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TRV vs. IHI
Performance
Return for Risk
Drawdowns
Volatility
Dividends

TRV vs. IHI

Last updated Jun 23, 2026

TRV (The Travelers Companies, Inc.) is a stock, while IHI (iShares U.S. Medical Devices ETF) is Health & Biotech Equities fund tracking the Dow Jones U.S. Select Medical Equipment Index. Over the past 10 years, TRV returned 13.25%/yr vs 8.71%/yr for IHI. At a 0.45 correlation, their price movements are largely independent.

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.

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Returns By Period

In the year-to-date period, TRV achieves a 7.92% return, which is significantly higher than IHI's -22.04% return. Over the past 10 years, TRV has outperformed IHI with an annualized return of 13.25%, while IHI has yielded a comparatively lower 8.71% annualized return.

TRV

1D
0.91%
1M
1.78%
YTD
7.92%
6M
7.34%
1Y
19.09%
3Y*
23.57%
5Y*
18.27%
10Y*
13.25%

IHI

1D
-1.49%
1M
-4.26%
YTD
-22.04%
6M
-23.22%
1Y
-19.49%
3Y*
-4.08%
5Y*
-3.72%
10Y*
8.71%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRV vs. IHI - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
TRV
The Travelers Companies, Inc.		7.92%22.38%28.76%3.93%22.42%13.96%5.31%17.00%-9.64%13.36%
IHI
iShares U.S. Medical Devices ETF		-22.04%6.88%8.62%3.24%-19.80%21.03%24.17%32.75%15.45%30.81%

Correlation

The correlation between TRV and IHI is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.29

Correlation (3Y)
Calculated over the trailing 3-year period

0.31

Correlation (5Y)
Calculated over the trailing 5-year period

0.33

Correlation (10Y)
Calculated over the trailing 10-year period

0.35

Correlation (All Time)
Calculated using the full available price history since May 5, 2006

0.45

The correlation between TRV and IHI shifts across timeframes, from 0.29 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

The Travelers Companies, Inc.

iShares U.S. Medical Devices ETF

Often compared with TRV:
TRV vs. CBTRV vs. SPYTRV vs. VOOTRV vs. ICETRV vs. KBWPTRV vs. FCFSTRV vs. VBIAX
Often compared with IHI:
IHI vs. XLVIHI vs. VHTIHI vs. XHEIHI vs. SPYIHI vs. IHFIHI vs. FHLCIHI vs. IXJ

Return for Risk

TRV vs. IHI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
TRV
TRV Risk / Return Rank: 7272
Overall Rank
TRV Sharpe Ratio Rank: 7373
Sharpe Ratio Rank
TRV Sortino Ratio Rank: 6767
Sortino Ratio Rank
TRV Omega Ratio Rank: 6666
Omega Ratio Rank
TRV Calmar Ratio Rank: 7878
Calmar Ratio Rank
TRV Martin Ratio Rank: 7878
Martin Ratio Rank
IHI
IHI Risk / Return Rank: 11
Overall Rank
IHI Sharpe Ratio Rank: 11
Sharpe Ratio Rank
IHI Sortino Ratio Rank: 11
Sortino Ratio Rank
IHI Omega Ratio Rank: 22
Omega Ratio Rank
IHI Calmar Ratio Rank: 33
Calmar Ratio Rank
IHI Martin Ratio Rank: 00
Martin Ratio Rank
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. IHI - Risk-Adjusted Trends 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.

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.

TRVIHIDifference
Sharpe ratioReturn per unit of total volatility
1.03
-1.12

+2.15

Sortino ratioReturn per unit of downside risk
1.54
-1.54

+3.08

Omega ratioGain probability vs. loss probability

1.19

0.83

+0.36

Calmar ratioReturn relative to maximum drawdown

2.31

-0.75

+3.06

Martin ratioReturn relative to average drawdown

5.65

-1.72

+7.37

TRV vs. IHI - Sharpe Ratio Comparison

The current TRV Sharpe Ratio is 1.03, which is higher than the IHI Sharpe Ratio of -1.12. The chart below compares the historical Sharpe Ratios of TRV and IHI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

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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 -49.65%. Use the drawdown chart below to compare losses from any high point for TRV and IHI.

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Drawdown Indicators

TRVIHIDifference

Max Drawdown

Largest peak-to-trough decline

-55.11%

-49.65%

-5.46%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-26.11%

+17.80%

Max Drawdown (3Y)

Largest decline over 3 years

-12.47%

-26.64%

+14.17%

Max Drawdown (5Y)

Largest decline over 5 years

-18.90%

-33.12%

+14.22%

Max Drawdown (10Y)

Largest decline over 10 years

-46.28%

-33.25%

-13.03%

Current Drawdown

Current decline from peak

0.00%

-26.39%

+26.39%

Average Drawdown

Average peak-to-trough decline

-11.10%

-8.35%

-2.75%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

11.34%

-7.95%

Volatility

TRV vs. IHI - Volatility Comparison

The current volatility for The Travelers Companies, Inc. (TRV) is 5.80%, while iShares U.S. Medical Devices ETF (IHI) has a volatility of 6.52%. This indicates that TRV experiences smaller price fluctuations and is considered to be less risky than IHI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

TRVIHIDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.80%

6.52%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

12.54%

13.71%

-1.17%

Volatility (1Y)

Calculated over the trailing 1-year period

18.59%

17.57%

+1.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.78%

19.07%

+2.71%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.41%

19.84%

+4.57%

Dividends

TRV vs. IHI - Dividend Comparison

TRV's dividend yield for the trailing twelve months is around 1.46%, more than IHI's 0.50% yield.

PositionTTM20252024202320222021202020192018201720162015
IHI
iShares U.S. Medical Devices ETF		0.50%0.34%0.46%0.53%0.45%0.25%0.25%0.33%0.26%0.37%0.55%1.28%
TRV
The Travelers Companies, Inc.		1.46%1.50%1.72%2.06%1.96%2.23%2.40%2.36%2.53%2.09%2.14%2.11%

Frequently Asked Questions

TRV and IHI have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

IHI has higher volatility (6.52%) compared to TRV (5.80%). In terms of maximum drawdown, TRV dropped -55.11% vs IHI's -49.65%.

TRV currently has the higher Sharpe Ratio (1.03 vs -1.12), 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.

Portfolio Optimizer

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