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

Correlation

The correlation between THG and TRV is 0.49, 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

THG vs. TRV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hanover Insurance Group, Inc. (THG) 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

THG:

1.10

TRV:

1.07

Sortino Ratio

THG:

1.49

TRV:

1.45

Omega Ratio

THG:

1.19

TRV:

1.20

Calmar Ratio

THG:

1.43

TRV:

2.05

Martin Ratio

THG:

4.81

TRV:

5.08

Ulcer Index

THG:

5.04%

TRV:

5.04%

Daily Std Dev

THG:

24.18%

TRV:

25.93%

Max Drawdown

THG:

-90.06%

TRV:

-55.11%

Current Drawdown

THG:

-4.73%

TRV:

-1.23%

Fundamentals

Market Cap

THG:

$6.08B

TRV:

$62.01B

EPS

THG:

$12.00

TRV:

$18.37

PE Ratio

THG:

14.10

TRV:

14.90

PEG Ratio

THG:

-23.25

TRV:

3.48

PS Ratio

THG:

0.97

TRV:

1.32

PB Ratio

THG:

2.00

TRV:

2.21

Total Revenue (TTM)

THG:

$6.28B

TRV:

$47.01B

Gross Profit (TTM)

THG:

$5.95B

TRV:

$47.12B

EBITDA (TTM)

THG:

$417.50M

TRV:

$14.51B

Returns By Period

In the year-to-date period, THG achieves a 8.47% return, which is significantly lower than TRV's 13.02% return. Over the past 10 years, THG has underperformed TRV with an annualized return of 12.05%, while TRV has yielded a comparatively higher 12.70% annualized return.


THG

YTD

8.47%

1M

5.94%

6M

3.97%

1Y

26.42%

3Y*

8.31%

5Y*

14.04%

10Y*

12.05%

TRV

YTD

13.02%

1M

8.64%

6M

6.30%

1Y

27.61%

3Y*

19.64%

5Y*

24.74%

10Y*

12.70%

*Annualized

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The Hanover Insurance Group, Inc.

The Travelers Companies, Inc.

Risk-Adjusted Performance

THG vs. TRV — Risk-Adjusted Performance Rank

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

THG
The Risk-Adjusted Performance Rank of THG is 8282
Overall Rank
The Sharpe Ratio Rank of THG is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of THG is 7777
Sortino Ratio Rank
The Omega Ratio Rank of THG is 7575
Omega Ratio Rank
The Calmar Ratio Rank of THG is 8989
Calmar Ratio Rank
The Martin Ratio Rank of THG is 8686
Martin Ratio Rank

TRV
The Risk-Adjusted Performance Rank of TRV is 8383
Overall Rank
The Sharpe Ratio Rank of TRV is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of TRV is 7676
Sortino Ratio Rank
The Omega Ratio Rank of TRV is 7777
Omega Ratio Rank
The Calmar Ratio Rank of TRV is 9393
Calmar Ratio Rank
The Martin Ratio Rank of TRV is 8686
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.

THG vs. TRV - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hanover Insurance Group, Inc. (THG) 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 THG Sharpe Ratio is 1.10, which is comparable to the TRV Sharpe Ratio of 1.07. The chart below compares the historical Sharpe Ratios of THG 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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Dividends

THG vs. TRV - Dividend Comparison

THG's dividend yield for the trailing twelve months is around 2.10%, more than TRV's 1.55% yield.


TTM20242023202220212020201920182017201620152014
THG
The Hanover Insurance Group, Inc.
2.10%2.23%2.70%2.26%2.17%2.27%7.10%1.90%1.89%2.07%2.08%2.13%
TRV
The Travelers Companies, Inc.
1.55%1.72%2.06%1.96%2.23%2.40%2.36%2.53%2.09%2.14%2.11%2.03%

Drawdowns

THG vs. TRV - Drawdown Comparison

The maximum THG drawdown since its inception was -90.06%, which is greater than TRV's maximum drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for THG and TRV. For additional features, visit the drawdowns tool.


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Volatility

THG vs. TRV - Volatility Comparison

The Hanover Insurance Group, Inc. (THG) has a higher volatility of 5.30% compared to The Travelers Companies, Inc. (TRV) at 4.98%. This indicates that THG's price experiences larger fluctuations and is considered to be riskier than TRV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

THG vs. TRV - Financials Comparison

This section allows you to compare key financial metrics between The Hanover Insurance Group, 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


2.00B4.00B6.00B8.00B10.00B12.00B20212022202320242025
1.60B
11.81B
(THG) Total Revenue
(TRV) Total Revenue
Values in USD except per share items