TRV vs. IHI
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 14.78%/yr vs 8.58%/yr for IHI. Their 0.45 correlation means their historical movements had little consistent relationship.
Performance
TRV vs. IHI - Performance Comparison
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Returns By Period
In the year-to-date period, TRV achieves a 30.07% return, which is significantly higher than IHI's -15.32% return. Over the past 10 years, TRV has outperformed IHI with an annualized return of 14.78%, while IHI has yielded a comparatively lower 8.58% annualized return.
TRV
- 1D
- -0.43%
- 1M
- 9.36%
- 6M
- 32.61%
- YTD
- 30.07%
- 1Y
- 47.23%
- 3Y*
- 31.86%
- 5Y*
- 22.60%
- 10Y*
- 14.78%
- ALL TIME*
- 11.85%
IHI
- 1D
- -0.44%
- 1M
- 1.21%
- 6M
- -12.40%
- YTD
- -15.32%
- 1Y
- -11.60%
- 3Y*
- -1.46%
- 5Y*
- -3.35%
- 10Y*
- 8.58%
- ALL TIME*
- 10.02%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $145.90M | $167.07M | $148.77M | |
| $902.70M | $763.57M | $614.43M |
TRV vs. IHI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRV The Travelers Companies, Inc. | 30.07% | 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 | -15.32% | 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 0.32, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.32 |
Correlation (3Y) Balances recent behavior with more history. | 0.32 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.34 |
Correlation (10Y) Provides a long-term view across more market conditions. | 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 0.32 (1 year) to 0.45 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
TRV vs. IHI — Risk / Return Rank
TRV
IHI
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.
| TRV | IHI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.83 | ||
| Sortino ratioReturn per unit of downside risk | +4.05 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 0.92 | +0.50 |
| Calmar ratioReturn relative to maximum drawdown | 5.58 | -0.45 | +6.03 |
| Martin ratioReturn relative to average drawdown | 14.16 | -0.88 | +15.04 |
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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
| TRV | IHI | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -5.75% | -20.04% | +14.29% |
Average DrawdownAverage peak-to-trough decline | -11.07% | -8.43% | -2.64% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.27% | 13.27% | -10.00% |
Volatility
TRV vs. IHI - Volatility Comparison
The Travelers Companies, Inc. (TRV) has a higher volatility of 11.55% compared to iShares U.S. Medical Devices ETF (IHI) at 9.58%. This indicates that TRV's price experiences larger fluctuations and is considered to be riskier 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
| TRV | IHI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.55% | 9.58% | +1.97% |
Volatility (6M)Calculated over the trailing 6-month period | 16.55% | 16.58% | -0.03% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.71% | 19.90% | +0.81% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.24% | 19.55% | +2.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.65% | 20.01% | +4.64% |
Dividends
TRV vs. IHI - Dividend Comparison
TRV's dividend yield for the trailing twelve months is around 1.22%, more than IHI's 0.46% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
IHI iShares U.S. Medical Devices ETF | 0.46% | 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. | 1.22% | 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 0.32, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRV has higher volatility (11.55%) compared to IHI (9.58%). In terms of maximum drawdown, TRV dropped -55.11% vs IHI's -49.65%.
TRV currently has the higher Sharpe Ratio (2.24 vs -0.59), 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.
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