SIGI vs. RLI

Last updated Aug 1, 2026

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 10.99%/yr vs 10.11%/yr for RLI. Their 0.45 correlation means their historical movements had little consistent relationship.

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.

Returns By Period

In the year-to-date period, SIGI achieves a 14.42% return, which is significantly higher than RLI's 0.21% return. Over the past 10 years, SIGI has outperformed RLI with an annualized return of 10.99%, while RLI has yielded a comparatively lower 10.11% annualized return.

SIGI

• 1D: 0.14%
• 1M: -5.35%
• 6M: 13.86%
• YTD: 14.42%
• 1Y: 24.86%
• 3Y*: -1.21%
• 5Y*: 4.71%
• 10Y*: 10.99%
• ALL TIME*: 11.64%

RLI

• 1D: 0.02%
• 1M: -2.05%
• 6M: 9.72%
• YTD: 0.21%
• 1Y: 0.94%
• 3Y*: 1.43%
• 5Y*: 7.22%
• 10Y*: 10.11%
• ALL TIME*: 16.15%

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

Liquidity Comparison

Position	Avg. Volume Value (2W)	Avg. Volume Value (1M)	Avg. Volume Value (3M)
RLI RLI Corp.	$69.39M	$58.23M	$55.37M
SIGI Selective Insurance Group, Inc.	$72.17M	$57.10M	$54.11M

SIGI vs. RLI - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SIGI Selective Insurance Group, Inc.	14.42%	-8.79%	-4.58%	13.66%	9.67%	24.02%	4.48%	8.24%	5.11%	38.15%
RLI RLI Corp.	0.21%	-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 0.58, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.

	Correlation
Correlation (1Y) Focuses on recent behavior, but can change the most.	0.58
Correlation (3Y) Balances recent behavior with more history.	0.61
Correlation (5Y) Shows whether the relationship held over a longer period.	0.62
Correlation (10Y) Provides a long-term view across more market conditions.	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

Market Cap SIGI : $5.65B RLI : $5.62B
EPS SIGI : $8.21 RLI : $4.76
PE Ratio SIGI : 11.54 RLI : 12.87
PEG Ratio SIGI : 0.44 RLI : 0.58
PS Ratio SIGI : 1.05 RLI : 3.91
PB Ratio SIGI : 1.65 RLI : 0.88
Total Revenue (TTM) SIGI : $5.46B RLI : $1.44B
Gross Profit (TTM) SIGI : $2.06B RLI : $552.03M
EBITDA (TTM) SIGI : $835.45M RLI : $432.02M

Return for Risk

SIGI vs. RLI — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

SIGI

SIGI Risk / Return Rank: 72
SIGI Sharpe Ratio Rank: 75
SIGI Sortino Ratio Rank: 71
SIGI Omega Ratio Rank: 67
SIGI Calmar Ratio Rank: 72
SIGI Martin Ratio Rank: 74

RLI

RLI Risk / Return Rank: 43
RLI Sharpe Ratio Rank: 45
RLI Sortino Ratio Rank: 39
RLI Omega Ratio Rank: 38
RLI Calmar Ratio Rank: 45
RLI Martin Ratio Rank: 45

The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

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 ratio: Return per unit of total volatility	0.97	0.03	+0.94
Sortino ratio: Return per unit of downside risk	1.52	0.22	+1.30
Omega ratio: Gain probability vs. loss probability	1.17	1.03	+0.15
Calmar ratio: Return relative to maximum drawdown	1.36	0.03	+1.33
Martin ratio: Return relative to average drawdown	3.69	0.07	+3.62

SIGI vs. RLI - Sharpe Ratio Comparison

The current SIGI Sharpe Ratio is 0.97, which is higher than the RLI Sharpe Ratio of 0.03. The chart below compares the historical Sharpe Ratios of SIGI and RLI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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.

Drawdown Indicators

	SIGI	RLI	Difference
Max Drawdown Largest peak-to-trough decline	-63.06%	-43.50%	-19.56%
Max Drawdown (1Y) Largest decline over 1 year	-17.78%	-27.95%	+10.17%
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 Drawdown Current decline from peak	-9.56%	-24.36%	+14.80%
Average Drawdown Average peak-to-trough decline	-14.04%	-9.92%	-4.12%
Ulcer Index Depth and duration of drawdowns from previous peaks	6.53%	11.32%	-4.79%

Volatility

SIGI vs. RLI - Volatility Comparison

The current volatility for Selective Insurance Group, Inc. (SIGI) is 8.79%, while RLI Corp. (RLI) has a volatility of 12.23%. 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.

Volatility by Period

	SIGI	RLI	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.79%	12.23%	-3.44%
Volatility (6M) Calculated over the trailing 6-month period	18.84%	20.94%	-2.10%
Volatility (1Y) Calculated over the trailing 1-year period	24.90%	25.77%	-0.87%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	27.50%	23.71%	+3.79%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	28.89%	26.81%	+2.08%

Dividends

SIGI vs. RLI - Dividend Comparison

SIGI's dividend yield for the trailing twelve months is around 1.76%, less than RLI's 7.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
RLI RLI Corp.	7.61%	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.	1.76%	1.88%	1.53%	1.26%	1.29%	1.26%	1.40%	1.27%	1.21%	1.12%	1.42%	1.70%

Financials

Frequently Asked Questions

Can I hold both SIGI and RLI in my portfolio?

SIGI and RLI have a correlation of 0.58, 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 RLI?

RLI has higher volatility (12.23%) compared to SIGI (8.79%). In terms of maximum drawdown, SIGI dropped -63.06% vs RLI's -43.50%.

Which has better risk-adjusted returns?

SIGI currently has the higher Sharpe Ratio (0.97 vs 0.03), 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.