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.
Key characteristics
| TRV | KBWP | |
|---|---|---|
| YTD Return | 12.27% | 14.13% |
| 1Y Return | 20.14% | 24.11% |
| 3Y Return (Ann) | 13.75% | 11.93% |
| 5Y Return (Ann) | 10.81% | 11.73% |
| 10Y Return (Ann) | 11.42% | 12.91% |
| Sharpe Ratio | 1.12 | 1.70 |
| Daily Std Dev | 18.48% | 14.70% |
| Max Drawdown | -55.11% | -39.77% |
| Current Drawdown | -7.79% | -4.57% |
Correlation
The correlation between TRV and KBWP is 0.70, 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.
Performance
TRV vs. KBWP - Performance Comparison
In the year-to-date period, TRV achieves a 12.27% return, which is significantly lower than KBWP's 14.13% return. Over the past 10 years, TRV has underperformed KBWP with an annualized return of 11.42%, while KBWP has yielded a comparatively higher 12.91% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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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 1.88%, more than KBWP's 1.52% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRV The Travelers Companies, Inc. | 1.88% | 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 | 1.52% | 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) has a higher volatility of 9.07% compared to Invesco KBW Property & Casualty Insurance ETF (KBWP) at 4.69%. This indicates that TRV's price experiences larger fluctuations and is considered to be riskier than KBWP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.