SIGI vs. RLI
SIGI (Selective Insurance Group, Inc.) and RLI (RLI Corp.) are both stocks. Both operate in the Insurance - Property & Casualty industry within the Financial Services sector. Over the past 10 years, SIGI returned 11.26%/yr vs 9.09%/yr for RLI. At a 0.45 correlation, their price movements are largely independent.
Performance
SIGI vs. RLI - Performance Comparison
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Returns By Period
In the year-to-date period, SIGI achieves a 11.58% return, which is significantly higher than RLI's -13.70% return. Over the past 10 years, SIGI has outperformed RLI with an annualized return of 11.26%, while RLI has yielded a comparatively lower 9.09% annualized return.
SIGI
- 1D
- 0.14%
- 1M
- 1.92%
- YTD
- 11.58%
- 6M
- 9.04%
- 1Y
- 10.82%
- 3Y*
- 0.35%
- 5Y*
- 5.08%
- 10Y*
- 11.26%
RLI
- 1D
- -0.66%
- 1M
- 4.78%
- YTD
- -13.70%
- 6M
- -16.94%
- 1Y
- -20.64%
- 3Y*
- -2.75%
- 5Y*
- 5.04%
- 10Y*
- 9.09%
SIGI vs. RLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIGI Selective Insurance Group, Inc. | 11.58% | -8.79% | -4.58% | 13.66% | 9.67% | 24.02% | 4.48% | 8.24% | 5.11% | 38.15% |
RLI RLI Corp. | -13.70% | -19.13% | 27.57% | 3.77% | 24.80% | 10.67% | 18.08% | 33.22% | 16.69% | 0.38% |
Correlation
The correlation between SIGI and RLI is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.61 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Mar 26, 1990 | 0.45 |
The correlation between SIGI and RLI shifts across timeframes, from 0.45 (all time) to 0.67 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SIGI:
$5.59B
RLI:
$4.86B
SIGI:
$7.46
RLI:
$4.28
SIGI:
12.39
RLI:
12.32
SIGI:
0.47
RLI:
0.55
SIGI:
1.04
RLI:
3.21
SIGI:
1.65
RLI:
0.76
SIGI:
$5.41B
RLI:
$1.52B
SIGI:
$1.66B
RLI:
$481.56M
SIGI:
$801.50M
RLI:
$519.11M
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Return for Risk
SIGI vs. RLI — Risk / Return Rank
SIGI
RLI
SIGI vs. RLI - Risk-Adjusted Trends 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| SIGI | RLI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.27 | ||
| Sortino ratioReturn per unit of downside risk | +1.87 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.86 | +0.23 |
| Calmar ratioReturn relative to maximum drawdown | 0.60 | -0.64 | +1.23 |
| Martin ratioReturn relative to average drawdown | 1.06 | -1.29 | +2.35 |
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Drawdowns
SIGI vs. RLI - Drawdown Comparison
The maximum SIGI drawdown since its inception was -63.06%, which is greater than RLI's maximum drawdown of -43.50%. Use the drawdown chart below to compare losses from any high point for SIGI and RLI.
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Drawdown Indicators
| SIGI | RLI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.06% | -43.50% | -19.56% |
Max Drawdown (1Y)Largest decline over 1 year | -18.18% | -32.56% | +14.38% |
Max Drawdown (3Y)Largest decline over 3 years | -30.46% | -43.50% | +13.04% |
Max Drawdown (5Y)Largest decline over 5 years | -30.46% | -43.50% | +13.04% |
Max Drawdown (10Y)Largest decline over 10 years | -48.39% | -43.50% | -4.89% |
Current DrawdownCurrent decline from peak | -11.81% | -34.86% | +23.05% |
Average DrawdownAverage peak-to-trough decline | -14.06% | -9.87% | -4.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 10.26% | 16.01% | -5.75% |
Volatility
SIGI vs. RLI - Volatility Comparison
The current volatility for Selective Insurance Group, Inc. (SIGI) is 5.49%, while RLI Corp. (RLI) has a volatility of 6.87%. 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.
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Volatility by Period
| SIGI | RLI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.49% | 6.87% | -1.38% |
Volatility (6M)Calculated over the trailing 6-month period | 17.82% | 17.93% | -0.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.12% | 22.85% | +7.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.40% | 23.18% | +4.22% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.85% | 26.55% | +2.30% |
Dividends
SIGI vs. RLI - Dividend Comparison
SIGI's dividend yield for the trailing twelve months is around 1.81%, less than RLI's 8.84% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RLI RLI Corp. | 8.84% | 4.11% | 3.12% | 2.31% | 6.12% | 2.67% | 1.87% | 2.12% | 2.71% | 4.25% | 4.42% | 4.45% |
SIGI Selective Insurance Group, Inc. | 1.81% | 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. 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
Frequently Asked Questions
SIGI and RLI have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RLI has higher volatility (6.87%) compared to SIGI (5.49%). In terms of maximum drawdown, SIGI dropped -63.06% vs RLI's -43.50%.
SIGI currently has the higher Sharpe Ratio (0.36 vs -0.91), 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.
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