TRV vs. FFIV

Last updated Jun 9, 2026

TRV (The Travelers Companies, Inc.) and FFIV (F5 Networks, Inc.) are both stocks. TRV operates in Insurance - Property & Casualty (Financial Services), while FFIV operates in Software - Infrastructure (Technology). Over the past 10 years, TRV returned 12.41%/yr vs 12.74%/yr for FFIV. At a 0.26 correlation, their price movements are largely independent.

Performance

TRV vs. FFIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Travelers Companies, Inc. (TRV) and F5 Networks, Inc. (FFIV). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, TRV achieves a 2.67% return, which is significantly lower than FFIV's 55.21% return. Both investments have delivered pretty close results over the past 10 years, with TRV having a 12.41% annualized return and FFIV not far ahead at 12.74%.

TRV

• 1D: -2.15%
• 1M: -0.44%
• YTD: 2.67%
• 6M: 6.83%
• 1Y: 10.14%
• 3Y*: 21.09%
• 5Y*: 16.05%
• 10Y*: 12.41%

FFIV

• 1D: 0.72%
• 1M: 11.91%
• YTD: 55.21%
• 6M: 59.62%
• 1Y: 34.11%
• 3Y*: 39.23%
• 5Y*: 16.11%
• 10Y*: 12.74%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TRV vs. FFIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TRV The Travelers Companies, Inc.	2.67%	22.38%	28.76%	3.93%	22.42%	13.96%	5.31%	17.00%	-9.64%	13.36%
FFIV F5 Networks, Inc.	55.21%	1.51%	40.50%	24.72%	-41.36%	39.09%	25.99%	-13.81%	23.48%	-9.33%

Correlation

The correlation between TRV and FFIV is 0.08, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.08
Correlation (3Y) Calculated over the trailing 3-year period	0.15
Correlation (5Y) Calculated over the trailing 5-year period	0.22
Correlation (10Y) Calculated over the trailing 10-year period	0.24
Correlation (All Time) Calculated using the full available price history since Jun 4, 1999	0.26

The correlation between TRV and FFIV shifts across timeframes, from 0.08 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap TRV : $64.81B FFIV : $22.70B
EPS TRV : $33.83 FFIV : $12.19
PE Ratio TRV : 8.77 FFIV : 32.50
PEG Ratio TRV : 0.41 FFIV : 1.42
PS Ratio TRV : 1.36 FFIV : 9.54
PB Ratio TRV : 2.03 FFIV : 6.22
Total Revenue (TTM) TRV : $48.94B FFIV : $2.41B
Gross Profit (TTM) TRV : $16.00B FFIV : $2.63B
EBITDA (TTM) TRV : $8.15B FFIV : $889.95M

Return for Risk

TRV vs. FFIV — Risk / Return Rank

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

TRV

TRV Risk / Return Rank: 60
TRV Sharpe Ratio Rank: 61
TRV Sortino Ratio Rank: 53
TRV Omega Ratio Rank: 51
TRV Calmar Ratio Rank: 66
TRV Martin Ratio Rank: 68

FFIV

FFIV Risk / Return Rank: 67
FFIV Sharpe Ratio Rank: 73
FFIV Sortino Ratio Rank: 67
FFIV Omega Ratio Rank: 68
FFIV Calmar Ratio Rank: 63
FFIV Martin Ratio Rank: 62

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.

TRV vs. FFIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Travelers Companies, Inc. (TRV) and F5 Networks, Inc. (FFIV). 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	FFIV	Difference
Sharpe ratio: Return per unit of total volatility	0.54	1.02	-0.48
Sortino ratio: Return per unit of downside risk	0.89	1.52	-0.63
Omega ratio: Gain probability vs. loss probability	1.11	1.20	-0.10
Calmar ratio: Return relative to maximum drawdown	1.22	0.99	+0.24
Martin ratio: Return relative to average drawdown	3.01	2.17	+0.84
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TRV vs. FFIV - Sharpe Ratio Comparison

The current TRV Sharpe Ratio is 0.54, which is lower than the FFIV Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of TRV and FFIV, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TRV	FFIV	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.54	1.02	-0.48
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.74	0.54	+0.20
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.51	0.43	+0.08
Sharpe Ratio (All Time) Calculated using the full available price history	0.39	0.27	+0.12

Drawdowns

TRV vs. FFIV - Drawdown Comparison

The maximum TRV drawdown since its inception was -55.11%, smaller than the maximum FFIV drawdown of -97.59%. Use the drawdown chart below to compare losses from any high point for TRV and FFIV.

Drawdown Indicators

	TRV	FFIV	Difference
Max Drawdown Largest peak-to-trough decline	-55.11%	-97.59%	+42.48%
Max Drawdown (1Y) Largest decline over 1 year	-8.31%	-34.73%	+26.42%
Max Drawdown (3Y) Largest decline over 3 years	-12.47%	-34.73%	+22.26%
Max Drawdown (5Y) Largest decline over 5 years	-18.90%	-47.42%	+28.52%
Max Drawdown (10Y) Largest decline over 10 years	-46.28%	-54.59%	+8.31%
Current Drawdown Current decline from peak	-4.56%	-3.16%	-1.40%
Average Drawdown Average peak-to-trough decline	-11.12%	-40.19%	+29.07%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.66%	15.76%	-12.10%

Volatility

TRV vs. FFIV - Volatility Comparison

The current volatility for The Travelers Companies, Inc. (TRV) is 5.99%, while F5 Networks, Inc. (FFIV) has a volatility of 9.07%. This indicates that TRV experiences smaller price fluctuations and is considered to be less risky than FFIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	TRV	FFIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.99%	9.07%	-3.08%
Volatility (6M) Calculated over the trailing 6-month period	12.64%	24.96%	-12.32%
Volatility (1Y) Calculated over the trailing 1-year period	18.78%	33.52%	-14.74%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	21.87%	30.02%	-8.15%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.40%	29.57%	-5.17%

Dividends

TRV vs. FFIV - Dividend Comparison

TRV's dividend yield for the trailing twelve months is around 1.48%, while FFIV has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
FFIV F5 Networks, Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
TRV The Travelers Companies, Inc.	1.48%	1.50%	1.72%	2.06%	1.96%	2.23%	2.40%	2.36%	2.53%	2.09%	2.14%	2.11%

Financials

Frequently Asked Questions

Can I hold both TRV and FFIV in my portfolio?

TRV and FFIV have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TRV or FFIV?

FFIV has higher volatility (9.07%) compared to TRV (5.99%). In terms of maximum drawdown, TRV dropped -55.11% vs FFIV's -97.59%.

Which has better risk-adjusted returns?

FFIV currently has the higher Sharpe Ratio (1.02 vs 0.54), 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.