SIGI vs. RLI
Compare and contrast key facts about Selective Insurance Group, Inc. (SIGI) and RLI Corp. (RLI).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SIGI or RLI.
Performance
SIGI vs. RLI - Performance Comparison
Returns By Period
In the year-to-date period, SIGI achieves a -1.66% return, which is significantly lower than RLI's 34.51% return. Over the past 10 years, SIGI has underperformed RLI with an annualized return of 15.31%, while RLI has yielded a comparatively higher 17.36% annualized return.
SIGI
-1.66%
3.68%
0.82%
-4.79%
9.93%
15.31%
RLI
34.51%
11.93%
23.28%
30.45%
15.28%
17.36%
Fundamentals
SIGI | RLI | |
---|---|---|
Market Cap | $5.84B | $8.07B |
EPS | $3.72 | $9.09 |
PE Ratio | 25.80 | 19.36 |
PEG Ratio | 1.86 | 3.82 |
Total Revenue (TTM) | $4.71B | $1.76B |
Gross Profit (TTM) | $4.59B | $1.76B |
EBITDA (TTM) | $358.59M | $497.79M |
Key characteristics
SIGI | RLI | |
---|---|---|
Sharpe Ratio | -0.14 | 1.59 |
Sortino Ratio | 0.02 | 2.15 |
Omega Ratio | 1.00 | 1.29 |
Calmar Ratio | -0.17 | 2.28 |
Martin Ratio | -0.37 | 8.70 |
Ulcer Index | 11.54% | 3.53% |
Daily Std Dev | 29.95% | 19.36% |
Max Drawdown | -63.06% | -64.05% |
Current Drawdown | -10.69% | 0.00% |
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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.
Risk-Adjusted Performance
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.
Dividends
SIGI vs. RLI - Dividend Comparison
SIGI's dividend yield for the trailing twelve months is around 1.48%, more than RLI's 0.40% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Selective Insurance Group, Inc. | 1.48% | 1.26% | 1.29% | 1.26% | 1.40% | 1.27% | 1.21% | 1.12% | 1.42% | 1.70% | 1.95% | 1.92% |
RLI Corp. | 0.40% | 0.40% | 2.96% | 0.44% | 0.46% | 0.93% | 1.36% | 2.13% | 2.21% | 2.23% | 3.76% | 2.23% |
Drawdowns
SIGI vs. RLI - Drawdown Comparison
The maximum SIGI drawdown since its inception was -63.06%, roughly equal to the maximum RLI drawdown of -64.05%. Use the drawdown chart below to compare losses from any high point for SIGI and RLI. For additional features, visit the drawdowns tool.
Volatility
SIGI vs. RLI - Volatility Comparison
Selective Insurance Group, Inc. (SIGI) has a higher volatility of 9.25% compared to RLI Corp. (RLI) at 6.57%. This indicates that SIGI's price experiences larger fluctuations and is considered to be riskier than RLI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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.
Total Revenue: Total amount of money received from sales and other business activities