NTRS vs. TRV
NTRS (Northern Trust Corporation) and TRV (The Travelers Companies, Inc.) are both stocks. Both are in the Financial Services sector — NTRS in Asset Management, TRV in Insurance - Property & Casualty. Over the past 10 years, NTRS returned 12.06%/yr vs 12.41%/yr for TRV. At a 0.47 correlation, their price movements are largely independent.
Performance
NTRS vs. TRV - Performance Comparison
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Returns By Period
In the year-to-date period, NTRS achieves a 25.08% return, which is significantly higher than TRV's 2.67% return. Both investments have delivered pretty close results over the past 10 years, with NTRS having a 12.06% annualized return and TRV not far ahead at 12.41%.
NTRS
- 1D
- -0.80%
- 1M
- 5.91%
- YTD
- 25.08%
- 6M
- 27.99%
- 1Y
- 60.27%
- 3Y*
- 35.23%
- 5Y*
- 10.74%
- 10Y*
- 12.06%
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%
NTRS vs. TRV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
NTRS Northern Trust Corporation | 25.08% | 36.92% | 25.63% | -1.02% | -23.82% | 31.65% | -9.29% | 30.59% | -14.68% | 14.18% |
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 NTRS and TRV is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 1996 | 0.47 |
Over the past year, the correlation between NTRS and TRV has dropped to 0.21 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
Fundamentals
NTRS:
$9.09
TRV:
$33.83
NTRS:
18.59
TRV:
8.77
NTRS:
1.46
TRV:
0.41
NTRS:
2.26
TRV:
1.36
NTRS:
$14.30B
TRV:
$48.94B
NTRS:
$8.09B
TRV:
$16.00B
NTRS:
$3.21B
TRV:
$8.15B
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Return for Risk
NTRS vs. TRV — Risk / Return Rank
NTRS
TRV
NTRS vs. TRV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Northern Trust Corporation (NTRS) 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.
| NTRS | TRV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.77 | ||
| Sortino ratioReturn per unit of downside risk | +2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.40 | 1.11 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 4.89 | 1.22 | +3.67 |
| Martin ratioReturn relative to average drawdown | 13.20 | 3.01 | +10.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| NTRS | TRV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.31 | 0.54 | +1.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.74 | -0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.40 | 0.51 | -0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.39 | 0.00 |
Drawdowns
NTRS vs. TRV - Drawdown Comparison
The maximum NTRS drawdown since its inception was -67.67%, which is greater than TRV's maximum drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for NTRS and TRV.
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Drawdown Indicators
| NTRS | TRV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.67% | -55.11% | -12.56% |
Max Drawdown (1Y)Largest decline over 1 year | -12.39% | -8.31% | -4.08% |
Max Drawdown (3Y)Largest decline over 3 years | -25.21% | -12.47% | -12.74% |
Max Drawdown (5Y)Largest decline over 5 years | -50.03% | -18.90% | -31.13% |
Max Drawdown (10Y)Largest decline over 10 years | -50.03% | -46.28% | -3.75% |
Current DrawdownCurrent decline from peak | -1.83% | -4.56% | +2.73% |
Average DrawdownAverage peak-to-trough decline | -20.96% | -11.12% | -9.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.58% | 3.66% | +0.92% |
Volatility
NTRS vs. TRV - Volatility Comparison
The current volatility for Northern Trust Corporation (NTRS) is 4.74%, while The Travelers Companies, Inc. (TRV) has a volatility of 5.99%. This indicates that NTRS 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.
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Volatility by Period
| NTRS | TRV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.74% | 5.99% | -1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 18.84% | 12.64% | +6.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.27% | 18.78% | +7.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.58% | 21.87% | +7.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.38% | 24.40% | +5.98% |
Dividends
NTRS vs. TRV - Dividend Comparison
NTRS's dividend yield for the trailing twelve months is around 1.89%, more than TRV's 1.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTRS Northern Trust Corporation | 1.89% | 2.27% | 2.93% | 3.56% | 3.28% | 2.34% | 3.01% | 2.45% | 2.32% | 1.60% | 1.66% | 1.96% |
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
NTRS vs. TRV - Financials Comparison
This section allows you to compare key financial metrics between Northern Trust Corporation 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
NTRS vs. TRV - Profitability Comparison
NTRS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported a gross profit of 2.12B and revenue of 3.61B. Therefore, the gross margin over that period was 58.8%.
TRV - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Travelers Companies, Inc. reported a gross profit of 0.00 and revenue of 11.92B. Therefore, the gross margin over that period was 0.0%.
NTRS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported an operating income of 625.80M and revenue of 3.61B, resulting in an operating margin of 17.3%.
TRV - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Travelers Companies, Inc. reported an operating income of 0.00 and revenue of 11.92B, resulting in an operating margin of 0.0%.
NTRS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported a net income of 466.00M and revenue of 3.61B, resulting in a net margin of 12.9%.
TRV - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Travelers Companies, Inc. reported a net income of 1.71B and revenue of 11.92B, resulting in a net margin of 14.4%.
Frequently Asked Questions
NTRS and TRV have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRV has higher volatility (5.99%) compared to NTRS (4.74%). In terms of maximum drawdown, NTRS dropped -67.67% vs TRV's -55.11%.
NTRS currently has the higher Sharpe Ratio (2.31 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.
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