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TRV vs. IHI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRV and IHI is 0.57, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

TRV vs. IHI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Travelers Companies, Inc. (TRV) and iShares U.S. Medical Devices ETF (IHI). The values are adjusted to include any dividend payments, if applicable.

600.00%650.00%700.00%750.00%800.00%NovemberDecember2025FebruaryMarchApril
791.46%
672.30%
TRV
IHI

Key characteristics

Sharpe Ratio

TRV:

0.90

IHI:

0.43

Sortino Ratio

TRV:

1.34

IHI:

0.70

Omega Ratio

TRV:

1.19

IHI:

1.10

Calmar Ratio

TRV:

1.85

IHI:

0.43

Martin Ratio

TRV:

4.44

IHI:

1.83

Ulcer Index

TRV:

5.19%

IHI:

4.22%

Daily Std Dev

TRV:

25.78%

IHI:

18.13%

Max Drawdown

TRV:

-55.11%

IHI:

-49.64%

Current Drawdown

TRV:

-2.25%

IHI:

-9.83%

Returns By Period

In the year-to-date period, TRV achieves a 8.02% return, which is significantly higher than IHI's 2.07% return. Both investments have delivered pretty close results over the past 10 years, with TRV having a 12.12% annualized return and IHI not far behind at 12.11%.


TRV

YTD

8.02%

1M

-1.18%

6M

4.32%

1Y

23.25%

5Y*

23.50%

10Y*

12.12%

IHI

YTD

2.07%

1M

-0.72%

6M

1.18%

1Y

8.20%

5Y*

7.13%

10Y*

12.11%

*Annualized

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Risk-Adjusted Performance

TRV vs. IHI — Risk-Adjusted Performance Rank

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

TRV
The Risk-Adjusted Performance Rank of TRV is 8282
Overall Rank
The Sharpe Ratio Rank of TRV is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of TRV is 7474
Sortino Ratio Rank
The Omega Ratio Rank of TRV is 7575
Omega Ratio Rank
The Calmar Ratio Rank of TRV is 9393
Calmar Ratio Rank
The Martin Ratio Rank of TRV is 8585
Martin Ratio Rank

IHI
The Risk-Adjusted Performance Rank of IHI is 5252
Overall Rank
The Sharpe Ratio Rank of IHI is 5050
Sharpe Ratio Rank
The Sortino Ratio Rank of IHI is 5050
Sortino Ratio Rank
The Omega Ratio Rank of IHI is 5151
Omega Ratio Rank
The Calmar Ratio Rank of IHI is 5555
Calmar Ratio Rank
The Martin Ratio Rank of IHI is 5656
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.

TRV vs. IHI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Travelers Companies, Inc. (TRV) and iShares U.S. Medical Devices ETF (IHI). 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.


The chart of Sharpe ratio for TRV, currently valued at 0.90, compared to the broader market-2.00-1.000.001.002.003.00
TRV: 0.90
IHI: 0.43
The chart of Sortino ratio for TRV, currently valued at 1.34, compared to the broader market-6.00-4.00-2.000.002.004.00
TRV: 1.34
IHI: 0.70
The chart of Omega ratio for TRV, currently valued at 1.19, compared to the broader market0.501.001.502.00
TRV: 1.19
IHI: 1.10
The chart of Calmar ratio for TRV, currently valued at 1.85, compared to the broader market0.001.002.003.004.005.00
TRV: 1.85
IHI: 0.43
The chart of Martin ratio for TRV, currently valued at 4.44, compared to the broader market-5.000.005.0010.0015.0020.00
TRV: 4.44
IHI: 1.83

The current TRV Sharpe Ratio is 0.90, which is higher than the IHI Sharpe Ratio of 0.43. The chart below compares the historical Sharpe Ratios of TRV and IHI, 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 Ratio0.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.90
0.43
TRV
IHI

Dividends

TRV vs. IHI - Dividend Comparison

TRV's dividend yield for the trailing twelve months is around 1.62%, more than IHI's 0.46% yield.


TTM20242023202220212020201920182017201620152014
TRV
The Travelers Companies, Inc.
1.62%1.72%2.06%1.96%2.23%2.40%2.36%2.53%2.09%2.14%2.11%2.03%
IHI
iShares U.S. Medical Devices ETF
0.46%0.46%0.53%0.45%0.25%0.25%0.33%0.26%0.37%0.55%1.28%0.65%

Drawdowns

TRV vs. IHI - Drawdown Comparison

The maximum TRV drawdown since its inception was -55.11%, which is greater than IHI's maximum drawdown of -49.64%. Use the drawdown chart below to compare losses from any high point for TRV and IHI. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-2.25%
-9.83%
TRV
IHI

Volatility

TRV vs. IHI - Volatility Comparison

The Travelers Companies, Inc. (TRV) and iShares U.S. Medical Devices ETF (IHI) have volatilities of 12.32% and 12.10%, 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.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
12.32%
12.10%
TRV
IHI