TRV vs. KBWP
Compare and contrast key facts about The Travelers Companies, Inc. (TRV) and Invesco KBW Property & Casualty Insurance ETF (KBWP).
KBWP is a passively managed fund by Invesco that tracks the performance of the KBW Nasdaq Property & Casualty (TR). It was launched on Dec 2, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRV or KBWP.
Performance
TRV vs. KBWP - Performance Comparison
Returns By Period
In the year-to-date period, TRV achieves a 38.83% return, which is significantly higher than KBWP's 35.39% return. Over the past 10 years, TRV has underperformed KBWP with an annualized return of 12.30%, while KBWP has yielded a comparatively higher 13.77% annualized return.
TRV
38.83%
7.36%
19.82%
54.88%
16.97%
12.30%
KBWP
35.39%
0.92%
13.26%
38.52%
13.78%
13.77%
Key characteristics
| TRV | KBWP | |
|---|---|---|
| Sharpe Ratio | 2.48 | 2.48 |
| Sortino Ratio | 3.07 | 3.22 |
| Omega Ratio | 1.51 | 1.45 |
| Calmar Ratio | 4.68 | 5.85 |
| Martin Ratio | 10.95 | 15.86 |
| Ulcer Index | 5.19% | 2.44% |
| Daily Std Dev | 22.89% | 15.66% |
| Max Drawdown | -55.11% | -39.77% |
| Current Drawdown | -1.74% | -0.17% |
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Correlation
The correlation between TRV and KBWP is 0.71, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
TRV vs. KBWP - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Travelers Companies, Inc. (TRV) and Invesco KBW Property & Casualty Insurance ETF (KBWP). 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. KBWP - Dividend Comparison
TRV's dividend yield for the trailing twelve months is around 1.57%, more than KBWP's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRV The Travelers Companies, Inc. | 1.57% | 2.06% | 1.96% | 2.23% | 2.40% | 2.36% | 2.53% | 2.09% | 2.14% | 2.11% | 2.03% | 2.16% |
KBWP Invesco KBW Property & Casualty Insurance ETF | 1.29% | 1.68% | 1.99% | 3.02% | 1.93% | 1.99% | 2.11% | 1.90% | 2.14% | 1.35% | 2.73% | 1.72% |
Drawdowns
TRV vs. KBWP - Drawdown Comparison
The maximum TRV drawdown since its inception was -55.11%, which is greater than KBWP's maximum drawdown of -39.77%. Use the drawdown chart below to compare losses from any high point for TRV and KBWP. For additional features, visit the drawdowns tool.
Volatility
TRV vs. KBWP - Volatility Comparison
The Travelers Companies, Inc. (TRV) and Invesco KBW Property & Casualty Insurance ETF (KBWP) have volatilities of 6.41% and 6.23%, 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.