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ICE vs. TRV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.4

Performance

ICE vs. TRV - Performance Comparison

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

500.00%1,000.00%1,500.00%2,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,111.58%
740.84%
ICE
TRV

Key characteristics

Sharpe Ratio

ICE:

1.51

TRV:

1.42

Sortino Ratio

ICE:

2.10

TRV:

1.93

Omega Ratio

ICE:

1.29

TRV:

1.30

Calmar Ratio

ICE:

2.24

TRV:

2.75

Martin Ratio

ICE:

7.50

TRV:

6.10

Ulcer Index

ICE:

3.25%

TRV:

5.46%

Daily Std Dev

ICE:

16.17%

TRV:

23.47%

Max Drawdown

ICE:

-73.94%

TRV:

-55.11%

Current Drawdown

ICE:

-9.68%

TRV:

-9.33%

Fundamentals

Market Cap

ICE:

$87.73B

TRV:

$55.31B

EPS

ICE:

$4.22

TRV:

$19.48

PE Ratio

ICE:

36.21

TRV:

12.51

PEG Ratio

ICE:

2.42

TRV:

0.84

Total Revenue (TTM)

ICE:

$11.19B

TRV:

$45.34B

Gross Profit (TTM)

ICE:

$6.99B

TRV:

$45.45B

EBITDA (TTM)

ICE:

$5.84B

TRV:

$14.85B

Returns By Period

In the year-to-date period, ICE achieves a 18.48% return, which is significantly lower than TRV's 28.69% return. Over the past 10 years, ICE has outperformed TRV with an annualized return of 14.38%, while TRV has yielded a comparatively lower 10.98% annualized return.


ICE

YTD

18.48%

1M

-3.23%

6M

9.67%

1Y

22.49%

5Y*

11.54%

10Y*

14.38%

TRV

YTD

28.69%

1M

-7.30%

6M

15.74%

1Y

31.94%

5Y*

14.62%

10Y*

10.98%

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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.


Sharpe ratio
The chart of Sharpe ratio for ICE, currently valued at 1.51, compared to the broader market-4.00-2.000.002.001.511.42
The chart of Sortino ratio for ICE, currently valued at 2.10, compared to the broader market-4.00-2.000.002.004.002.101.93
The chart of Omega ratio for ICE, currently valued at 1.29, compared to the broader market0.501.001.502.001.291.30
The chart of Calmar ratio for ICE, currently valued at 2.24, compared to the broader market0.002.004.006.002.242.75
The chart of Martin ratio for ICE, currently valued at 7.50, compared to the broader market-5.000.005.0010.0015.0020.0025.007.506.10
ICE
TRV

The current ICE Sharpe Ratio is 1.51, which is comparable to the TRV Sharpe Ratio of 1.42. The chart below compares the historical Sharpe Ratios of ICE and TRV, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.003.504.004.50JulyAugustSeptemberOctoberNovemberDecember
1.51
1.42
ICE
TRV

Dividends

ICE vs. TRV - Dividend Comparison

ICE's dividend yield for the trailing twelve months is around 1.20%, less than TRV's 1.72% yield.


TTM20232022202120202019201820172016201520142013
ICE
Intercontinental Exchange, Inc.
1.20%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.
1.72%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.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.68%
-9.33%
ICE
TRV

Volatility

ICE vs. TRV - Volatility Comparison

The current volatility for Intercontinental Exchange, Inc. (ICE) is 4.57%, while The Travelers Companies, Inc. (TRV) has a volatility of 6.19%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.57%
6.19%
ICE
TRV

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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