SIGI vs. RLI
Compare and contrast key facts about Selective Insurance Group, Inc. (SIGI) and RLI Corp. (RLI).
Performance
SIGI vs. RLI - Performance Comparison
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SIGI vs. RLI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIGI Selective Insurance Group, Inc. | -8.98% | -8.79% | -4.58% | 13.66% | 9.67% | 24.02% | 4.48% | 8.24% | 5.11% | 38.15% |
RLI RLI Corp. | -10.77% | -19.13% | 27.57% | 3.77% | 24.80% | 10.67% | 18.08% | 33.22% | 16.69% | 0.38% |
Fundamentals
SIGI:
$4.60B
RLI:
$5.25B
SIGI:
$7.65
RLI:
$4.37
SIGI:
9.91
RLI:
13.04
SIGI:
1.18
RLI:
0.59
SIGI:
0.87
RLI:
3.60
SIGI:
1.35
RLI:
0.85
SIGI:
$5.34B
RLI:
$1.46B
SIGI:
$459.80M
RLI:
$402.13M
SIGI:
$609.49M
RLI:
$482.89M
Returns By Period
In the year-to-date period, SIGI achieves a -8.98% return, which is significantly higher than RLI's -10.77% return. Both investments have delivered pretty close results over the past 10 years, with SIGI having a 9.00% annualized return and RLI not far behind at 8.98%.
SIGI
- 1D
- 0.52%
- 1M
- -10.70%
- YTD
- -8.98%
- 6M
- -5.80%
- 1Y
- -15.96%
- 3Y*
- -5.86%
- 5Y*
- 2.19%
- 10Y*
- 9.00%
RLI
- 1D
- -0.18%
- 1M
- -9.30%
- YTD
- -10.77%
- 6M
- -6.60%
- 1Y
- -26.47%
- 3Y*
- -1.99%
- 5Y*
- 3.87%
- 10Y*
- 8.98%
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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.
| SIGI | RLI | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | -0.54 | -1.17 | +0.63 |
Sortino ratioReturn per unit of downside risk | -0.53 | -1.60 | +1.07 |
Omega ratioGain probability vs. loss probability | 0.92 | 0.81 | +0.11 |
Calmar ratioReturn relative to maximum drawdown | -0.80 | -0.95 | +0.16 |
Martin ratioReturn relative to average drawdown | -1.37 | -1.45 | +0.08 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| SIGI | RLI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.54 | -1.17 | +0.63 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.08 | 0.17 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.34 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.33 | 0.48 | -0.15 |
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.
Dividends
SIGI vs. RLI - Dividend Comparison
SIGI's dividend yield for the trailing twelve months is around 2.14%, less than RLI's 4.64% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIGI Selective Insurance Group, Inc. | 2.14% | 1.88% | 1.53% | 1.26% | 1.29% | 1.26% | 1.40% | 1.27% | 1.21% | 1.12% | 1.42% | 1.70% |
RLI RLI Corp. | 4.64% | 4.11% | 3.12% | 2.31% | 6.12% | 2.67% | 1.87% | 2.12% | 2.71% | 4.25% | 4.42% | 4.45% |
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 -40.55%. 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% | -40.55% | -22.51% |
Max Drawdown (1Y)Largest decline over 1 year | -19.52% | -27.38% | +7.86% |
Max Drawdown (5Y)Largest decline over 5 years | -30.46% | -33.39% | +2.93% |
Max Drawdown (10Y)Largest decline over 10 years | -48.39% | -33.39% | -15.00% |
Current DrawdownCurrent decline from peak | -28.06% | -32.65% | +4.59% |
Average DrawdownAverage peak-to-trough decline | -14.04% | -9.72% | -4.32% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.34% | 18.01% | -6.67% |
Volatility
SIGI vs. RLI - Volatility Comparison
The current volatility for Selective Insurance Group, Inc. (SIGI) is 5.32%, while RLI Corp. (RLI) has a volatility of 6.06%. 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 | 5.32% | 6.06% | -0.74% |
Volatility (6M)Calculated over the trailing 6-month period | 15.98% | 16.38% | -0.40% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.42% | 22.69% | +6.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 27.02% | 22.85% | +4.17% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 28.63% | 26.35% | +2.28% |
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