SIGI vs. GFF
Compare and contrast key facts about Selective Insurance Group, Inc. (SIGI) and Griffon Corporation (GFF).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SIGI or GFF.
Performance
SIGI vs. GFF - Performance Comparison
Returns By Period
In the year-to-date period, SIGI achieves a -2.07% return, which is significantly lower than GFF's 31.10% return. Over the past 10 years, SIGI has underperformed GFF with an annualized return of 15.44%, while GFF has yielded a comparatively higher 24.13% annualized return.
SIGI
-2.07%
-0.64%
-0.54%
-4.63%
9.85%
15.44%
GFF
31.10%
20.99%
20.62%
73.32%
35.25%
24.13%
Fundamentals
| SIGI | GFF | |
|---|---|---|
| Market Cap | $5.84B | $3.80B |
| EPS | $3.72 | $4.23 |
| PE Ratio | 25.80 | 18.76 |
| PEG Ratio | 1.86 | 2.36 |
| Total Revenue (TTM) | $4.71B | $2.62B |
| Gross Profit (TTM) | $4.59B | $1.04B |
| EBITDA (TTM) | $358.59M | $493.26M |
Key characteristics
| SIGI | GFF | |
|---|---|---|
| Sharpe Ratio | -0.12 | 1.63 |
| Sortino Ratio | 0.04 | 2.20 |
| Omega Ratio | 1.01 | 1.33 |
| Calmar Ratio | -0.15 | 2.83 |
| Martin Ratio | -0.31 | 8.08 |
| Ulcer Index | 11.52% | 8.96% |
| Daily Std Dev | 29.97% | 44.32% |
| Max Drawdown | -63.06% | -75.71% |
| Current Drawdown | -11.07% | -1.43% |
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Correlation
The correlation between SIGI and GFF is 0.31, 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.
Risk-Adjusted Performance
SIGI vs. GFF - Risk-Adjusted Performance 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.
Dividends
SIGI vs. GFF - Dividend Comparison
SIGI's dividend yield for the trailing twelve months is around 1.49%, more than GFF's 0.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIGI Selective Insurance Group, Inc. | 1.49% | 1.26% | 1.29% | 1.26% | 1.40% | 1.27% | 1.21% | 1.12% | 1.42% | 1.70% | 1.95% | 1.92% |
GFF Griffon Corporation | 0.76% | 4.10% | 6.62% | 1.16% | 1.50% | 1.45% | 12.28% | 1.23% | 0.80% | 0.96% | 0.98% | 0.79% |
Drawdowns
SIGI vs. GFF - Drawdown Comparison
The maximum SIGI drawdown since its inception was -63.06%, smaller than the maximum GFF drawdown of -75.71%. Use the drawdown chart below to compare losses from any high point for SIGI and GFF. For additional features, visit the drawdowns tool.
Volatility
SIGI vs. GFF - Volatility Comparison
The current volatility for Selective Insurance Group, Inc. (SIGI) is 9.47%, while Griffon Corporation (GFF) has a volatility of 19.54%. 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.
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