TRV vs. ITUB
TRV (The Travelers Companies, Inc.) and ITUB (Itaú Unibanco Holding S.A.) are both stocks. Both are in the Financial Services sector — TRV in Insurance - Property & Casualty, ITUB in Banks - Regional. Over the past 10 years, TRV returned 12.87%/yr vs 18.25%/yr for ITUB. At a 0.32 correlation, their price movements are largely independent.
Performance
TRV vs. ITUB - Performance Comparison
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Returns By Period
In the year-to-date period, TRV achieves a 5.79% return, which is significantly lower than ITUB's 12.88% return. Over the past 10 years, TRV has underperformed ITUB with an annualized return of 12.87%, while ITUB has yielded a comparatively higher 18.25% annualized return.
TRV
- 1D
- 0.18%
- 1M
- 3.63%
- YTD
- 5.79%
- 6M
- 7.55%
- 1Y
- 16.30%
- 3Y*
- 22.19%
- 5Y*
- 16.78%
- 10Y*
- 12.87%
ITUB
- 1D
- 1.01%
- 1M
- 1.83%
- YTD
- 12.88%
- 6M
- 13.72%
- 1Y
- 35.09%
- 3Y*
- 26.58%
- 5Y*
- 23.47%
- 10Y*
- 18.25%
TRV vs. ITUB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRV The Travelers Companies, Inc. | 5.79% | 22.38% | 28.76% | 3.93% | 22.42% | 13.96% | 5.31% | 17.00% | -9.64% | 13.36% |
ITUB Itaú Unibanco Holding S.A. | 12.88% | 86.06% | -23.49% | 54.53% | 30.82% | -6.05% | -30.47% | 8.46% | 12.68% | 30.90% |
Correlation
The correlation between TRV and ITUB is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
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 Feb 25, 2002 | 0.32 |
The correlation between TRV and ITUB shifts across timeframes, from 0.16 (3 years) to 0.32 (all time), reflecting how their relationship changes across market environments.
Fundamentals
TRV:
$66.49B
ITUB:
$88.83B
TRV:
$33.83
ITUB:
R$4.00
TRV:
9.00
ITUB:
10.19
TRV:
0.42
ITUB:
1.01
TRV:
1.40
ITUB:
1.21
TRV:
2.08
ITUB:
2.08
TRV:
$48.94B
ITUB:
R$384.43B
TRV:
$16.00B
ITUB:
R$131.20B
TRV:
$8.15B
ITUB:
R$54.38B
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Return for Risk
TRV vs. ITUB — Risk / Return Rank
TRV
ITUB
TRV vs. ITUB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Travelers Companies, Inc. (TRV) and Itaú Unibanco Holding S.A. (ITUB). 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 | ITUB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.25 | ||
| Sortino ratioReturn per unit of downside risk | -0.31 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.20 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | 1.64 | +0.33 |
| Martin ratioReturn relative to average drawdown | 4.83 | 4.32 | +0.50 |
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Drawdowns
TRV vs. ITUB - Drawdown Comparison
The maximum TRV drawdown since its inception was -55.11%, smaller than the maximum ITUB drawdown of -69.35%. Use the drawdown chart below to compare losses from any high point for TRV and ITUB.
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Drawdown Indicators
| TRV | ITUB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.11% | -69.35% | +14.24% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -21.53% | +13.22% |
Max Drawdown (3Y)Largest decline over 3 years | -12.47% | -28.17% | +15.70% |
Max Drawdown (5Y)Largest decline over 5 years | -18.90% | -31.59% | +12.69% |
Max Drawdown (10Y)Largest decline over 10 years | -46.28% | -61.96% | +15.68% |
Current DrawdownCurrent decline from peak | -1.66% | -15.62% | +13.96% |
Average DrawdownAverage peak-to-trough decline | -11.11% | -21.01% | +9.90% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 8.14% | -4.75% |
Volatility
TRV vs. ITUB - Volatility Comparison
The current volatility for The Travelers Companies, Inc. (TRV) is 6.11%, while Itaú Unibanco Holding S.A. (ITUB) has a volatility of 9.45%. This indicates that TRV experiences smaller price fluctuations and is considered to be less risky than ITUB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRV | ITUB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 9.45% | -3.34% |
Volatility (6M)Calculated over the trailing 6-month period | 12.74% | 25.03% | -12.29% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.63% | 31.11% | -12.48% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.87% | 33.91% | -12.04% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.40% | 38.44% | -14.04% |
Dividends
TRV vs. ITUB - Dividend Comparison
TRV's dividend yield for the trailing twelve months is around 1.49%, less than ITUB's 7.27% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ITUB Itaú Unibanco Holding S.A. | 7.27% | 11.26% | 9.20% | 3.61% | 4.21% | 29.81% | 4.80% | 8.21% | 6.93% | 3.35% | 15.63% | 3.89% |
TRV The Travelers Companies, Inc. | 1.49% | 1.50% | 1.72% | 2.06% | 1.96% | 2.23% | 2.40% | 2.36% | 2.53% | 2.09% | 2.14% | 2.11% |
Financials
TRV vs. ITUB - Financials Comparison
This section allows you to compare key financial metrics between The Travelers Companies, Inc. and Itaú Unibanco Holding S.A.. 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
TRV vs. ITUB - Profitability Comparison
TRV - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Travelers Companies, Inc. reported a gross profit of 0.00 and revenue of 11.92B. Therefore, the gross margin over that period was 0.0%.
ITUB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Itaú Unibanco Holding S.A. reported a gross profit of 32.47B and revenue of 94.91B. Therefore, the gross margin over that period was 34.2%.
TRV - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Travelers Companies, Inc. reported an operating income of 0.00 and revenue of 11.92B, resulting in an operating margin of 0.0%.
ITUB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Itaú Unibanco Holding S.A. reported an operating income of 12.47B and revenue of 94.91B, resulting in an operating margin of 13.1%.
TRV - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Travelers Companies, Inc. reported a net income of 1.71B and revenue of 11.92B, resulting in a net margin of 14.4%.
ITUB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Itaú Unibanco Holding S.A. reported a net income of 11.42B and revenue of 94.91B, resulting in a net margin of 12.0%.
Frequently Asked Questions
TRV and ITUB have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ITUB has higher volatility (9.45%) compared to TRV (6.11%). In terms of maximum drawdown, TRV dropped -55.11% vs ITUB's -69.35%.
ITUB currently has the higher Sharpe Ratio (1.13 vs 0.88), 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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