An electrical relay device includes a housing, a wire coil, an actuator assembly, and a shell. The housing extends between a closed end and an open end and defines a chamber. The wire coil and the actuator assembly are within the chamber. The actuator assembly is configured to move between a first position, in which a movable contact is spaced apart from at least one stationary contact, and a second position, in which the movable contact engages the at least one stationary contact, based on a magnetic field induced by current through the wire coil. The shell seals the open end of the housing to seal the chamber. The shell has a pressure relief valve in flow communication with the chamber. The pressure relief valve is configured to open in response to a pressure within the chamber exceeding a threshold set pressure to reduce the pressure within the chamber.