PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
TRI vs. RELX
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

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.


-0.50.00.51.00.4

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.

850.00%900.00%950.00%1,000.00%1,050.00%1,100.00%SeptemberOctoberNovemberDecember2025February
1,073.25%
989.01%
TRI
RELX

Key characteristics

Sharpe Ratio

TRI:

0.85

RELX:

1.58

Sortino Ratio

TRI:

1.46

RELX:

2.24

Omega Ratio

TRI:

1.17

RELX:

1.27

Calmar Ratio

TRI:

1.29

RELX:

2.96

Martin Ratio

TRI:

3.09

RELX:

7.35

Ulcer Index

TRI:

5.00%

RELX:

3.63%

Daily Std Dev

TRI:

17.95%

RELX:

16.79%

Max Drawdown

TRI:

-56.30%

RELX:

-55.06%

Current Drawdown

TRI:

-2.93%

RELX:

-1.62%

Fundamentals

Market Cap

TRI:

$78.18B

RELX:

$95.13B

EPS

TRI:

$4.85

RELX:

$1.26

PE Ratio

TRI:

35.81

RELX:

40.53

PEG Ratio

TRI:

3.64

RELX:

3.04

Total Revenue (TTM)

TRI:

$5.34B

RELX:

$4.64B

Gross Profit (TTM)

TRI:

$1.65B

RELX:

$3.03B

EBITDA (TTM)

TRI:

$2.01B

RELX:

$1.12B

Returns By Period

In the year-to-date period, TRI achieves a 8.30% return, which is significantly lower than RELX's 12.44% return. Over the past 10 years, TRI has outperformed RELX with an annualized return of 19.31%, while RELX has yielded a comparatively lower 13.69% annualized return.


TRI

YTD

8.30%

1M

9.07%

6M

6.54%

1Y

9.80%

5Y*

19.17%

10Y*

19.31%

RELX

YTD

12.44%

1M

6.02%

6M

12.04%

1Y

21.56%

5Y*

16.08%

10Y*

13.69%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

TRI vs. RELX — Risk-Adjusted Performance Rank

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

TRI
The Risk-Adjusted Performance Rank of TRI is 7272
Overall Rank
The Sharpe Ratio Rank of TRI is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of TRI is 6868
Sortino Ratio Rank
The Omega Ratio Rank of TRI is 6464
Omega Ratio Rank
The Calmar Ratio Rank of TRI is 8282
Calmar Ratio Rank
The Martin Ratio Rank of TRI is 7272
Martin Ratio Rank

RELX
The Risk-Adjusted Performance Rank of RELX is 8686
Overall Rank
The Sharpe Ratio Rank of RELX is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of RELX is 8282
Sortino Ratio Rank
The Omega Ratio Rank of RELX is 7979
Omega Ratio Rank
The Calmar Ratio Rank of RELX is 9494
Calmar Ratio Rank
The Martin Ratio Rank of RELX 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.

TRI vs. RELX - Risk-Adjusted Performance 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.


Sharpe ratio
The chart of Sharpe ratio for TRI, currently valued at 0.85, compared to the broader market-2.000.002.004.000.851.58
The chart of Sortino ratio for TRI, currently valued at 1.46, compared to the broader market-6.00-4.00-2.000.002.004.006.001.462.24
The chart of Omega ratio for TRI, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.27
The chart of Calmar ratio for TRI, currently valued at 1.29, compared to the broader market0.002.004.006.001.292.96
The chart of Martin ratio for TRI, currently valued at 3.09, compared to the broader market-10.000.0010.0020.0030.003.097.35
TRI
RELX

The current TRI Sharpe Ratio is 0.85, which is lower than the RELX Sharpe Ratio of 1.58. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
0.85
1.58
TRI
RELX

Dividends

TRI vs. RELX - Dividend Comparison

TRI's dividend yield for the trailing twelve months is around 1.24%, less than RELX's 1.49% yield.


TTM20242023202220212020201920182017201620152014
TRI
Thomson Reuters Corp
1.24%1.35%4.53%1.56%1.35%1.86%2.01%2.36%3.49%3.42%3.90%3.60%
RELX
RELX PLC
1.49%1.67%1.73%2.42%2.05%2.39%2.20%2.69%1.99%2.48%3.64%3.96%

Drawdowns

TRI vs. RELX - Drawdown Comparison

The maximum TRI drawdown since its inception was -56.30%, roughly equal to the maximum RELX drawdown of -55.06%. Use the drawdown chart below to compare losses from any high point for TRI and RELX. For additional features, visit the drawdowns tool.


-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%SeptemberOctoberNovemberDecember2025February
-2.93%
-1.62%
TRI
RELX

Volatility

TRI vs. RELX - Volatility Comparison

Thomson Reuters Corp (TRI) has a higher volatility of 6.68% compared to RELX PLC (RELX) at 5.43%. 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.


3.00%4.00%5.00%6.00%7.00%SeptemberOctoberNovemberDecember2025February
6.68%
5.43%
TRI
RELX

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab