TRV vs. LPG
TRV (The Travelers Companies, Inc.) and LPG (Dorian LPG Ltd.) are both stocks. TRV operates in Insurance - Property & Casualty (Financial Services), while LPG operates in Oil & Gas Midstream (Energy). Over the past 10 years, TRV returned 12.87%/yr vs 29.41%/yr for LPG. At a 0.16 correlation, their price movements are largely independent.
Performance
TRV vs. LPG - 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 LPG's 94.53% return. Over the past 10 years, TRV has underperformed LPG with an annualized return of 12.87%, while LPG has yielded a comparatively higher 29.41% 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%
LPG
- 1D
- 3.79%
- 1M
- 14.01%
- YTD
- 94.53%
- 6M
- 93.10%
- 1Y
- 108.89%
- 3Y*
- 37.14%
- 5Y*
- 47.82%
- 10Y*
- 29.41%
TRV vs. LPG - 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% |
LPG Dorian LPG Ltd. | 94.53% | 9.75% | -37.80% | 171.42% | 109.62% | 12.71% | -21.25% | 165.52% | -29.08% | 0.12% |
Correlation
The correlation between TRV and LPG is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.11 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.16 |
Correlation (All Time) Calculated using the full available price history since May 8, 2014 | 0.16 |
The correlation between TRV and LPG shifts across timeframes, from -0.01 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
Fundamentals
TRV:
$66.49B
LPG:
$1.93B
TRV:
$33.83
LPG:
$4.54
TRV:
9.00
LPG:
9.95
TRV:
0.42
LPG:
0.15
TRV:
1.40
LPG:
4.00
TRV:
2.08
LPG:
1.69
TRV:
$48.94B
LPG:
$481.51M
TRV:
$16.00B
LPG:
$415.02M
TRV:
$8.15B
LPG:
$279.22M
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Return for Risk
TRV vs. LPG — Risk / Return Rank
TRV
LPG
TRV vs. LPG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Travelers Companies, Inc. (TRV) and Dorian LPG Ltd. (LPG). 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 | LPG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.87 | ||
| Sortino ratioReturn per unit of downside risk | -2.00 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.42 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | 1.97 | 4.38 | -2.41 |
| Martin ratioReturn relative to average drawdown | 4.83 | 9.39 | -4.56 |
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Drawdowns
TRV vs. LPG - Drawdown Comparison
The maximum TRV drawdown since its inception was -55.11%, smaller than the maximum LPG drawdown of -78.31%. Use the drawdown chart below to compare losses from any high point for TRV and LPG.
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Drawdown Indicators
| TRV | LPG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.11% | -78.31% | +23.20% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -24.99% | +16.68% |
Max Drawdown (3Y)Largest decline over 3 years | -12.47% | -62.89% | +50.42% |
Max Drawdown (5Y)Largest decline over 5 years | -18.90% | -62.89% | +43.99% |
Max Drawdown (10Y)Largest decline over 10 years | -46.28% | -62.89% | +16.61% |
Current DrawdownCurrent decline from peak | -1.66% | -5.30% | +3.64% |
Average DrawdownAverage peak-to-trough decline | -11.11% | -42.68% | +31.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.39% | 11.64% | -8.25% |
Volatility
TRV vs. LPG - Volatility Comparison
The current volatility for The Travelers Companies, Inc. (TRV) is 6.11%, while Dorian LPG Ltd. (LPG) has a volatility of 17.04%. This indicates that TRV experiences smaller price fluctuations and is considered to be less risky than LPG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRV | LPG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 17.04% | -10.93% |
Volatility (6M)Calculated over the trailing 6-month period | 12.74% | 30.44% | -17.70% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.63% | 39.81% | -21.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.87% | 43.43% | -21.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.40% | 48.29% | -23.89% |
Dividends
TRV vs. LPG - Dividend Comparison
TRV's dividend yield for the trailing twelve months is around 1.49%, less than LPG's 6.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LPG Dorian LPG Ltd. | 6.53% | 10.07% | 16.41% | 9.12% | 29.02% | 7.88% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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. LPG - Financials Comparison
This section allows you to compare key financial metrics between The Travelers Companies, Inc. and Dorian LPG Ltd.. 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
Frequently Asked Questions
TRV and LPG have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LPG has higher volatility (17.04%) compared to TRV (6.11%). In terms of maximum drawdown, TRV dropped -55.11% vs LPG's -78.31%.
LPG currently has the higher Sharpe Ratio (2.76 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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