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

Correlation

The correlation between SIGI and GFF is 0.41, 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. GFF - Performance Comparison

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

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Key characteristics

Sharpe Ratio

SIGI:

-0.23

GFF:

-0.15

Sortino Ratio

SIGI:

-0.13

GFF:

0.40

Omega Ratio

SIGI:

0.98

GFF:

1.05

Calmar Ratio

SIGI:

-0.32

GFF:

0.08

Martin Ratio

SIGI:

-0.82

GFF:

0.16

Ulcer Index

SIGI:

10.68%

GFF:

12.84%

Daily Std Dev

SIGI:

32.89%

GFF:

45.26%

Max Drawdown

SIGI:

-63.06%

GFF:

-75.71%

Current Drawdown

SIGI:

-16.47%

GFF:

-19.38%

Fundamentals

Market Cap

SIGI:

$5.45B

GFF:

$3.25B

EPS

SIGI:

$3.68

GFF:

$5.00

PE Ratio

SIGI:

24.38

GFF:

13.70

PEG Ratio

SIGI:

1.86

GFF:

2.36

PS Ratio

SIGI:

1.09

GFF:

1.25

PB Ratio

SIGI:

1.78

GFF:

15.70

Total Revenue (TTM)

SIGI:

$4.98B

GFF:

$1.94B

Gross Profit (TTM)

SIGI:

$4.94B

GFF:

$792.65M

EBITDA (TTM)

SIGI:

$351.34M

GFF:

$389.26M

Returns By Period

The year-to-date returns for both stocks are quite close, with SIGI having a -3.61% return and GFF slightly lower at -3.67%. Over the past 10 years, SIGI has underperformed GFF with an annualized return of 14.45%, while GFF has yielded a comparatively higher 19.51% annualized return.


SIGI

YTD

-3.61%

1M

4.30%

6M

-9.40%

1Y

-7.15%

5Y*

15.28%

10Y*

14.45%

GFF

YTD

-3.67%

1M

-1.51%

6M

-0.90%

1Y

-2.78%

5Y*

40.52%

10Y*

19.51%

*Annualized

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Risk-Adjusted Performance

SIGI vs. GFF — 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 3434
Overall Rank
The Sharpe Ratio Rank of SIGI is 4040
Sharpe Ratio Rank
The Sortino Ratio Rank of SIGI is 3333
Sortino Ratio Rank
The Omega Ratio Rank of SIGI is 3232
Omega Ratio Rank
The Calmar Ratio Rank of SIGI is 3131
Calmar Ratio Rank
The Martin Ratio Rank of SIGI is 3333
Martin Ratio Rank

GFF
The Risk-Adjusted Performance Rank of GFF is 5050
Overall Rank
The Sharpe Ratio Rank of GFF is 4444
Sharpe Ratio Rank
The Sortino Ratio Rank of GFF is 4848
Sortino Ratio Rank
The Omega Ratio Rank of GFF is 4949
Omega Ratio Rank
The Calmar Ratio Rank of GFF is 5555
Calmar Ratio Rank
The Martin Ratio Rank of GFF is 5454
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. 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.


The current SIGI Sharpe Ratio is -0.23, which is lower than the GFF Sharpe Ratio of -0.15. The chart below compares the historical Sharpe Ratios of SIGI and GFF, 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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Dividends

SIGI vs. GFF - Dividend Comparison

SIGI's dividend yield for the trailing twelve months is around 1.63%, more than GFF's 0.96% yield.


TTM20242023202220212020201920182017201620152014
SIGI
Selective Insurance Group, Inc.
1.63%1.53%1.26%1.29%1.26%1.40%1.27%1.21%1.12%1.42%1.70%1.95%
GFF
Griffon Corporation
0.96%0.88%4.10%6.62%1.16%1.50%1.45%12.28%1.23%0.80%0.96%0.98%

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.


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Volatility

SIGI vs. GFF - Volatility Comparison

The current volatility for Selective Insurance Group, Inc. (SIGI) is 5.82%, while Griffon Corporation (GFF) has a volatility of 10.68%. 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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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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


600.00M800.00M1.00B1.20B20212022202320242025
1.29B
632.37M
(SIGI) Total Revenue
(GFF) Total Revenue
Values in USD except per share items

SIGI vs. GFF - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20212022202320242025
100.0%
41.8%
(SIGI) Gross Margin
(GFF) Gross Margin
SIGI - Gross Margin

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

GFF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Griffon Corporation reported a gross profit of 264.28M and revenue of 632.37M. Therefore, the gross margin over that period was 41.8%.

SIGI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 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%.

GFF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Griffon Corporation reported an operating income of 112.10M and revenue of 632.37M, resulting in an operating margin of 17.7%.

SIGI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 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%.

GFF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Griffon Corporation reported a net income of 70.85M and revenue of 632.37M, resulting in a net margin of 11.2%.