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

Performance

TRI vs. RELX - Performance Comparison

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

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TRI vs. RELX - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRI
Thomson Reuters Corp
-32.73%-16.57%11.14%30.31%-3.01%49.18%16.71%51.59%14.56%2.68%
RELX
RELX PLC
-17.79%-9.60%16.59%46.09%-13.06%35.47%0.27%25.28%-11.20%34.97%

Fundamentals

Market Cap

TRI:

$39.23B

RELX:

$60.92B

EPS

TRI:

$3.34

RELX:

$2.17

PE Ratio

TRI:

26.32

RELX:

15.30

PS Ratio

TRI:

5.20

RELX:

3.22

PB Ratio

TRI:

3.29

RELX:

25.80

Total Revenue (TTM)

TRI:

$7.61B

RELX:

$18.99B

Gross Profit (TTM)

TRI:

$2.00B

RELX:

$12.35B

EBITDA (TTM)

TRI:

$2.34B

RELX:

$6.05B

Returns By Period

In the year-to-date period, TRI achieves a -32.73% return, which is significantly lower than RELX's -17.79% return. Over the past 10 years, TRI has outperformed RELX with an annualized return of 10.48%, while RELX has yielded a comparatively lower 8.23% annualized return.


TRI

1D
-2.14%
1M
-11.50%
YTD
-32.73%
6M
-41.60%
1Y
-48.47%
3Y*
-10.80%
5Y*
1.36%
10Y*
10.48%

RELX

1D
0.24%
1M
-4.18%
YTD
-17.79%
6M
-29.40%
1Y
-33.38%
3Y*
2.65%
5Y*
7.51%
10Y*
8.23%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TRI vs. RELX — Risk / Return Rank

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

TRI
TRI Risk / Return Rank: 55
Overall Rank
TRI Sharpe Ratio Rank: 11
Sharpe Ratio Rank
TRI Sortino Ratio Rank: 22
Sortino Ratio Rank
TRI Omega Ratio Rank: 22
Omega Ratio Rank
TRI Calmar Ratio Rank: 1313
Calmar Ratio Rank
TRI Martin Ratio Rank: 88
Martin Ratio Rank

RELX
RELX Risk / Return Rank: 88
Overall Rank
RELX Sharpe Ratio Rank: 33
Sharpe Ratio Rank
RELX Sortino Ratio Rank: 55
Sortino Ratio Rank
RELX Omega Ratio Rank: 55
Omega Ratio Rank
RELX Calmar Ratio Rank: 1818
Calmar Ratio Rank
RELX Martin Ratio Rank: 1010
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.

TRI vs. RELX - Risk-Adjusted Trends Comparison

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


TRIRELXDifference

Sharpe ratio

Return per unit of total volatility

-1.29

-1.10

-0.19

Sortino ratio

Return per unit of downside risk

-2.00

-1.50

-0.50

Omega ratio

Gain probability vs. loss probability

0.73

0.79

-0.07

Calmar ratio

Return relative to maximum drawdown

-0.78

-0.66

-0.12

Martin ratio

Return relative to average drawdown

-1.52

-1.45

-0.07

TRI vs. RELX - Sharpe Ratio Comparison

The current TRI Sharpe Ratio is -1.29, which is comparable to the RELX Sharpe Ratio of -1.10. The chart below compares the historical Sharpe Ratios of TRI and RELX, 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


TRIRELXDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.29

-1.10

-0.19

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.06

0.34

-0.28

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.37

+0.09

Sharpe Ratio (All Time)

Calculated using the full available price history

0.31

0.32

-0.02

Correlation

The correlation between TRI and RELX 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

TRI vs. RELX - Dividend Comparison

TRI's dividend yield for the trailing twelve months is around 2.77%, more than RELX's 2.47% yield.


TTM20252024202320222021202020192018201720162015
TRI
Thomson Reuters Corp
2.77%1.80%1.35%4.68%1.56%1.76%1.86%2.01%2.87%3.17%3.11%3.54%
RELX
RELX PLC
2.47%2.03%1.68%1.73%2.42%2.05%2.39%1.57%2.68%2.05%2.55%2.28%

Drawdowns

TRI vs. RELX - Drawdown Comparison

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


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Drawdown Indicators


TRIRELXDifference

Max Drawdown

Largest peak-to-trough decline

-61.67%

-49.91%

-11.76%

Max Drawdown (1Y)

Largest decline over 1 year

-61.67%

-49.91%

-11.76%

Max Drawdown (5Y)

Largest decline over 5 years

-61.67%

-49.91%

-11.76%

Max Drawdown (10Y)

Largest decline over 10 years

-61.67%

-49.91%

-11.76%

Current Drawdown

Current decline from peak

-58.26%

-39.98%

-18.28%

Average Drawdown

Average peak-to-trough decline

-11.20%

-12.13%

+0.93%

Ulcer Index

Depth and duration of drawdowns from previous peaks

31.72%

22.83%

+8.89%

Volatility

TRI vs. RELX - Volatility Comparison

Thomson Reuters Corp (TRI) has a higher volatility of 11.80% compared to RELX PLC (RELX) at 7.41%. This indicates that TRI's price experiences larger fluctuations and is considered to be riskier than RELX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


TRIRELXDifference

Volatility (1M)

Calculated over the trailing 1-month period

11.80%

7.41%

+4.39%

Volatility (6M)

Calculated over the trailing 6-month period

32.30%

25.26%

+7.04%

Volatility (1Y)

Calculated over the trailing 1-year period

37.76%

30.38%

+7.38%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

24.02%

22.12%

+1.90%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

22.56%

22.12%

+0.44%

Financials

TRI vs. RELX - Financials Comparison

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


1.50B2.00B2.50B3.00B3.50B4.00B4.50B5.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
2.14B
4.82B
(TRI) Total Revenue
(RELX) Total Revenue
Values in USD except per share items