SIGI vs. VOO
Compare and contrast key facts about Selective Insurance Group, Inc. (SIGI) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SIGI or VOO.
Performance
SIGI vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, SIGI achieves a -0.19% return, which is significantly lower than VOO's 26.58% return. Over the past 10 years, SIGI has outperformed VOO with an annualized return of 15.50%, while VOO has yielded a comparatively lower 13.22% annualized return.
SIGI
-0.19%
3.03%
2.07%
-3.36%
10.25%
15.50%
VOO
26.58%
3.05%
13.23%
32.77%
15.74%
13.22%
Key characteristics
| SIGI | VOO | |
|---|---|---|
| Sharpe Ratio | -0.11 | 2.69 |
| Sortino Ratio | 0.05 | 3.59 |
| Omega Ratio | 1.01 | 1.50 |
| Calmar Ratio | -0.14 | 3.88 |
| Martin Ratio | -0.29 | 17.58 |
| Ulcer Index | 11.56% | 1.86% |
| Daily Std Dev | 29.98% | 12.19% |
| Max Drawdown | -63.06% | -33.99% |
| Current Drawdown | -9.36% | -0.53% |
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Correlation
The correlation between SIGI and VOO is 0.52, 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. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Selective Insurance Group, Inc. (SIGI) and Vanguard S&P 500 ETF (VOO). 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. VOO - Dividend Comparison
SIGI's dividend yield for the trailing twelve months is around 1.46%, more than VOO's 1.24% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SIGI Selective Insurance Group, Inc. | 1.46% | 1.26% | 1.29% | 1.26% | 1.40% | 1.27% | 1.21% | 1.12% | 1.42% | 1.70% | 1.95% | 1.92% |
VOO Vanguard S&P 500 ETF | 1.24% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
SIGI vs. VOO - Drawdown Comparison
The maximum SIGI drawdown since its inception was -63.06%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for SIGI and VOO. For additional features, visit the drawdowns tool.
Volatility
SIGI vs. VOO - Volatility Comparison
Selective Insurance Group, Inc. (SIGI) has a higher volatility of 9.13% compared to Vanguard S&P 500 ETF (VOO) at 3.99%. This indicates that SIGI's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.