PortfoliosLab logo

The Travelers Companies, Inc. (TRV)

Equity · Currency in USD · Last updated Aug 11, 2022

Company Info

ISINUS89417E1091
CUSIP89417E109
SectorFinancial Services
IndustryInsurance—Property & Casualty

Trading Data

Previous Close$165.01
Year Range$143.13 - $186.76
EMA (50)$163.64
EMA (200)$164.29
Average Volume$1.20M
Market Capitalization$38.66B

TRVShare Price Chart


Chart placeholderClick Calculate to get results

TRVPerformance

The chart shows the growth of $10,000 invested in The Travelers Companies, Inc. in Jan 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $44,956 for a total return of roughly 349.56%. All prices are adjusted for splits and dividends.


-15.00%-10.00%-5.00%0.00%5.00%10.00%MarchAprilMayJuneJulyAugust
-2.35%
-4.35%
TRV (The Travelers Companies, Inc.)
Benchmark (^GSPC)

TRVReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
1M-2.36%7.97%
6M-3.33%-6.88%
YTD6.60%-11.66%
1Y9.96%-5.01%
5Y7.44%11.56%
10Y12.57%11.62%

TRVMonthly Returns Heatmap


JanFebMarAprMayJunJulAugSepOctNovDec
20226.23%3.40%6.90%-6.39%4.67%-5.03%-6.17%3.98%
2021-2.90%6.75%3.93%2.83%3.26%-5.73%-0.53%7.25%-4.29%5.84%-8.66%7.06%
2020-3.89%-8.97%-16.53%1.87%5.70%7.32%0.32%1.42%-6.06%11.57%7.41%8.95%
20194.84%5.87%3.81%4.80%1.27%3.28%-1.94%0.23%1.72%-11.86%4.32%0.78%
201810.53%-7.28%0.42%-5.23%-2.34%-4.24%6.38%1.12%-0.86%-3.53%4.19%-7.58%
2017-3.79%3.79%-0.85%0.93%2.62%1.94%1.23%-5.39%1.73%8.10%2.36%0.59%
2016-5.16%0.45%9.15%-5.83%3.86%4.91%-2.37%2.14%-2.96%-5.56%4.78%8.62%
2015-2.86%4.49%1.16%-6.49%0.01%-3.82%9.79%-6.19%0.60%13.42%1.49%-0.96%
2014-10.23%3.15%2.11%6.44%3.17%1.25%-4.79%5.75%-0.23%7.30%3.62%1.87%
20139.25%2.50%5.28%1.45%-1.98%-3.96%4.54%-4.37%6.76%1.80%5.14%0.35%
2012-1.47%-0.57%2.86%8.65%-2.85%2.94%-1.86%3.34%6.19%3.93%-0.17%2.05%
20110.99%6.52%-0.14%6.39%-1.90%-5.33%-5.57%-8.47%-2.61%19.74%-3.60%5.97%
20101.73%3.79%3.20%-5.93%-2.50%0.30%2.44%-2.89%7.12%5.95%-2.19%3.87%

TRVSharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current The Travelers Companies, Inc. Sharpe ratio is 0.42. A Sharpe ratio between 0 and 1.0 is considered sub-optimal.

The chart below displays rolling 12-month Sharpe Ratio.


-0.500.000.501.00MarchAprilMayJuneJulyAugust
0.42
-0.25
TRV (The Travelers Companies, Inc.)
Benchmark (^GSPC)

TRVDividend History

The Travelers Companies, Inc. granted a 2.16% dividend yield in the last twelve months. The annual payout for that period amounted to $3.57 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$3.57$3.49$3.37$3.23$3.03$2.83$2.62$2.38$2.15$1.96$1.79$1.59$1.41

Dividend yield

2.16%2.25%2.48%2.50%2.75%2.32%2.43%2.45%2.42%2.64%3.11%3.45%3.34%

TRVDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


-20.00%-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2022FebruaryMarchAprilMayJuneJulyAugust
-11.64%
-12.22%
TRV (The Travelers Companies, Inc.)
Benchmark (^GSPC)

TRVWorst Drawdowns

The table below shows the maximum drawdowns of the The Travelers Companies, Inc.. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the The Travelers Companies, Inc. is 46.28%, recorded on Mar 18, 2020. It took 235 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-46.28%Jul 16, 2019171Mar 18, 2020235Feb 23, 2021406
-25.81%May 4, 2011106Oct 3, 2011138Apr 20, 2012244
-23.15%Feb 2, 2018225Dec 24, 201896May 14, 2019321
-17.01%Mar 28, 202277Jul 18, 2022
-12.34%Mar 30, 201041May 26, 2010100Oct 18, 2010141
-11.84%Mar 23, 201569Jun 29, 201579Oct 20, 2015148
-11.8%Sep 8, 201642Nov 4, 201623Dec 8, 201665
-11.4%Nov 23, 201542Jan 25, 201636Mar 16, 201678
-11.35%Jan 2, 201422Feb 3, 201459Apr 29, 201481
-11.31%Aug 10, 201718Sep 5, 201731Oct 18, 201749

TRVVolatility Chart

Current The Travelers Companies, Inc. volatility is 16.97%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


5.00%10.00%15.00%20.00%25.00%30.00%35.00%40.00%MarchAprilMayJuneJulyAugust
16.97%
16.23%
TRV (The Travelers Companies, Inc.)
Benchmark (^GSPC)