TRV vs. ICE
Compare and contrast key facts about The Travelers Companies, Inc. (TRV) and Intercontinental Exchange, Inc. (ICE).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRV or ICE.
Key characteristics
| TRV | ICE | |
|---|---|---|
| YTD Return | 12.41% | 0.52% |
| 1Y Return | 20.69% | 21.87% |
| 3Y Return (Ann) | 13.75% | 4.44% |
| 5Y Return (Ann) | 10.80% | 11.54% |
| 10Y Return (Ann) | 11.43% | 13.75% |
| Sharpe Ratio | 1.08 | 1.23 |
| Daily Std Dev | 18.45% | 16.43% |
| Max Drawdown | -55.11% | -73.94% |
| Current Drawdown | -7.68% | -7.41% |
Fundamentals
| TRV | ICE | |
|---|---|---|
| Market Cap | $48.88B | $75.52B |
| EPS | $13.47 | $4.19 |
| PE Ratio | 15.85 | 31.43 |
| PEG Ratio | 0.82 | 2.63 |
| Revenue (TTM) | $42.89B | $7.99B |
| Gross Profit (TTM) | $8.52B | $7.29B |
| EBITDA (TTM) | $4.91B | $4.90B |
Correlation
The correlation between TRV and ICE is 0.38, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Performance
TRV vs. ICE - Performance Comparison
In the year-to-date period, TRV achieves a 12.41% return, which is significantly higher than ICE's 0.52% return. Over the past 10 years, TRV has underperformed ICE with an annualized return of 11.43%, while ICE has yielded a comparatively higher 13.75% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
TRV vs. ICE - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Travelers Companies, Inc. (TRV) and Intercontinental Exchange, Inc. (ICE). 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.
Dividends
TRV vs. ICE - Dividend Comparison
TRV's dividend yield for the trailing twelve months is around 1.88%, more than ICE's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRV The Travelers Companies, Inc. | 1.88% | 2.06% | 1.96% | 2.23% | 2.40% | 2.36% | 2.53% | 2.09% | 2.14% | 2.11% | 2.03% | 2.16% |
ICE Intercontinental Exchange, Inc. | 1.33% | 1.31% | 1.48% | 0.97% | 1.04% | 1.19% | 1.27% | 1.13% | 1.21% | 1.13% | 1.19% | 0.29% |
Drawdowns
TRV vs. ICE - Drawdown Comparison
The maximum TRV drawdown since its inception was -55.11%, smaller than the maximum ICE drawdown of -73.94%. Use the drawdown chart below to compare losses from any high point for TRV and ICE. For additional features, visit the drawdowns tool.
Volatility
TRV vs. ICE - Volatility Comparison
The Travelers Companies, Inc. (TRV) has a higher volatility of 9.09% compared to Intercontinental Exchange, Inc. (ICE) at 3.76%. This indicates that TRV's price experiences larger fluctuations and is considered to be riskier than ICE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
TRV vs. ICE - Financials Comparison
This section allows you to compare key financial metrics between The Travelers Companies, Inc. and Intercontinental Exchange, Inc.. 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