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

Correlation

The correlation between SIGI and RLI is 0.42, 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.


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.

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Key characteristics

Sharpe Ratio

SIGI:

-0.20

RLI:

0.17

Sortino Ratio

SIGI:

-0.07

RLI:

0.41

Omega Ratio

SIGI:

0.99

RLI:

1.06

Calmar Ratio

SIGI:

-0.27

RLI:

0.25

Martin Ratio

SIGI:

-0.69

RLI:

0.52

Ulcer Index

SIGI:

10.67%

RLI:

8.88%

Daily Std Dev

SIGI:

32.96%

RLI:

22.89%

Max Drawdown

SIGI:

-63.06%

RLI:

-64.06%

Current Drawdown

SIGI:

-16.01%

RLI:

-15.24%

Fundamentals

Market Cap

SIGI:

$5.45B

RLI:

$6.85B

EPS

SIGI:

$3.68

RLI:

$3.03

PE Ratio

SIGI:

24.38

RLI:

24.63

PEG Ratio

SIGI:

1.86

RLI:

3.82

PS Ratio

SIGI:

1.09

RLI:

3.95

PB Ratio

SIGI:

1.78

RLI:

4.27

Total Revenue (TTM)

SIGI:

$4.98B

RLI:

$1.74B

Gross Profit (TTM)

SIGI:

$4.94B

RLI:

$1.73B

EBITDA (TTM)

SIGI:

$351.34M

RLI:

$232.53M

Returns By Period

In the year-to-date period, SIGI achieves a -3.08% return, which is significantly higher than RLI's -9.05% return. Over the past 10 years, SIGI has underperformed RLI with an annualized return of 14.45%, while RLI has yielded a comparatively higher 15.18% annualized return.


SIGI

YTD

-3.08%

1M

4.16%

6M

-10.12%

1Y

-6.64%

5Y*

17.81%

10Y*

14.45%

RLI

YTD

-9.05%

1M

-2.23%

6M

-11.71%

1Y

3.96%

5Y*

19.33%

10Y*

15.18%

*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 3434
Overall Rank
The Sharpe Ratio Rank of SIGI is 3939
Sharpe Ratio Rank
The Sortino Ratio Rank of SIGI is 3434
Sortino Ratio Rank
The Omega Ratio Rank of SIGI is 3333
Omega Ratio Rank
The Calmar Ratio Rank of SIGI is 3030
Calmar Ratio Rank
The Martin Ratio Rank of SIGI is 3333
Martin Ratio Rank

RLI
The Risk-Adjusted Performance Rank of RLI is 5555
Overall Rank
The Sharpe Ratio Rank of RLI is 5757
Sharpe Ratio Rank
The Sortino Ratio Rank of RLI is 4949
Sortino Ratio Rank
The Omega Ratio Rank of RLI is 5050
Omega Ratio Rank
The Calmar Ratio Rank of RLI is 6262
Calmar Ratio Rank
The Martin Ratio Rank of RLI is 5757
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.


The current SIGI Sharpe Ratio is -0.20, which is lower than the RLI Sharpe Ratio of 0.17. 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.


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Dividends

SIGI vs. RLI - Dividend Comparison

SIGI's dividend yield for the trailing twelve months is around 1.62%, less than RLI's 3.26% yield.


TTM20242023202220212020201920182017201620152014
SIGI
Selective Insurance Group, Inc.
1.62%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.
3.26%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.


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Volatility

SIGI vs. RLI - Volatility Comparison

The current volatility for Selective Insurance Group, Inc. (SIGI) is 5.73%, while RLI Corp. (RLI) has a volatility of 7.66%. 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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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


200.00M400.00M600.00M800.00M1.00B1.20B20212022202320242025
1.29B
407.67M
(SIGI) Total Revenue
(RLI) Total Revenue
Values in USD except per share items

SIGI vs. RLI - Profitability Comparison

The chart below illustrates the profitability comparison between Selective Insurance Group, Inc. and RLI Corp. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

95.0%96.0%97.0%98.0%99.0%100.0%20212022202320242025
100.0%
100.0%
(SIGI) Gross Margin
(RLI) Gross Margin
SIGI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Selective Insurance Group, Inc. reported a gross profit of 1.29B and revenue of 1.29B. Therefore, the gross margin over that period was 100.0%.

RLI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, RLI Corp. reported a gross profit of 407.67M and revenue of 407.67M. Therefore, the gross margin over that period was 100.0%.

SIGI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Selective Insurance Group, Inc. reported an operating income of 147.87M and revenue of 1.29B, resulting in an operating margin of 11.5%.

RLI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, RLI Corp. reported an operating income of 78.63M and revenue of 407.67M, resulting in an operating margin of 19.3%.

SIGI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Selective Insurance Group, Inc. reported a net income of 109.90M and revenue of 1.29B, resulting in a net margin of 8.6%.

RLI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, RLI Corp. reported a net income of 63.21M and revenue of 407.67M, resulting in a net margin of 15.5%.