FFIV vs. TRV

Last updated Jun 9, 2026

FFIV (F5 Networks, Inc.) and TRV (The Travelers Companies, Inc.) are both stocks. FFIV operates in Software - Infrastructure (Technology), while TRV operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, FFIV returned 12.74%/yr vs 12.41%/yr for TRV. At a 0.26 correlation, their price movements are largely independent.

Performance

FFIV vs. TRV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in F5 Networks, Inc. (FFIV) and The Travelers Companies, Inc. (TRV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, FFIV achieves a 55.21% return, which is significantly higher than TRV's 2.67% return. Both investments have delivered pretty close results over the past 10 years, with FFIV having a 12.74% annualized return and TRV not far behind at 12.41%.

FFIV

• 1D: 0.72%
• 1M: 11.91%
• YTD: 55.21%
• 6M: 59.62%
• 1Y: 34.11%
• 3Y*: 39.23%
• 5Y*: 16.11%
• 10Y*: 12.74%

TRV

• 1D: -2.15%
• 1M: -0.44%
• YTD: 2.67%
• 6M: 6.83%
• 1Y: 10.14%
• 3Y*: 21.09%
• 5Y*: 16.05%
• 10Y*: 12.41%

*Multi-year figures are annualized to reflect compound growth (CAGR)

FFIV vs. TRV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
FFIV F5 Networks, Inc.	55.21%	1.51%	40.50%	24.72%	-41.36%	39.09%	25.99%	-13.81%	23.48%	-9.33%
TRV The Travelers Companies, Inc.	2.67%	22.38%	28.76%	3.93%	22.42%	13.96%	5.31%	17.00%	-9.64%	13.36%

Correlation

The correlation between FFIV and TRV is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (10Y) Calculated over the trailing 10-year period	0.24
Correlation (All Time) Calculated using the full available price history since Jun 4, 1999	0.26

The correlation between FFIV and TRV shifts across timeframes, from 0.08 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap FFIV : $22.70B TRV : $64.81B
EPS FFIV : $12.19 TRV : $33.83
PE Ratio FFIV : 32.50 TRV : 8.77
PEG Ratio FFIV : 1.42 TRV : 0.41
PS Ratio FFIV : 9.54 TRV : 1.36
PB Ratio FFIV : 6.22 TRV : 2.03
Total Revenue (TTM) FFIV : $2.41B TRV : $48.94B
Gross Profit (TTM) FFIV : $2.63B TRV : $16.00B
EBITDA (TTM) FFIV : $889.95M TRV : $8.15B

Return for Risk

FFIV vs. TRV — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

FFIV

FFIV Risk / Return Rank: 67
FFIV Sharpe Ratio Rank: 73
FFIV Sortino Ratio Rank: 67
FFIV Omega Ratio Rank: 68
FFIV Calmar Ratio Rank: 63
FFIV Martin Ratio Rank: 62

TRV

TRV Risk / Return Rank: 60
TRV Sharpe Ratio Rank: 61
TRV Sortino Ratio Rank: 53
TRV Omega Ratio Rank: 51
TRV Calmar Ratio Rank: 66
TRV Martin Ratio Rank: 68

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

FFIV vs. TRV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for F5 Networks, Inc. (FFIV) and The Travelers Companies, Inc. (TRV). 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.

	FFIV	TRV	Difference
Sharpe ratio: Return per unit of total volatility	1.02	0.54	+0.48
Sortino ratio: Return per unit of downside risk	1.52	0.89	+0.63
Omega ratio: Gain probability vs. loss probability	1.20	1.11	+0.10
Calmar ratio: Return relative to maximum drawdown	0.99	1.22	-0.24
Martin ratio: Return relative to average drawdown	2.17	3.01	-0.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

FFIV vs. TRV - Sharpe Ratio Comparison

The current FFIV Sharpe Ratio is 1.02, which is higher than the TRV Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of FFIV and TRV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	FFIV	TRV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.02	0.54	+0.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.54	0.74	-0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.43	0.51	-0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.27	0.39	-0.12

Drawdowns

FFIV vs. TRV - Drawdown Comparison

The maximum FFIV drawdown since its inception was -97.59%, which is greater than TRV's maximum drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for FFIV and TRV.

Drawdown Indicators

	FFIV	TRV	Difference
Max Drawdown Largest peak-to-trough decline	-97.59%	-55.11%	-42.48%
Max Drawdown (1Y) Largest decline over 1 year	-34.73%	-8.31%	-26.42%
Max Drawdown (3Y) Largest decline over 3 years	-34.73%	-12.47%	-22.26%
Max Drawdown (5Y) Largest decline over 5 years	-47.42%	-18.90%	-28.52%
Max Drawdown (10Y) Largest decline over 10 years	-54.59%	-46.28%	-8.31%
Current Drawdown Current decline from peak	-3.16%	-4.56%	+1.40%
Average Drawdown Average peak-to-trough decline	-40.19%	-11.12%	-29.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	15.76%	3.66%	+12.10%

Volatility

FFIV vs. TRV - Volatility Comparison

F5 Networks, Inc. (FFIV) has a higher volatility of 9.07% compared to The Travelers Companies, Inc. (TRV) at 5.99%. This indicates that FFIV's price experiences larger fluctuations and is considered to be riskier than TRV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	FFIV	TRV	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.07%	5.99%	+3.08%
Volatility (6M) Calculated over the trailing 6-month period	24.96%	12.64%	+12.32%
Volatility (1Y) Calculated over the trailing 1-year period	33.52%	18.78%	+14.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	30.02%	21.87%	+8.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	29.57%	24.40%	+5.17%

Dividends

FFIV vs. TRV - Dividend Comparison

FFIV has not paid dividends to shareholders, while TRV's dividend yield for the trailing twelve months is around 1.48%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FFIV F5 Networks, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TRV The Travelers Companies, Inc.	1.48%	1.50%	1.72%	2.06%	1.96%	2.23%	2.40%	2.36%	2.53%	2.09%	2.14%	2.11%

Financials

Frequently Asked Questions

Can I hold both FFIV and TRV in my portfolio?

FFIV and TRV have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, FFIV or TRV?

FFIV has higher volatility (9.07%) compared to TRV (5.99%). In terms of maximum drawdown, FFIV dropped -97.59% vs TRV's -55.11%.

Which has better risk-adjusted returns?

FFIV currently has the higher Sharpe Ratio (1.02 vs 0.54), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.