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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.


-0.50.00.51.0
Correlation: 0.4

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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.

-10.00%-5.00%0.00%5.00%10.00%15.00%NovemberDecember2025FebruaryMarchApril
-1.88%
4.75%
ICE
TRV

Key characteristics

Sharpe Ratio

ICE:

0.86

TRV:

0.30

Sortino Ratio

ICE:

1.21

TRV:

0.56

Omega Ratio

ICE:

1.18

TRV:

1.08

Calmar Ratio

ICE:

1.09

TRV:

0.61

Martin Ratio

ICE:

3.49

TRV:

1.16

Ulcer Index

ICE:

4.42%

TRV:

6.60%

Daily Std Dev

ICE:

17.90%

TRV:

25.75%

Max Drawdown

ICE:

-73.94%

TRV:

-55.11%

Current Drawdown

ICE:

-11.12%

TRV:

-8.63%

Fundamentals

Market Cap

ICE:

$90.05B

TRV:

$54.93B

EPS

ICE:

$4.78

TRV:

$21.46

PE Ratio

ICE:

32.79

TRV:

11.29

PEG Ratio

ICE:

2.60

TRV:

3.16

Total Revenue (TTM)

ICE:

$8.82B

TRV:

$35.20B

Gross Profit (TTM)

ICE:

$5.20B

TRV:

$35.31B

EBITDA (TTM)

ICE:

$4.50B

TRV:

$13.75B

Returns By Period

In the year-to-date period, ICE achieves a 5.48% return, which is significantly higher than TRV's 0.98% return. Over the past 10 years, ICE has outperformed TRV with an annualized return of 14.50%, while TRV has yielded a comparatively lower 10.98% annualized return.


ICE

YTD

5.48%

1M

-7.67%

6M

-3.15%

1Y

15.04%

5Y*

15.30%

10Y*

14.50%

TRV

YTD

0.98%

1M

-5.61%

6M

3.41%

1Y

6.78%

5Y*

21.89%

10Y*

10.98%

*Annualized

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Intercontinental Exchange, Inc.

The Travelers Companies, Inc.

Risk-Adjusted Performance

ICE vs. TRV — Risk-Adjusted Performance Rank

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

ICE
The Risk-Adjusted Performance Rank of ICE is 8383
Overall Rank
The Sharpe Ratio Rank of ICE is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of ICE is 7777
Sortino Ratio Rank
The Omega Ratio Rank of ICE is 7878
Omega Ratio Rank
The Calmar Ratio Rank of ICE is 8989
Calmar Ratio Rank
The Martin Ratio Rank of ICE is 8484
Martin Ratio Rank

TRV
The Risk-Adjusted Performance Rank of TRV is 6969
Overall Rank
The Sharpe Ratio Rank of TRV is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of TRV is 6060
Sortino Ratio Rank
The Omega Ratio Rank of TRV is 6262
Omega Ratio Rank
The Calmar Ratio Rank of TRV is 8282
Calmar Ratio Rank
The Martin Ratio Rank of TRV is 7272
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for ICE, currently valued at 0.86, compared to the broader market-2.00-1.000.001.002.00
ICE: 0.86
TRV: 0.30
The chart of Sortino ratio for ICE, currently valued at 1.21, compared to the broader market-6.00-4.00-2.000.002.004.00
ICE: 1.21
TRV: 0.56
The chart of Omega ratio for ICE, currently valued at 1.18, compared to the broader market0.501.001.502.00
ICE: 1.18
TRV: 1.08
The chart of Calmar ratio for ICE, currently valued at 1.09, compared to the broader market0.001.002.003.004.00
ICE: 1.09
TRV: 0.61
The chart of Martin ratio for ICE, currently valued at 3.49, compared to the broader market-10.000.0010.0020.00
ICE: 3.49
TRV: 1.16

The current ICE Sharpe Ratio is 0.86, which is higher than the TRV Sharpe Ratio of 0.30. 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 Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.86
0.30
ICE
TRV

Dividends

ICE vs. TRV - Dividend Comparison

ICE's dividend yield for the trailing twelve months is around 1.17%, less than TRV's 1.73% yield.


TTM20242023202220212020201920182017201620152014
ICE
Intercontinental Exchange, Inc.
1.17%1.21%1.31%1.48%0.97%1.04%1.19%1.27%1.13%1.21%1.13%1.19%
TRV
The Travelers Companies, Inc.
1.73%1.72%2.06%1.96%2.23%2.40%2.36%2.53%2.09%2.14%2.11%2.03%

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.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.12%
-8.63%
ICE
TRV

Volatility

ICE vs. TRV - Volatility Comparison

The current volatility for Intercontinental Exchange, Inc. (ICE) is 7.54%, while The Travelers Companies, Inc. (TRV) has a volatility of 9.52%. 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.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
7.54%
9.52%
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


2.00B4.00B6.00B8.00B10.00B12.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
3.03B
12.01B
(ICE) Total Revenue
(TRV) Total Revenue
Values in USD except per share items

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