Corporation) are both stocks. SIGI operates in Insurance - Property & Casualty (Financial Services), while GFF operates in Tools & Accessories (Industrials). Over the past 10 years, SIGI returned 11.26%/yr vs 22.60%/yr for GFF. At a 0.31 correlation, their price movements are largely independent.
Performance
SIGI vs. GFF - Performance Comparison
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Returns By Period
In the year-to-date period, SIGI achieves a 11.58% return, which is significantly lower than GFF's 22.04% return. Over the past 10 years, SIGI has underperformed GFF with an annualized return of 11.26%, while GFF has yielded a comparatively higher 22.60% annualized return.
SIGI
- 1D
- 0.14%
- 1M
- 1.92%
- YTD
- 11.58%
- 6M
- 9.04%
- 1Y
- 10.82%
- 3Y*
- 0.35%
- 5Y*
- 5.08%
- 10Y*
- 11.26%
GFF
- 1D
- -1.87%
- 1M
- 5.62%
- YTD
- 22.04%
- 6M
- 17.24%
- 1Y
- 31.74%
- 3Y*
- 35.03%
- 5Y*
- 33.30%
- 10Y*
- 22.60%
SIGI vs. GFF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIGI Selective Insurance Group, Inc. | 11.58% | -8.79% | -4.58% | 13.66% | 9.67% | 24.02% | 4.48% | 8.24% | 5.11% | 38.15% |
GFF Griffon Corporation | 22.04% | 4.42% | 17.97% | 83.96% | 36.91% | 41.60% | 1.83% | 97.74% | -44.92% | -21.43% |
Correlation
The correlation between SIGI and GFF is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.30 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.39 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.31 |
The correlation between SIGI and GFF shifts across timeframes, from 0.29 (1 year) to 0.39 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SIGI:
$5.59B
GFF:
$4.09B
SIGI:
$7.46
GFF:
$0.76
SIGI:
12.39
GFF:
118.37
SIGI:
0.47
GFF:
1.53
SIGI:
1.04
GFF:
1.76
SIGI:
1.65
GFF:
43.26
SIGI:
$5.41B
GFF:
$2.35B
SIGI:
$1.66B
GFF:
$1.00B
SIGI:
$801.50M
GFF:
$245.38M
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Return for Risk
SIGI vs. GFF — Risk / Return Rank
SIGI
GFF
SIGI vs. GFF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Selective Insurance Group, Inc. (SIGI) and Griffon Corporation (GFF). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SIGI | GFF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.72 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.18 | -0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | 1.14 | -0.55 |
| Martin ratioReturn relative to average drawdown | 1.06 | 3.00 | -1.94 |
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Drawdowns
SIGI vs. GFF - Drawdown Comparison
The maximum SIGI drawdown since its inception was -63.06%, smaller than the maximum GFF drawdown of -96.84%. Use the drawdown chart below to compare losses from any high point for SIGI and GFF.
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Drawdown Indicators
| SIGI | GFF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.06% | -96.84% | +33.78% |
Max Drawdown (1Y)Largest decline over 1 year | -18.18% | -27.85% | +9.67% |
Max Drawdown (3Y)Largest decline over 3 years | -30.46% | -27.85% | -2.61% |
Max Drawdown (5Y)Largest decline over 5 years | -30.46% | -39.02% | +8.56% |
Max Drawdown (10Y)Largest decline over 10 years | -48.39% | -61.32% | +12.93% |
Current DrawdownCurrent decline from peak | -11.81% | -6.16% | -5.65% |
Average DrawdownAverage peak-to-trough decline | -14.06% | -55.45% | +41.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.26% | 10.62% | -0.36% |
Volatility
SIGI vs. GFF - Volatility Comparison
The current volatility for Selective Insurance Group, Inc. (SIGI) is 5.49%, while Griffon Corporation (GFF) has a volatility of 11.76%. This indicates that SIGI experiences smaller price fluctuations and is considered to be less risky than GFF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| SIGI | GFF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 11.76% | -6.27% |
Volatility (6M)Calculated over the trailing 6-month period | 17.82% | 26.63% | -8.81% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.12% | 36.66% | -6.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.40% | 41.30% | -13.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.85% | 45.43% | -16.58% |
Dividends
SIGI vs. GFF - Dividend Comparison
SIGI's dividend yield for the trailing twelve months is around 1.81%, more than GFF's 0.94% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
GFF Griffon Corporation | 0.94% | 1.03% | 0.88% | 4.10% | 6.62% | 1.16% | 1.50% | 1.44% | 12.27% | 1.23% | 0.80% | 0.96% |
SIGI Selective Insurance Group, Inc. | 1.81% | 1.88% | 1.53% | 1.26% | 1.29% | 1.26% | 1.40% | 1.27% | 1.21% | 1.12% | 1.42% | 1.70% |
Financials
SIGI vs. GFF - Financials Comparison
This section allows you to compare key financial metrics between Selective Insurance Group, Inc. and Griffon Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
SIGI vs. GFF - Profitability Comparison
SIGI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 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%.
GFF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported a gross profit of 191.99M and revenue of 421.86M. Therefore, the gross margin over that period was 45.5%.
SIGI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Selective Insurance Group, Inc. reported an operating income of 101.90M and revenue of 1.36B, resulting in an operating margin of 7.5%.
GFF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported an operating income of 87.35M and revenue of 421.86M, resulting in an operating margin of 20.7%.
SIGI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Selective Insurance Group, Inc. reported a net income of 97.70M and revenue of 1.36B, resulting in a net margin of 7.2%.
GFF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Griffon Corporation reported a net income of 46.94M and revenue of 421.86M, resulting in a net margin of 11.1%.
Frequently Asked Questions
SIGI and GFF have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GFF has higher volatility (11.76%) compared to SIGI (5.49%). In terms of maximum drawdown, SIGI dropped -63.06% vs GFF's -96.84%.
GFF currently has the higher Sharpe Ratio (0.87 vs 0.36), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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