TRV vs. DIS
TRV (The Travelers Companies, Inc.) and DIS (The Walt Disney Company) are both stocks. TRV operates in Insurance - Property & Casualty (Financial Services), while DIS operates in Entertainment (Communication Services). Over the past 10 years, TRV returned 12.87%/yr vs 0.99%/yr for DIS. At a 0.36 correlation, their price movements are largely independent.
Performance
TRV vs. DIS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, TRV achieves a 5.79% return, which is significantly higher than DIS's -12.07% return. Over the past 10 years, TRV has outperformed DIS with an annualized return of 12.87%, while DIS has yielded a comparatively lower 0.99% annualized return.
TRV
- 1D
- 0.18%
- 1M
- 3.63%
- YTD
- 5.79%
- 6M
- 7.55%
- 1Y
- 16.30%
- 3Y*
- 22.19%
- 5Y*
- 16.78%
- 10Y*
- 12.87%
DIS
- 1D
- -0.30%
- 1M
- -4.63%
- YTD
- -12.07%
- 6M
- -9.75%
- 1Y
- -14.72%
- 3Y*
- 2.95%
- 5Y*
- -10.41%
- 10Y*
- 0.99%
TRV vs. DIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRV The Travelers Companies, Inc. | 5.79% | 22.38% | 28.76% | 3.93% | 22.42% | 13.96% | 5.31% | 17.00% | -9.64% | 13.36% |
DIS The Walt Disney Company | -12.07% | 3.30% | 24.44% | 4.26% | -43.91% | -14.51% | 25.27% | 33.51% | 3.61% | 4.76% |
Correlation
The correlation between TRV and DIS is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.30 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 1996 | 0.36 |
Fundamentals
TRV:
$66.49B
DIS:
$177.27B
TRV:
$33.83
DIS:
$6.25
TRV:
9.00
DIS:
16.00
TRV:
0.42
DIS:
0.22
TRV:
1.40
DIS:
1.85
TRV:
2.08
DIS:
1.63
TRV:
$48.94B
DIS:
$97.26B
TRV:
$16.00B
DIS:
$36.14B
TRV:
$8.15B
DIS:
$20.74B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
TRV vs. DIS — Risk / Return Rank
TRV
DIS
TRV vs. DIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Travelers Companies, Inc. (TRV) and The Walt Disney Company (DIS). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| TRV | DIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.49 | ||
| Sortino ratioReturn per unit of downside risk | +2.09 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 0.91 | +0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | -0.59 | +2.56 |
| Martin ratioReturn relative to average drawdown | 4.83 | -1.18 | +6.01 |
Loading charts...
Drawdowns
TRV vs. DIS - Drawdown Comparison
The maximum TRV drawdown since its inception was -55.11%, smaller than the maximum DIS drawdown of -85.66%. Use the drawdown chart below to compare losses from any high point for TRV and DIS.
Loading charts...
Drawdown Indicators
| TRV | DIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.11% | -85.66% | +30.55% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -24.97% | +16.66% |
Max Drawdown (3Y)Largest decline over 3 years | -12.47% | -32.86% | +20.39% |
Max Drawdown (5Y)Largest decline over 5 years | -18.90% | -57.33% | +38.43% |
Max Drawdown (10Y)Largest decline over 10 years | -46.28% | -60.72% | +14.44% |
Current DrawdownCurrent decline from peak | -1.66% | -49.29% | +47.63% |
Average DrawdownAverage peak-to-trough decline | -11.11% | -26.78% | +15.67% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 12.47% | -9.08% |
Volatility
TRV vs. DIS - Volatility Comparison
The Travelers Companies, Inc. (TRV) has a higher volatility of 6.11% compared to The Walt Disney Company (DIS) at 5.56%. This indicates that TRV's price experiences larger fluctuations and is considered to be riskier than DIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| TRV | DIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 5.56% | +0.55% |
Volatility (6M)Calculated over the trailing 6-month period | 12.74% | 19.26% | -6.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.63% | 24.15% | -5.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.87% | 29.33% | -7.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.40% | 28.77% | -4.37% |
Dividends
TRV vs. DIS - Dividend Comparison
TRV's dividend yield for the trailing twelve months is around 1.49%, more than DIS's 1.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DIS The Walt Disney Company | 1.25% | 1.10% | 0.85% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% |
TRV The Travelers Companies, Inc. | 1.49% | 1.50% | 1.72% | 2.06% | 1.96% | 2.23% | 2.40% | 2.36% | 2.53% | 2.09% | 2.14% | 2.11% |
Financials
TRV vs. DIS - Financials Comparison
This section allows you to compare key financial metrics between The Travelers Companies, Inc. and The Walt Disney Company. 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
TRV vs. DIS - Profitability Comparison
TRV - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Travelers Companies, Inc. reported a gross profit of 0.00 and revenue of 11.92B. Therefore, the gross margin over that period was 0.0%.
DIS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Walt Disney Company reported a gross profit of 9.27B and revenue of 25.17B. Therefore, the gross margin over that period was 36.8%.
TRV - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Travelers Companies, Inc. reported an operating income of 0.00 and revenue of 11.92B, resulting in an operating margin of 0.0%.
DIS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Walt Disney Company reported an operating income of 4.96B and revenue of 25.17B, resulting in an operating margin of 19.7%.
TRV - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Travelers Companies, Inc. reported a net income of 1.71B and revenue of 11.92B, resulting in a net margin of 14.4%.
DIS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Walt Disney Company reported a net income of 2.25B and revenue of 25.17B, resulting in a net margin of 8.9%.
Frequently Asked Questions
TRV and DIS have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRV has higher volatility (6.11%) compared to DIS (5.56%). In terms of maximum drawdown, TRV dropped -55.11% vs DIS's -85.66%.
TRV currently has the higher Sharpe Ratio (0.88 vs -0.61), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
Find the right allocation for TRV and DIS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer