THG vs. TRV
Compare and contrast key facts about The Hanover Insurance Group, Inc. (THG) and The Travelers Companies, Inc. (TRV).
Performance
THG vs. TRV - Performance Comparison
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THG vs. TRV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
THG The Hanover Insurance Group, Inc. | -4.63% | 20.66% | 30.61% | -7.61% | 5.40% | 14.51% | -12.31% | 26.73% | 10.15% | 21.41% |
TRV The Travelers Companies, Inc. | 0.53% | 22.38% | 28.76% | 3.93% | 22.42% | 13.96% | 5.31% | 17.00% | -9.64% | 13.36% |
Fundamentals
THG:
$18.22
TRV:
$25.72
THG:
9.52
TRV:
11.30
THG:
0.04
TRV:
0.47
THG:
0.96
TRV:
1.37
THG:
$6.58B
TRV:
$48.41B
THG:
$2.78B
TRV:
$15.60B
THG:
$883.70M
TRV:
$10.06B
Returns By Period
In the year-to-date period, THG achieves a -4.63% return, which is significantly lower than TRV's 0.53% return. Over the past 10 years, THG has underperformed TRV with an annualized return of 9.72%, while TRV has yielded a comparatively higher 11.89% annualized return.
THG
- 1D
- 0.44%
- 1M
- -3.50%
- YTD
- -4.63%
- 6M
- -3.54%
- 1Y
- 1.75%
- 3Y*
- 13.21%
- 5Y*
- 8.36%
- 10Y*
- 9.72%
TRV
- 1D
- -0.39%
- 1M
- -6.14%
- YTD
- 0.53%
- 6M
- 5.59%
- 1Y
- 11.57%
- 3Y*
- 21.45%
- 5Y*
- 16.31%
- 10Y*
- 11.89%
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Return for Risk
THG vs. TRV — Risk / Return Rank
THG
TRV
THG vs. TRV - Risk-Adjusted Trends 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.
| THG | TRV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.08 | 0.54 | -0.46 |
Sortino ratioReturn per unit of downside risk | 0.25 | 0.88 | -0.63 |
Omega ratioGain probability vs. loss probability | 1.03 | 1.12 | -0.08 |
Calmar ratioReturn relative to maximum drawdown | 0.18 | 1.00 | -0.82 |
Martin ratioReturn relative to average drawdown | 0.47 | 3.02 | -2.55 |
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
| THG | TRV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 0.54 | -0.46 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.37 | 0.75 | -0.38 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.41 | 0.49 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.28 | 0.39 | -0.11 |
Correlation
The correlation between THG and TRV is 0.54, 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
THG vs. TRV - Dividend Comparison
THG's dividend yield for the trailing twelve months is around 2.13%, more than TRV's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
THG The Hanover Insurance Group, Inc. | 2.13% | 2.00% | 2.23% | 2.70% | 2.26% | 2.17% | 2.27% | 7.10% | 1.90% | 1.89% | 2.07% | 2.08% |
TRV The Travelers Companies, Inc. | 1.51% | 1.50% | 1.72% | 2.06% | 1.96% | 2.23% | 2.40% | 2.36% | 2.53% | 2.09% | 2.14% | 2.11% |
Drawdowns
THG vs. TRV - Drawdown Comparison
The maximum THG drawdown since its inception was -89.84%, 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.
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Drawdown Indicators
| THG | TRV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -89.84% | -55.11% | -34.73% |
Max Drawdown (1Y)Largest decline over 1 year | -13.98% | -11.59% | -2.39% |
Max Drawdown (5Y)Largest decline over 5 years | -30.35% | -18.90% | -11.45% |
Max Drawdown (10Y)Largest decline over 10 years | -40.10% | -46.28% | +6.18% |
Current DrawdownCurrent decline from peak | -6.40% | -6.55% | +0.15% |
Average DrawdownAverage peak-to-trough decline | -22.78% | -11.16% | -11.62% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.36% | 3.84% | +1.52% |
Volatility
THG vs. TRV - Volatility Comparison
The Hanover Insurance Group, Inc. (THG) and The Travelers Companies, Inc. (TRV) have volatilities of 4.70% and 4.81%, 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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Volatility by Period
| THG | TRV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.70% | 4.81% | -0.11% |
Volatility (6M)Calculated over the trailing 6-month period | 13.14% | 12.65% | +0.49% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.98% | 21.33% | +0.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.54% | 21.83% | +0.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.93% | 24.39% | -0.46% |
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.
Total Revenue: Total amount of money received from sales and other business activities
THG vs. TRV - Profitability Comparison
THG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Hanover Insurance Group, Inc. reported a gross profit of 1.67B and revenue of 1.67B. Therefore, the gross margin over that period was 100.0%.
TRV - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Travelers Companies, Inc. reported a gross profit of 5.88B and revenue of 12.47B. Therefore, the gross margin over that period was 47.1%.
THG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Hanover Insurance Group, Inc. reported an operating income of 272.40M and revenue of 1.67B, resulting in an operating margin of 16.3%.
TRV - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Travelers Companies, Inc. reported an operating income of 2.46B and revenue of 12.47B, resulting in an operating margin of 19.7%.
THG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Hanover Insurance Group, Inc. reported a net income of 198.50M and revenue of 1.67B, resulting in a net margin of 11.9%.
TRV - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Travelers Companies, Inc. reported a net income of 1.89B and revenue of 12.47B, resulting in a net margin of 15.1%.