ICE vs. TRV
Compare and contrast key facts about Intercontinental Exchange, Inc. (ICE) and The Travelers Companies, Inc. (TRV).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ICE or TRV.
Key characteristics
| ICE | TRV | |
|---|---|---|
| YTD Return | 22.98% | 36.54% |
| 1Y Return | 42.74% | 54.26% |
| 3Y Return (Ann) | 6.44% | 20.09% |
| 5Y Return (Ann) | 12.47% | 16.59% |
| 10Y Return (Ann) | 14.91% | 12.12% |
| Sharpe Ratio | 2.66 | 2.41 |
| Sortino Ratio | 3.56 | 3.00 |
| Omega Ratio | 1.51 | 1.50 |
| Calmar Ratio | 2.46 | 4.53 |
| Martin Ratio | 17.17 | 10.60 |
| Ulcer Index | 2.53% | 5.19% |
| Daily Std Dev | 16.34% | 22.85% |
| Max Drawdown | -73.94% | -55.11% |
| Current Drawdown | -6.25% | -3.36% |
Fundamentals
| ICE | TRV | |
|---|---|---|
| Market Cap | $89.61B | $58.57B |
| EPS | $4.21 | $19.48 |
| PE Ratio | 37.07 | 13.24 |
| PEG Ratio | 2.48 | 0.88 |
| Total Revenue (TTM) | $11.19B | $45.34B |
| Gross Profit (TTM) | $7.61B | $45.45B |
| EBITDA (TTM) | $5.20B | $1.51B |
Correlation
The correlation between ICE and TRV is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
ICE vs. TRV - Performance Comparison
In the year-to-date period, ICE achieves a 22.98% return, which is significantly lower than TRV's 36.54% return. Over the past 10 years, ICE has outperformed TRV with an annualized return of 14.91%, while TRV has yielded a comparatively lower 12.12% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
ICE vs. TRV - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Intercontinental Exchange, Inc. (ICE) 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.
Dividends
ICE vs. TRV - Dividend Comparison
ICE's dividend yield for the trailing twelve months is around 1.13%, less than TRV's 1.60% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ICE Intercontinental Exchange, Inc. | 1.13% | 1.31% | 1.48% | 0.97% | 1.04% | 1.19% | 1.27% | 1.13% | 1.21% | 1.13% | 1.19% | 0.29% |
TRV The Travelers Companies, Inc. | 1.60% | 2.06% | 1.96% | 2.23% | 2.40% | 2.36% | 2.53% | 2.09% | 2.14% | 2.11% | 2.03% | 2.16% |
Drawdowns
ICE vs. TRV - Drawdown Comparison
The maximum ICE drawdown since its inception was -73.94%, which is greater than TRV's maximum drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for ICE and TRV. For additional features, visit the drawdowns tool.
Volatility
ICE vs. TRV - Volatility Comparison
The current volatility for Intercontinental Exchange, Inc. (ICE) is 7.60%, while The Travelers Companies, Inc. (TRV) has a volatility of 10.72%. This indicates that ICE experiences smaller price fluctuations and is considered to be less risky than TRV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
ICE vs. TRV - Financials Comparison
This section allows you to compare key financial metrics between Intercontinental Exchange, Inc. and The Travelers Companies, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities