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RELX vs. TRI
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

RELX vs. TRI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in RELX PLC (RELX) and Thomson Reuters Corp (TRI). The values are adjusted to include any dividend payments, if applicable.

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RELX vs. TRI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RELX
RELX PLC
-17.99%-9.60%16.59%46.09%-13.06%35.47%0.27%25.28%-11.20%34.97%
TRI
Thomson Reuters Corp
-31.26%-16.57%11.14%30.31%-3.01%49.18%16.71%51.59%14.56%2.68%

Fundamentals

Market Cap

RELX:

$60.78B

TRI:

$40.09B

EPS

RELX:

$2.17

TRI:

$3.34

PE Ratio

RELX:

15.27

TRI:

26.90

PS Ratio

RELX:

3.21

TRI:

5.31

PB Ratio

RELX:

25.73

TRI:

3.37

Total Revenue (TTM)

RELX:

$18.99B

TRI:

$7.61B

Gross Profit (TTM)

RELX:

$12.35B

TRI:

$2.00B

EBITDA (TTM)

RELX:

$6.05B

TRI:

$2.34B

Returns By Period

In the year-to-date period, RELX achieves a -17.99% return, which is significantly higher than TRI's -31.26% return. Over the past 10 years, RELX has underperformed TRI with an annualized return of 8.20%, while TRI has yielded a comparatively higher 10.72% annualized return.


RELX

1D
1.22%
1M
-4.71%
YTD
-17.99%
6M
-30.59%
1Y
-33.20%
3Y*
2.57%
5Y*
7.46%
10Y*
8.20%

TRI

1D
-1.22%
1M
-6.67%
YTD
-31.26%
6M
-41.38%
1Y
-46.95%
3Y*
-10.15%
5Y*
1.80%
10Y*
10.72%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

RELX vs. TRI — Risk / Return Rank

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

RELX
RELX Risk / Return Rank: 99
Overall Rank
RELX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
RELX Sortino Ratio Rank: 66
Sortino Ratio Rank
RELX Omega Ratio Rank: 55
Omega Ratio Rank
RELX Calmar Ratio Rank: 2020
Calmar Ratio Rank
RELX Martin Ratio Rank: 1212
Martin Ratio Rank

TRI
TRI Risk / Return Rank: 77
Overall Rank
TRI Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TRI Sortino Ratio Rank: 33
Sortino Ratio Rank
TRI Omega Ratio Rank: 33
Omega Ratio Rank
TRI Calmar Ratio Rank: 1515
Calmar Ratio Rank
TRI Martin Ratio Rank: 1111
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RELX vs. TRI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for RELX PLC (RELX) and Thomson Reuters Corp (TRI). 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.


RELXTRIDifference

Sharpe ratio

Return per unit of total volatility

-1.10

-1.25

+0.15

Sortino ratio

Return per unit of downside risk

-1.49

-1.91

+0.42

Omega ratio

Gain probability vs. loss probability

0.79

0.74

+0.06

Calmar ratio

Return relative to maximum drawdown

-0.66

-0.75

+0.09

Martin ratio

Return relative to average drawdown

-1.45

-1.47

+0.02

RELX vs. TRI - Sharpe Ratio Comparison

The current RELX Sharpe Ratio is -1.10, which is comparable to the TRI Sharpe Ratio of -1.25. The chart below compares the historical Sharpe Ratios of RELX and TRI, 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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Sharpe Ratios by Period


RELXTRIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.10

-1.25

+0.15

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.34

0.08

+0.26

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.37

0.48

-0.10

Sharpe Ratio (All Time)

Calculated using the full available price history

0.32

0.31

+0.01

Correlation

The correlation between RELX and TRI is 0.45, 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.


Dividends

RELX vs. TRI - Dividend Comparison

RELX's dividend yield for the trailing twelve months is around 2.48%, less than TRI's 2.71% yield.


TTM20252024202320222021202020192018201720162015
RELX
RELX PLC
2.48%2.03%1.68%1.73%2.42%2.05%2.39%1.57%2.68%2.05%2.55%2.28%
TRI
Thomson Reuters Corp
2.71%1.80%1.35%4.68%1.56%1.76%1.86%2.01%2.87%3.17%3.11%3.54%

Drawdowns

RELX vs. TRI - Drawdown Comparison

The maximum RELX drawdown since its inception was -49.91%, smaller than the maximum TRI drawdown of -61.67%. Use the drawdown chart below to compare losses from any high point for RELX and TRI.


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Drawdown Indicators


RELXTRIDifference

Max Drawdown

Largest peak-to-trough decline

-49.91%

-61.67%

+11.76%

Max Drawdown (1Y)

Largest decline over 1 year

-49.91%

-61.67%

+11.76%

Max Drawdown (5Y)

Largest decline over 5 years

-49.91%

-61.67%

+11.76%

Max Drawdown (10Y)

Largest decline over 10 years

-49.91%

-61.67%

+11.76%

Current Drawdown

Current decline from peak

-40.12%

-57.34%

+17.22%

Average Drawdown

Average peak-to-trough decline

-12.13%

-11.19%

-0.94%

Ulcer Index

Depth and duration of drawdowns from previous peaks

22.69%

31.50%

-8.81%

Volatility

RELX vs. TRI - Volatility Comparison

The current volatility for RELX PLC (RELX) is 7.46%, while Thomson Reuters Corp (TRI) has a volatility of 13.46%. This indicates that RELX experiences smaller price fluctuations and is considered to be less risky than TRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


RELXTRIDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.46%

13.46%

-6.00%

Volatility (6M)

Calculated over the trailing 6-month period

25.30%

32.25%

-6.95%

Volatility (1Y)

Calculated over the trailing 1-year period

30.39%

37.73%

-7.34%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

22.13%

24.02%

-1.89%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.13%

22.55%

-0.42%

Financials

RELX vs. TRI - Financials Comparison

This section allows you to compare key financial metrics between RELX PLC and Thomson Reuters Corp. 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


1.50B2.00B2.50B3.00B3.50B4.00B4.50B5.00B20212022202320242025
4.82B
2.14B
(RELX) Total Revenue
(TRI) Total Revenue
Values in USD except per share items