PortfoliosLab logoPortfoliosLab logo
TRV vs. NEE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

TRV vs. NEE - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Travelers Companies, Inc. (TRV) and NextEra Energy, Inc. (NEE). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, TRV achieves a 5.79% return, which is significantly lower than NEE's 8.63% return. Both investments have delivered pretty close results over the past 10 years, with TRV having a 12.87% annualized return and NEE not far ahead at 13.51%.


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%

NEE

1D
1.36%
1M
-8.68%
YTD
8.63%
6M
6.81%
1Y
19.83%
3Y*
8.11%
5Y*
5.94%
10Y*
13.51%
*Multi-year figures are annualized to reflect compound growth (CAGR)

TRV vs. NEE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
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%
NEE
NextEra Energy, Inc.
8.63%15.47%21.46%-25.30%-8.54%23.39%30.06%42.69%14.30%34.39%

Correlation

The correlation between TRV and NEE is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.21

Correlation (3Y)
Calculated over the trailing 3-year period

0.22

Correlation (5Y)
Calculated over the trailing 5-year period

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.27

Correlation (All Time)
Calculated using the full available price history since Jan 10, 2003

0.33

The correlation between TRV and NEE shifts across timeframes, from 0.21 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

TRV:

$33.83

NEE:

$5.27

PE Ratio

TRV:

9.00

NEE:

16.32

PEG Ratio

TRV:

0.42

NEE:

0.83

PS Ratio

TRV:

1.40

NEE:

4.78

Total Revenue (TTM)

TRV:

$48.94B

NEE:

$27.93B

Gross Profit (TTM)

TRV:

$16.00B

NEE:

$13.35B

EBITDA (TTM)

TRV:

$8.15B

NEE:

$14.56B

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Return for Risk

TRV vs. NEE — Risk / Return Rank

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

TRV
TRV Risk / Return Rank: 7070
Overall Rank
TRV Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
TRV Sortino Ratio Rank: 6565
Sortino Ratio Rank
TRV Omega Ratio Rank: 6262
Omega Ratio Rank
TRV Calmar Ratio Rank: 7676
Calmar Ratio Rank
TRV Martin Ratio Rank: 7676
Martin Ratio Rank

NEE
NEE Risk / Return Rank: 6868
Overall Rank
NEE Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
NEE Sortino Ratio Rank: 6363
Sortino Ratio Rank
NEE Omega Ratio Rank: 6363
Omega Ratio Rank
NEE Calmar Ratio Rank: 6969
Calmar Ratio Rank
NEE Martin Ratio Rank: 7373
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. NEE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Travelers Companies, Inc. (TRV) and NextEra Energy, Inc. (NEE). 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.


TRVNEEDifference
Sharpe ratioReturn per unit of total volatility

+0.04

Sortino ratioReturn per unit of downside risk

+0.05

Omega ratioGain probability vs. loss probability

1.16

1.17

0.00

Calmar ratioReturn relative to maximum drawdown

1.97

1.37

+0.60

Martin ratioReturn relative to average drawdown

4.83

3.78

+1.04

TRV vs. NEE - Sharpe Ratio Comparison

The current TRV Sharpe Ratio is 0.88, which is comparable to the NEE Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of TRV and NEE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


Loading charts...

Drawdowns

TRV vs. NEE - Drawdown Comparison

The maximum TRV drawdown since its inception was -55.11%, which is greater than NEE's maximum drawdown of -47.81%. Use the drawdown chart below to compare losses from any high point for TRV and NEE.


Loading charts...

Drawdown Indicators


TRVNEEDifference

Max Drawdown

Largest peak-to-trough decline

-55.11%

-47.81%

-7.30%

Max Drawdown (1Y)

Largest decline over 1 year

-8.31%

-14.53%

+6.22%

Max Drawdown (3Y)

Largest decline over 3 years

-12.47%

-34.57%

+22.10%

Max Drawdown (5Y)

Largest decline over 5 years

-18.90%

-44.97%

+26.07%

Max Drawdown (10Y)

Largest decline over 10 years

-46.28%

-44.97%

-1.31%

Current Drawdown

Current decline from peak

-1.66%

-11.50%

+9.84%

Average Drawdown

Average peak-to-trough decline

-11.11%

-8.93%

-2.18%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.39%

5.25%

-1.86%

Volatility

TRV vs. NEE - Volatility Comparison

The current volatility for The Travelers Companies, Inc. (TRV) is 6.11%, while NextEra Energy, Inc. (NEE) has a volatility of 8.52%. This indicates that TRV experiences smaller price fluctuations and is considered to be less risky than NEE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


Loading charts...

Volatility by Period


TRVNEEDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.11%

8.52%

-2.41%

Volatility (6M)

Calculated over the trailing 6-month period

12.74%

16.75%

-4.01%

Volatility (1Y)

Calculated over the trailing 1-year period

18.63%

23.78%

-5.15%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.87%

26.91%

-5.04%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.40%

25.49%

-1.09%

Dividends

TRV vs. NEE - Dividend Comparison

TRV's dividend yield for the trailing twelve months is around 1.49%, less than NEE's 2.77% yield.


PositionTTM20252024202320222021202020192018201720162015
NEE
NextEra Energy, Inc.
2.77%2.82%2.87%3.08%2.03%1.65%1.81%2.06%2.55%2.52%2.91%2.96%
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. NEE - Financials Comparison

This section allows you to compare key financial metrics between The Travelers Companies, Inc. and NextEra Energy, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B4.00B6.00B8.00B10.00B12.00B20222023202420252026
11.92B
6.70B
(TRV) Total Revenue
(NEE) Total Revenue
Values in USD except per share items

TRV vs. NEE - Profitability Comparison

The chart below illustrates the profitability comparison between The Travelers Companies, Inc. and NextEra Energy, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%10.0%20.0%30.0%40.0%50.0%60.0%70.0%2022202320242025202600
Portfolio components
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%.

NEE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, NextEra Energy, Inc. reported a gross profit of 0.00 and revenue of 6.70B. Therefore, the gross margin over that period was 0.0%.

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%.

NEE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, NextEra Energy, Inc. reported an operating income of 2.21B and revenue of 6.70B, resulting in an operating margin of 33.0%.

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%.

NEE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, NextEra Energy, Inc. reported a net income of 2.18B and revenue of 6.70B, resulting in a net margin of 32.6%.


Frequently Asked Questions


TRV and NEE have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

NEE has higher volatility (8.52%) compared to TRV (6.11%). In terms of maximum drawdown, TRV dropped -55.11% vs NEE's -47.81%.

TRV currently has the higher Sharpe Ratio (0.88 vs 0.84), 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.

Portfolio Optimizer

Find the right allocation for TRV and NEE

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

Open Portfolio Optimizer