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KBWP vs. TRV
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between KBWP and TRV is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

KBWP vs. TRV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco KBW Property & Casualty Insurance ETF (KBWP) and The Travelers Companies, Inc. (TRV). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

KBWP:

1.04

TRV:

1.19

Sortino Ratio

KBWP:

1.62

TRV:

1.83

Omega Ratio

KBWP:

1.23

TRV:

1.26

Calmar Ratio

KBWP:

1.97

TRV:

2.72

Martin Ratio

KBWP:

4.99

TRV:

6.77

Ulcer Index

KBWP:

4.85%

TRV:

5.01%

Daily Std Dev

KBWP:

20.30%

TRV:

25.87%

Max Drawdown

KBWP:

-39.77%

TRV:

-55.11%

Current Drawdown

KBWP:

0.00%

TRV:

0.00%

Returns By Period

In the year-to-date period, KBWP achieves a 9.72% return, which is significantly lower than TRV's 15.19% return. Both investments have delivered pretty close results over the past 10 years, with KBWP having a 13.77% annualized return and TRV not far behind at 13.29%.


KBWP

YTD

9.72%

1M

4.02%

6M

2.52%

1Y

20.87%

3Y*

16.91%

5Y*

19.64%

10Y*

13.77%

TRV

YTD

15.19%

1M

3.34%

6M

5.74%

1Y

30.38%

3Y*

19.01%

5Y*

21.90%

10Y*

13.29%

*Annualized

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The Travelers Companies, Inc.

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

KBWP vs. TRV — Risk-Adjusted Performance Rank

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

KBWP
The Risk-Adjusted Performance Rank of KBWP is 8383
Overall Rank
The Sharpe Ratio Rank of KBWP is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of KBWP is 8181
Sortino Ratio Rank
The Omega Ratio Rank of KBWP is 8383
Omega Ratio Rank
The Calmar Ratio Rank of KBWP is 9292
Calmar Ratio Rank
The Martin Ratio Rank of KBWP is 8383
Martin Ratio Rank

TRV
The Risk-Adjusted Performance Rank of TRV is 8787
Overall Rank
The Sharpe Ratio Rank of TRV is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of TRV is 8383
Sortino Ratio Rank
The Omega Ratio Rank of TRV is 8484
Omega Ratio Rank
The Calmar Ratio Rank of TRV is 9696
Calmar Ratio Rank
The Martin Ratio Rank of TRV is 9090
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.

KBWP vs. TRV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco KBW Property & Casualty Insurance ETF (KBWP) 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 current KBWP Sharpe Ratio is 1.04, which is comparable to the TRV Sharpe Ratio of 1.19. The chart below compares the historical Sharpe Ratios of KBWP 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.


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Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

KBWP vs. TRV - Dividend Comparison

KBWP's dividend yield for the trailing twelve months is around 1.64%, more than TRV's 1.52% yield.


TTM20242023202220212020201920182017201620152014
KBWP
Invesco KBW Property & Casualty Insurance ETF
1.64%1.64%1.68%1.99%3.02%1.93%1.99%2.11%1.90%2.14%1.35%2.73%
TRV
The Travelers Companies, Inc.
1.52%1.72%2.06%1.96%2.23%2.40%2.36%2.53%2.09%2.14%2.11%2.03%

Drawdowns

KBWP vs. TRV - Drawdown Comparison

The maximum KBWP drawdown since its inception was -39.77%, smaller than the maximum TRV drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for KBWP and TRV.


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Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

KBWP vs. TRV - Volatility Comparison

Invesco KBW Property & Casualty Insurance ETF (KBWP) and The Travelers Companies, Inc. (TRV) have volatilities of 5.04% and 4.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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