TRV vs. CB
Compare and contrast key facts about The Travelers Companies, Inc. (TRV) and Chubb Limited (CB).
Performance
TRV vs. CB - Performance Comparison
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TRV vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRV The Travelers Companies, Inc. | 0.92% | 22.38% | 28.76% | 3.93% | 22.42% | 13.96% | 5.31% | 17.00% | -9.64% | 13.36% |
CB Chubb Limited | 4.73% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
Fundamentals
TRV:
$25.72
CB:
$25.61
TRV:
11.34
CB:
12.73
TRV:
0.47
CB:
0.85
TRV:
1.38
CB:
2.81
TRV:
$48.41B
CB:
$46.59B
TRV:
$15.60B
CB:
$12.47B
TRV:
$10.06B
CB:
$10.09B
Returns By Period
In the year-to-date period, TRV achieves a 0.92% return, which is significantly lower than CB's 4.73% return. Both investments have delivered pretty close results over the past 10 years, with TRV having a 11.93% annualized return and CB not far ahead at 12.48%.
TRV
- 1D
- -0.05%
- 1M
- -5.15%
- YTD
- 0.92%
- 6M
- 5.26%
- 1Y
- 12.04%
- 3Y*
- 21.61%
- 5Y*
- 16.40%
- 10Y*
- 11.93%
CB
- 1D
- 0.18%
- 1M
- -4.10%
- YTD
- 4.73%
- 6M
- 16.18%
- 1Y
- 9.33%
- 3Y*
- 20.51%
- 5Y*
- 17.20%
- 10Y*
- 12.48%
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Return for Risk
TRV vs. CB — Risk / Return Rank
TRV
CB
TRV vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Travelers Companies, Inc. (TRV) and Chubb Limited (CB). 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.
| TRV | CB | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.57 | 0.48 | +0.09 |
Sortino ratioReturn per unit of downside risk | 0.91 | 0.79 | +0.12 |
Omega ratioGain probability vs. loss probability | 1.12 | 1.10 | +0.02 |
Calmar ratioReturn relative to maximum drawdown | 1.14 | 0.97 | +0.17 |
Martin ratioReturn relative to average drawdown | 3.45 | 1.93 | +1.52 |
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
| TRV | CB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.57 | 0.48 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.76 | 0.85 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.49 | 0.53 | -0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.40 | -0.01 |
Correlation
The correlation between TRV and CB is 0.68, 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
TRV vs. CB - Dividend Comparison
TRV's dividend yield for the trailing twelve months is around 1.51%, more than CB's 1.19% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CB Chubb Limited | 1.19% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
Drawdowns
TRV vs. CB - Drawdown Comparison
The maximum TRV drawdown since its inception was -55.11%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for TRV and CB.
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Drawdown Indicators
| TRV | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.11% | -50.99% | -4.12% |
Max Drawdown (1Y)Largest decline over 1 year | -11.61% | -11.76% | +0.15% |
Max Drawdown (5Y)Largest decline over 5 years | -18.90% | -19.26% | +0.36% |
Max Drawdown (10Y)Largest decline over 10 years | -46.28% | -42.59% | -3.69% |
Current DrawdownCurrent decline from peak | -6.18% | -4.63% | -1.55% |
Average DrawdownAverage peak-to-trough decline | -11.16% | -10.71% | -0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.82% | 5.89% | -2.07% |
Volatility
TRV vs. CB - Volatility Comparison
The Travelers Companies, Inc. (TRV) and Chubb Limited (CB) have volatilities of 4.82% and 4.79%, 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
| TRV | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 4.82% | 4.79% | +0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 12.68% | 13.06% | -0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.35% | 19.81% | +1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.83% | 20.41% | +1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.39% | 23.68% | +0.71% |
Financials
TRV vs. CB - Financials Comparison
This section allows you to compare key financial metrics between The Travelers Companies, Inc. and Chubb Limited. 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