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SIGI vs. POWI
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

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.

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SIGI vs. POWI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
SIGI
Selective Insurance Group, Inc.
-9.45%-8.79%-4.58%13.66%9.67%24.02%4.48%8.24%5.11%38.15%
POWI
Power Integrations, Inc.
44.71%-41.33%-23.97%15.56%-22.09%14.12%66.77%63.64%-16.32%9.26%

Fundamentals

Market Cap

SIGI:

$4.58B

POWI:

$2.85B

EPS

SIGI:

$7.65

POWI:

$0.39

PE Ratio

SIGI:

9.86

POWI:

129.68

PS Ratio

SIGI:

0.86

POWI:

6.46

PB Ratio

SIGI:

1.34

POWI:

4.24

Total Revenue (TTM)

SIGI:

$5.34B

POWI:

$443.50M

Gross Profit (TTM)

SIGI:

$459.80M

POWI:

$241.65M

EBITDA (TTM)

SIGI:

$609.49M

POWI:

$34.16M

Returns By Period

In the year-to-date period, SIGI achieves a -9.45% return, which is significantly lower than POWI's 44.71% return. Both investments have delivered pretty close results over the past 10 years, with SIGI having a 8.95% annualized return and POWI not far behind at 8.51%.


SIGI

1D
0.05%
1M
-10.29%
YTD
-9.45%
6M
-6.04%
1Y
-16.01%
3Y*
-6.02%
5Y*
2.08%
10Y*
8.95%

POWI

1D
6.93%
1M
6.84%
YTD
44.71%
6M
28.70%
1Y
3.37%
3Y*
-14.24%
5Y*
-8.69%
10Y*
8.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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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: 1515
Overall Rank
SIGI Sharpe Ratio Rank: 1818
Sharpe Ratio Rank
SIGI Sortino Ratio Rank: 1919
Sortino Ratio Rank
SIGI Omega Ratio Rank: 1818
Omega Ratio Rank
SIGI Calmar Ratio Rank: 1111
Calmar Ratio Rank
SIGI Martin Ratio Rank: 1212
Martin Ratio Rank

POWI
POWI Risk / Return Rank: 4343
Overall Rank
POWI Sharpe Ratio Rank: 4343
Sharpe Ratio Rank
POWI Sortino Ratio Rank: 4343
Sortino Ratio Rank
POWI Omega Ratio Rank: 4242
Omega Ratio Rank
POWI Calmar Ratio Rank: 4242
Calmar Ratio Rank
POWI Martin Ratio Rank: 4242
Martin Ratio Rank
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.


SIGIPOWIDifference

Sharpe ratio

Return per unit of total volatility

-0.55

0.06

-0.61

Sortino ratio

Return per unit of downside risk

-0.53

0.53

-1.06

Omega ratio

Gain probability vs. loss probability

0.92

1.06

-0.14

Calmar ratio

Return relative to maximum drawdown

-0.83

0.05

-0.88

Martin ratio

Return relative to average drawdown

-1.44

0.10

-1.54

SIGI vs. POWI - Sharpe Ratio Comparison

The current SIGI Sharpe Ratio is -0.55, which is lower than the POWI Sharpe Ratio of 0.06. The chart below compares the historical Sharpe Ratios of SIGI and POWI, 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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Sharpe Ratios by Period


SIGIPOWIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.55

0.06

-0.61

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.08

-0.20

+0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.21

+0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.33

0.23

+0.10

Correlation

The correlation between SIGI and POWI is 0.29, 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.


Dividends

SIGI vs. POWI - Dividend Comparison

SIGI's dividend yield for the trailing twelve months is around 2.15%, more than POWI's 1.65% yield.


TTM20252024202320222021202020192018201720162015
SIGI
Selective Insurance Group, Inc.
2.15%1.88%1.53%1.26%1.29%1.26%1.40%1.27%1.21%1.12%1.42%1.70%
POWI
Power Integrations, Inc.
1.65%2.36%1.31%0.94%1.00%0.58%0.51%0.71%1.05%0.76%0.77%0.99%

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.


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Drawdown Indicators


SIGIPOWIDifference

Max Drawdown

Largest peak-to-trough decline

-63.06%

-85.76%

+22.70%

Max Drawdown (1Y)

Largest decline over 1 year

-19.52%

-47.83%

+28.31%

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

-28.43%

-50.92%

+22.49%

Average Drawdown

Average peak-to-trough decline

-14.03%

-38.68%

+24.65%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.29%

24.35%

-13.06%

Volatility

SIGI vs. POWI - Volatility Comparison

The current volatility for Selective Insurance Group, Inc. (SIGI) is 5.26%, while Power Integrations, Inc. (POWI) has a volatility of 15.66%. 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.


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Volatility by Period


SIGIPOWIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.26%

15.66%

-10.40%

Volatility (6M)

Calculated over the trailing 6-month period

16.12%

39.92%

-23.80%

Volatility (1Y)

Calculated over the trailing 1-year period

29.42%

54.88%

-25.46%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.03%

42.68%

-15.65%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.63%

40.62%

-11.99%

Financials

SIGI vs. POWI - Financials Comparison

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


0.00200.00M400.00M600.00M800.00M1.00B1.20B1.40BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
1.36B
103.20M
(SIGI) Total Revenue
(POWI) Total Revenue
Values in USD except per share items

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.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober0
52.9%
Portfolio components
SIGI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 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 Apr 2026, Power Integrations, Inc. reported a gross profit of 54.61M and revenue of 103.20M. Therefore, the gross margin over that period was 52.9%.

SIGI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Selective Insurance Group, Inc. reported an operating income of 156.20M and revenue of 1.36B, resulting in an operating margin of 11.4%.

POWI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Power Integrations, Inc. reported an operating income of -5.51M and revenue of 103.20M, resulting in an operating margin of -5.3%.

SIGI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Selective Insurance Group, Inc. reported a net income of 155.20M and revenue of 1.36B, resulting in a net margin of 11.4%.

POWI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Power Integrations, Inc. reported a net income of 13.29M and revenue of 103.20M, resulting in a net margin of 12.9%.