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SIGI vs SPY

Comparison between Selective Insurance Group Inc (SIGI, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed SIGI, delivering a return of +13.8% compared to +4.7%

SIGI vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap / Net Assets
SIGI
$5.35B
Winner
SPY
$735B
Expense Ratio
SIGI
N/A
SPY
0.09%
Max Drawdown
SIGI
64.96%
Winner
SPY
56.47%
Sharpe Ratio
SIGI
0.09
Winner
SPY
1.67
5Y Beta
Winner
SIGI
0.40
SPY
1.00
Industry
SIGI
Insurance - Property & Casualty
SPY
N/A
P/E Ratio
Winner
SIGI
13.22
SPY
28.81
Forward P/E
Winner
SIGI
10.29
SPY
22.07
PEG Ratio
SIGI
0.18
SPY
N/A
Dividend Yield
SIGI
1.81%
SPY
N/A
5Y Dividends CAGR
Winner
SIGI
11.12%
SPY
5.43%
5Y EPS CAGR
SIGI
14.90%
Winner
SPY
25.84%
Debt to Equity
Winner
SIGI
0.00%
SPY
34.16%
Free Cash Flow Yield
SIGI
21.18%
SPY
N/A
P/S Ratio
SIGI
N/A
SPY
3.69
P/B Ratio
SIGI
N/A
SPY
5.54

SIGI vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
Winner
SIGI
+9.54%
SPY
+4.59%
3M
SIGI
+5.35%
Winner
SPY
+7.81%
6M
Winner
SIGI
+17.11%
SPY
+14.24%
1Y
SIGI
+2.25%
Winner
SPY
+26.47%
5Y(CAGR)
SIGI
+4.71%
Winner
SPY
+13.84%
10Y(CAGR)
SIGI
+11.21%
Winner
SPY
+15.57%
Max(CAGR)
Winner
SIGI
+11.17%
SPY
+8.50%

SIGI vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearSIGISPY
2026+7.88%+8.80%
2025-7.43%+18.00%
2024-5.18%+25.59%
2023+12.31%+26.72%
2022+11.74%-18.64%
2021+27.72%+30.52%
2020+4.06%+17.28%
2019+11.13%+31.09%
2018+7.40%-5.24%
2017+37.05%+20.78%
2016+35.02%+13.59%
2015+27.74%+1.31%
2014+5.02%+14.56%
2013+39.24%+29.00%
2012+8.98%+14.17%
2011-1.96%+0.85%
2010+11.59%+13.14%
2009-24.96%+22.67%
2008+3.26%-36.25%
2007-17.98%+5.32%
2006+4.91%+13.85%
2005+23.22%+5.32%
2004+39.66%+10.75%
2003+26.02%+24.18%
2002+12.16%-22.42%
2001-3.92%-10.13%
2000+49.73%-8.84%
1999-7.24%+8.61%

SIGI vs SPY Drawdown Comparison

The maximum drawdown for SIGI was -63.07%, occurring on Mar 9, 2009. Recovery took 1604 trading sessions.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current SIGI drawdown is -14.90%. The current SPY drawdown is -0.92%.

RankSIGISPY
#1-63.07%
Dec 27, 2006 - May 14, 2013
-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-48.40%
Aug 22, 2019 - Jun 24, 2021
-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-34.86%
May 3, 2002 - Sep 11, 2003
-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-30.47%
Mar 28, 2024 - Nov 3, 2025
-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-29.17%
Jun 21, 2001 - Apr 12, 2002
-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-21.89%
Nov 29, 2013 - Feb 5, 2015
-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-20.67%
Nov 2, 1999 - Apr 19, 2000
-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-20.53%
May 16, 2000 - Nov 13, 2000
-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-20.28%
Oct 28, 2015 - Apr 1, 2016
-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-19.32%
Jan 16, 2001 - May 3, 2001
-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-17.42%
Apr 1, 2022 - Oct 19, 2022
-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-15.36%
Jul 2, 2004 - Oct 27, 2004
-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-14.92%
Oct 30, 2018 - Feb 20, 2019
-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-13.95%
Sep 7, 2016 - Nov 22, 2016
-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-13.29%
Mar 4, 2004 - Jun 23, 2004
-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between SIGI and SPY is 0.93 which considered as a very strong positive correlation - the stocks move almost identically together.

0.93
-101

Dividend Comparison (1999 - 2026)

SIGI vs SPY dividend yield comparison.

YearSIGISPY
20260.96%0.24%
20251.88%1.07%
20241.53%1.21%
20231.26%1.40%
20221.29%1.65%
20211.26%1.20%
20201.40%1.52%
20191.27%1.75%
20181.21%2.04%
20171.12%1.80%
20161.42%2.03%
20151.70%2.06%
20141.95%1.87%
20131.92%1.81%
20122.70%2.18%
20112.93%2.05%
20102.87%1.80%
20093.16%1.95%
20082.27%3.02%
20072.13%1.85%
20061.54%1.73%
20051.49%1.73%
20041.58%1.82%
20031.92%1.47%
20022.38%1.70%
20012.76%1.25%
20002.47%1.15%
19990.87%0.24%

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