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The 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk over the past year. As of today (2026-07-31), RLI's 1-Year Sharpe Ratio is -0.68.
The 1-Year Sharpe Ratio inidicates the risk-adjusted return of an investment over the past year. It is calculated as the annualized result of the average monthly excess return divided by its standard deviation over the past year. The monthly excess return is the monthly investment return minus the monthly risk-free rate (typically the 10-year Treasury Constant Maturity Rate). If the risk-free rate for a specific region is not available, U.S. data is used by default.
The greater a portfolio's Sharpe Ratio, the better its risk-adjusted performance. A negative Sharpe Ratio means the risk-free rate is greater than the portfolio’s historical or projected return, or else the portfolio's return is expected to be negative.
RLI 1-Year Sharpe Ratio Related Terms
RLI vs SIGI, WTM, MCY: 1-Year Sharpe Ratio Comparison
For the Insurance - Property & Casualty subindustry, RLI's 1-Year Sharpe Ratio, along with its competitors' market caps and 1-Year Sharpe Ratio data, can be viewed below:
* Competitive companies are chosen from companies within the same industry, with headquarter located in same country, with closest market capitalization; x-axis shows the market cap, and y-axis shows the term value; the bigger the dot, the larger the market cap. Note that "N/A" values will not show up in the chart.
RLI 1-Year Sharpe Ratio vs Insurance Industry
For the Insurance industry and Financial Services sector, RLI's 1-Year Sharpe Ratio distribution charts can be found below:
* The bar in red indicates where RLI's 1-Year Sharpe Ratio falls into.
The 1-Year Sharpe Ratio measures the performance of an investment such as a stock or portfolio compared to a risk-free asset. A stock / portfolio's 1-Year Sharpe Ratio can be calculated by dividing the difference between the one-year returns of the investment and the risk-free rate, by the standard deviation of the investment returns over one year.
RLI (RLI) has a 1-Year Sharpe Ratio of -0.68 as of Jul. 31, 2026. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for RLI and its competitors.
Is RLI's 1-Year Sharpe Ratio too high?
RLI's current 1-Year Sharpe Ratio is -0.68. Overall, RLI has a GF Score™ of 80/100 and is considered Modestly Undervalued, reflecting its overall financial health beyond just this single metric.
How does RLI's 1-Year Sharpe Ratio compare to SIGI and WTM?
RLI's 1-Year Sharpe Ratio of -0.68 can be compared against companies in the Insurance industry. See the competitive comparison table and distribution chart on this page for a detailed peer-by-peer breakdown.
What is a good 1-Year Sharpe Ratio for an Insurance company?
A good 1-Year Sharpe Ratio depends on the Insurance industry context. However, 1-Year Sharpe Ratio should not be evaluated in isolation — investors should consider it alongside profitability, growth, and financial strength metrics. Use the industry distribution chart on this page to see where any company falls relative to its peers.
What does a high 1-Year Sharpe Ratio mean?
A high 1-Year Sharpe Ratio can signal that a stock is expensive relative to its fundamentals. 1-Year Sharpe Ratio measures the additional return that an investor receives per unit of increase in risk. View historical data for RLI and its competitors. RLI's current 1-Year Sharpe Ratio is -0.68. However, context matters — high-growth companies often justify higher valuations. Always evaluate alongside other metrics like GF Score™ and GF Value™.
Is RLI stock overvalued right now?
Based on GuruFocus' analysis, RLI (RLI) is currently considered Modestly Undervalued. The stock's GF Value™ is $76.78, compared to a current price of $61.24 — trading 20.2% below its estimated fair value. The current 1-Year Sharpe Ratio is -0.68. RLI's overall GF Score™ is 80/100 with 2 warning signs to review. Investors should evaluate multiple metrics — including profitability, growth, and financial strength — before making a decision.
How is 1-Year Sharpe Ratio calculated?
1-Year Sharpe Ratio is calculated from a company's financial statements. For RLI (RLI), the current 1-Year Sharpe Ratio is -0.68 as of Jul. 31, 2026. GuruFocus calculates this using data sourced from SEC filings and annual reports. See the calculation section and 30-year financial data on this page for the full breakdown.
Is RLI (RLI) Overvalued in 2026?
Based on GuruFocus' analysis, RLI stock appears to be undervalued.
The current stock price of $61.24 is trading 20.2% below its estimated GF Value™ of $76.78.
GuruFocus considers RLI to be Modestly Undervalued.
Key valuation signals for RLI:
1-Year Sharpe Ratio: -0.68
GF Value™: $76.78 vs. price of $61.24 (20.2% below fair value)
No single metric tells the full story. See the RLI stock analysis page for a complete view including 30-year financials, guru trades, and insider activity.
RLI Corp underwrites property and casualty insurance through its subsidiaries. The company offers insurance coverage in the specialty admitted market, where the products are designed for special risks. It also offers products in the excess and surplus markets, which provides an alternative for customers with risks or loss exposures that generally cannot be written in the standard admitted market. RLI distributes property and casualty insurance through its wholly-owned branch offices that market to wholesale and retail producers. The company's insurance operation segments include Casualty, Property, and Surety, and it derives a majority of its revenue from the Casualty segment.
80GF Score
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1-Year Sharpe Ratio is just one metric. See GF Value™, 30-year financials, guru trades, warning signs, and more.
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