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TRV vs. KBWP
Performance
Return for Risk
Dividends
Drawdowns
Volatility

Performance

TRV vs. KBWP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Travelers Companies, Inc. (TRV) and Invesco KBW Property & Casualty Insurance ETF (KBWP). The values are adjusted to include any dividend payments, if applicable.

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TRV vs. KBWP - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
TRV
The Travelers Companies, Inc.
0.92%22.38%28.76%3.93%22.42%13.96%5.31%17.00%-9.64%13.36%
KBWP
Invesco KBW Property & Casualty Insurance ETF
-5.76%11.49%30.45%7.09%10.16%20.61%-2.05%28.67%-2.76%8.86%

Returns By Period

In the year-to-date period, TRV achieves a 0.92% return, which is significantly higher than KBWP's -5.76% return. Both investments have delivered pretty close results over the past 10 years, with TRV having a 11.93% annualized return and KBWP not far behind at 11.51%.


TRV

1D
-0.05%
1M
-5.15%
YTD
0.92%
6M
5.26%
1Y
12.04%
3Y*
21.61%
5Y*
16.40%
10Y*
11.93%

KBWP

1D
0.13%
1M
-5.12%
YTD
-5.76%
6M
-2.54%
1Y
-2.65%
3Y*
14.71%
5Y*
11.89%
10Y*
11.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

TRV vs. KBWP — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

TRV
TRV Risk / Return Rank: 6262
Overall Rank
TRV Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
TRV Sortino Ratio Rank: 5454
Sortino Ratio Rank
TRV Omega Ratio Rank: 5454
Omega Ratio Rank
TRV Calmar Ratio Rank: 6767
Calmar Ratio Rank
TRV Martin Ratio Rank: 7171
Martin Ratio Rank

KBWP
KBWP Risk / Return Rank: 99
Overall Rank
KBWP Sharpe Ratio Rank: 99
Sharpe Ratio Rank
KBWP Sortino Ratio Rank: 99
Sortino Ratio Rank
KBWP Omega Ratio Rank: 99
Omega Ratio Rank
KBWP Calmar Ratio Rank: 1010
Calmar Ratio Rank
KBWP Martin Ratio Rank: 99
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. KBWP - Risk-Adjusted Trends 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.


TRVKBWPDifference

Sharpe ratio

Return per unit of total volatility

0.57

-0.14

+0.71

Sortino ratio

Return per unit of downside risk

0.91

-0.06

+0.97

Omega ratio

Gain probability vs. loss probability

1.12

0.99

+0.13

Calmar ratio

Return relative to maximum drawdown

1.14

-0.14

+1.28

Martin ratio

Return relative to average drawdown

3.45

-0.37

+3.82

TRV vs. KBWP - Sharpe Ratio Comparison

The current TRV Sharpe Ratio is 0.57, which is higher than the KBWP Sharpe Ratio of -0.14. The chart below compares the historical Sharpe Ratios of TRV and KBWP, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


TRVKBWPDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.57

-0.14

+0.71

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.76

0.65

+0.11

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.49

0.56

-0.07

Sharpe Ratio (All Time)

Calculated using the full available price history

0.39

0.71

-0.32

Correlation

The correlation between TRV and KBWP is 0.72, 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.


Dividends

TRV vs. KBWP - Dividend Comparison

TRV's dividend yield for the trailing twelve months is around 1.51%, less than KBWP's 1.97% yield.


TTM20252024202320222021202020192018201720162015
TRV
The Travelers Companies, Inc.
1.51%1.50%1.72%2.06%1.96%2.23%2.40%2.36%2.53%2.09%2.14%2.11%
KBWP
Invesco KBW Property & Casualty Insurance ETF
1.97%1.58%1.64%1.68%1.99%3.02%1.93%1.99%2.11%1.90%2.14%1.35%

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 -39.76%. Use the drawdown chart below to compare losses from any high point for TRV and KBWP.


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Drawdown Indicators


TRVKBWPDifference

Max Drawdown

Largest peak-to-trough decline

-55.11%

-39.76%

-15.35%

Max Drawdown (1Y)

Largest decline over 1 year

-11.61%

-11.59%

-0.02%

Max Drawdown (5Y)

Largest decline over 5 years

-18.90%

-17.00%

-1.90%

Max Drawdown (10Y)

Largest decline over 10 years

-46.28%

-39.76%

-6.52%

Current Drawdown

Current decline from peak

-6.18%

-6.54%

+0.36%

Average Drawdown

Average peak-to-trough decline

-11.16%

-4.35%

-6.81%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.82%

4.48%

-0.66%

Volatility

TRV vs. KBWP - Volatility Comparison

The Travelers Companies, Inc. (TRV) has a higher volatility of 4.82% compared to Invesco KBW Property & Casualty Insurance ETF (KBWP) at 4.31%. 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.


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Volatility by Period


TRVKBWPDifference

Volatility (1M)

Calculated over the trailing 1-month period

4.82%

4.31%

+0.51%

Volatility (6M)

Calculated over the trailing 6-month period

12.68%

11.79%

+0.89%

Volatility (1Y)

Calculated over the trailing 1-year period

21.35%

19.27%

+2.08%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.83%

18.49%

+3.34%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.39%

20.65%

+3.74%