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

Correlation

The correlation between SIGI and RLI is 0.45, 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.


-0.50.00.51.00.5

Performance

SIGI vs. RLI - Performance Comparison

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

-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%25.00%AugustSeptemberOctoberNovemberDecember2025
3.16%
1.06%
SIGI
RLI

Key characteristics

Sharpe Ratio

SIGI:

-0.36

RLI:

0.10

Sortino Ratio

SIGI:

-0.26

RLI:

0.27

Omega Ratio

SIGI:

0.96

RLI:

1.04

Calmar Ratio

SIGI:

-0.43

RLI:

0.11

Martin Ratio

SIGI:

-0.85

RLI:

0.45

Ulcer Index

SIGI:

12.46%

RLI:

4.71%

Daily Std Dev

SIGI:

30.01%

RLI:

20.86%

Max Drawdown

SIGI:

-63.06%

RLI:

-64.06%

Current Drawdown

SIGI:

-13.59%

RLI:

-18.04%

Fundamentals

Market Cap

SIGI:

$5.67B

RLI:

$6.65B

EPS

SIGI:

$3.72

RLI:

$3.74

PE Ratio

SIGI:

25.07

RLI:

19.38

PEG Ratio

SIGI:

1.86

RLI:

3.82

Total Revenue (TTM)

SIGI:

$3.60B

RLI:

$1.37B

Gross Profit (TTM)

SIGI:

$3.53B

RLI:

$1.37B

EBITDA (TTM)

SIGI:

$187.82M

RLI:

$158.76M

Returns By Period

In the year-to-date period, SIGI achieves a -0.28% return, which is significantly higher than RLI's -12.05% return. Both investments have delivered pretty close results over the past 10 years, with SIGI having a 14.92% annualized return and RLI not far behind at 14.80%.


SIGI

YTD

-0.28%

1M

-1.86%

6M

3.16%

1Y

-10.62%

5Y*

8.70%

10Y*

14.92%

RLI

YTD

-12.05%

1M

-13.24%

6M

1.06%

1Y

7.07%

5Y*

11.27%

10Y*

14.80%

*Annualized

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Risk-Adjusted Performance

SIGI vs. RLI — 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 2525
Overall Rank
The Sharpe Ratio Rank of SIGI is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of SIGI is 2525
Sortino Ratio Rank
The Omega Ratio Rank of SIGI is 2424
Omega Ratio Rank
The Calmar Ratio Rank of SIGI is 2020
Calmar Ratio Rank
The Martin Ratio Rank of SIGI is 2727
Martin Ratio Rank

RLI
The Risk-Adjusted Performance Rank of RLI is 4646
Overall Rank
The Sharpe Ratio Rank of RLI is 4949
Sharpe Ratio Rank
The Sortino Ratio Rank of RLI is 3939
Sortino Ratio Rank
The Omega Ratio Rank of RLI is 3939
Omega Ratio Rank
The Calmar Ratio Rank of RLI is 5151
Calmar Ratio Rank
The Martin Ratio Rank of RLI is 5252
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. RLI - Risk-Adjusted Performance Comparison

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


Sharpe ratio
The chart of Sharpe ratio for SIGI, currently valued at -0.36, compared to the broader market-2.000.002.004.00-0.360.10
The chart of Sortino ratio for SIGI, currently valued at -0.26, compared to the broader market-4.00-2.000.002.004.006.00-0.260.27
The chart of Omega ratio for SIGI, currently valued at 0.96, compared to the broader market0.501.001.502.000.961.04
The chart of Calmar ratio for SIGI, currently valued at -0.43, compared to the broader market0.002.004.006.00-0.430.11
The chart of Martin ratio for SIGI, currently valued at -0.85, compared to the broader market0.0010.0020.0030.00-0.850.45
SIGI
RLI

The current SIGI Sharpe Ratio is -0.36, which is lower than the RLI Sharpe Ratio of 0.10. The chart below compares the historical Sharpe Ratios of SIGI and RLI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
-0.36
0.10
SIGI
RLI

Dividends

SIGI vs. RLI - Dividend Comparison

SIGI's dividend yield for the trailing twelve months is around 1.53%, less than RLI's 3.35% yield.


TTM20242023202220212020201920182017201620152014
SIGI
Selective Insurance Group, Inc.
1.53%1.53%1.26%1.29%1.26%1.40%1.27%1.21%1.12%1.42%1.70%1.95%
RLI
RLI Corp.
3.35%2.94%0.80%5.92%0.88%0.91%1.87%2.71%4.25%4.42%4.45%7.51%

Drawdowns

SIGI vs. RLI - Drawdown Comparison

The maximum SIGI drawdown since its inception was -63.06%, roughly equal to the maximum RLI drawdown of -64.06%. Use the drawdown chart below to compare losses from any high point for SIGI and RLI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-13.59%
-18.04%
SIGI
RLI

Volatility

SIGI vs. RLI - Volatility Comparison

The current volatility for Selective Insurance Group, Inc. (SIGI) is 5.56%, while RLI Corp. (RLI) has a volatility of 9.98%. This indicates that SIGI experiences smaller price fluctuations and is considered to be less risky than RLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%AugustSeptemberOctoberNovemberDecember2025
5.56%
9.98%
SIGI
RLI

Financials

SIGI vs. RLI - Financials Comparison

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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