SIGI vs. POWI

Last updated Jun 3, 2026

SIGI (Selective Insurance Group, Inc.) and POWI (Power Integrations, Inc.) are both stocks. SIGI operates in Insurance - Property & Casualty (Financial Services), while POWI operates in Semiconductors (Technology). Over the past 10 years, SIGI returned 10.36%/yr vs 13.88%/yr for POWI. At a 0.29 correlation, their price movements are largely independent.

Performance

SIGI vs. POWI - Performance Comparison

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

Returns By Period

In the year-to-date period, SIGI achieves a 3.87% return, which is significantly lower than POWI's 138.53% return. Over the past 10 years, SIGI has underperformed POWI with an annualized return of 10.36%, while POWI has yielded a comparatively higher 13.88% annualized return.

SIGI

• 1D: -0.08%
• 1M: 5.36%
• YTD: 3.87%
• 6M: 10.63%
• 1Y: -1.54%
• 3Y*: -2.94%
• 5Y*: 4.04%
• 10Y*: 10.36%

POWI

• 1D: 2.78%
• 1M: 15.11%
• YTD: 138.53%
• 6M: 145.30%
• 1Y: 72.39%
• 3Y*: -0.38%
• 5Y*: 2.38%
• 10Y*: 13.88%

*Multi-year figures are annualized to reflect compound growth (CAGR)

SIGI vs. POWI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SIGI Selective Insurance Group, Inc.	3.87%	-8.79%	-4.58%	13.66%	9.67%	24.02%	4.48%	8.24%	5.11%	38.15%
POWI Power Integrations, Inc.	138.53%	-41.33%	-23.97%	15.56%	-22.09%	14.12%	66.77%	63.64%	-16.32%	9.26%

Correlation

The correlation between SIGI and POWI is 0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.09
Correlation (3Y) Calculated over the trailing 3-year period	0.11
Correlation (5Y) Calculated over the trailing 5-year period	0.18
Correlation (10Y) Calculated over the trailing 10-year period	0.27
Correlation (All Time) Calculated using the full available price history since Dec 15, 1997	0.29

Over the past year, the correlation between SIGI and POWI has dropped to 0.09 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.

Fundamentals

Market Cap SIGI : $5.21B POWI : $4.70B
EPS SIGI : $7.46 POWI : $0.30
PE Ratio SIGI : 11.53 POWI : 283.65
PS Ratio SIGI : 0.97 POWI : 10.55
PB Ratio SIGI : 1.54 POWI : 7.00
Total Revenue (TTM) SIGI : $5.41B POWI : $446.28M
Gross Profit (TTM) SIGI : $1.66B POWI : $240.35M
EBITDA (TTM) SIGI : $801.50M POWI : $30.43M

Return for Risk

SIGI vs. POWI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SIGI

SIGI Risk / Return Rank: 36
SIGI Sharpe Ratio Rank: 38
SIGI Sortino Ratio Rank: 33
SIGI Omega Ratio Rank: 33
SIGI Calmar Ratio Rank: 40
SIGI Martin Ratio Rank: 39

POWI

POWI Risk / Return Rank: 72
POWI Sharpe Ratio Rank: 77
POWI Sortino Ratio Rank: 77
POWI Omega Ratio Rank: 74
POWI Calmar Ratio Rank: 68
POWI Martin Ratio Rank: 66

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

SIGI vs. POWI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Selective Insurance Group, Inc. (SIGI) and Power Integrations, Inc. (POWI). 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.

	SIGI	POWI	Difference
Sharpe ratio Return per unit of total volatility	-0.05	1.29	-1.34
Sortino ratio Return per unit of downside risk	0.13	2.15	-2.02
Omega ratio Gain probability vs. loss probability	1.02	1.26	-0.24
Calmar ratio Return relative to maximum drawdown	-0.01	1.51	-1.53
Martin ratio Return relative to average drawdown	-0.02	3.00	-3.02
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SIGI vs. POWI - Sharpe Ratio Comparison

The current SIGI Sharpe Ratio is -0.05, which is lower than the POWI Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of SIGI and POWI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	SIGI	POWI	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.05	1.29	-1.34
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.15	0.05	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.36	0.34	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.27	+0.08

Drawdowns

SIGI vs. POWI - Drawdown Comparison

The maximum SIGI drawdown since its inception was -63.06%, smaller than the maximum POWI drawdown of -85.76%. Use the drawdown chart below to compare losses from any high point for SIGI and POWI.

Drawdown Indicators

	SIGI	POWI	Difference
Max Drawdown Largest peak-to-trough decline	-63.06%	-85.76%	+22.70%
Max Drawdown (1Y) Largest decline over 1 year	-18.18%	-47.83%	+29.65%
Max Drawdown (3Y) Largest decline over 3 years	-30.46%	-67.82%	+37.36%
Max Drawdown (5Y) Largest decline over 5 years	-30.46%	-70.68%	+40.22%
Max Drawdown (10Y) Largest decline over 10 years	-48.39%	-70.68%	+22.29%
Current Drawdown Current decline from peak	-17.90%	-19.10%	+1.20%
Average Drawdown Average peak-to-trough decline	-14.06%	-38.66%	+24.60%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.31%	24.13%	-13.82%

Volatility

SIGI vs. POWI - Volatility Comparison

The current volatility for Selective Insurance Group, Inc. (SIGI) is 6.16%, while Power Integrations, Inc. (POWI) has a volatility of 23.62%. This indicates that SIGI experiences smaller price fluctuations and is considered to be less risky than POWI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	SIGI	POWI	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.16%	23.62%	-17.46%
Volatility (6M) Calculated over the trailing 6-month period	17.93%	37.33%	-19.40%
Volatility (1Y) Calculated over the trailing 1-year period	29.91%	56.46%	-26.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.44%	44.25%	-16.81%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.83%	41.52%	-12.69%

Dividends

SIGI vs. POWI - Dividend Comparison

SIGI's dividend yield for the trailing twelve months is around 1.94%, more than POWI's 1.01% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
POWI Power Integrations, Inc.	1.01%	2.36%	1.31%	0.94%	1.00%	0.58%	0.51%	0.71%	1.05%	0.76%	0.77%	0.99%
SIGI Selective Insurance Group, Inc.	1.94%	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. POWI - Profitability Comparison

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

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%.

POWI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Power Integrations, Inc. reported a gross profit of 56.94M and revenue of 108.31M. Therefore, the gross margin over that period was 52.6%.

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%.

POWI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Power Integrations, Inc. reported an operating income of 1.45M and revenue of 108.31M, resulting in an operating margin of 1.3%.

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%.

POWI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Power Integrations, Inc. reported a net income of 3.30M and revenue of 108.31M, resulting in a net margin of 3.1%.

Frequently Asked Questions

Can I hold both SIGI and POWI in my portfolio?

SIGI and POWI have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, SIGI or POWI?

POWI has higher volatility (23.62%) compared to SIGI (6.16%). In terms of maximum drawdown, SIGI dropped -63.06% vs POWI's -85.76%.

Which has better risk-adjusted returns?

POWI currently has the higher Sharpe Ratio (1.29 vs -0.05), 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.