TRV vs. NTRS
TRV (The Travelers Companies, Inc.) and NTRS (Northern Trust Corporation) are both stocks. Both are in the Financial Services sector — TRV in Insurance - Property & Casualty, NTRS in Asset Management. Over the past 10 years, TRV returned 12.41%/yr vs 12.06%/yr for NTRS. At a 0.47 correlation, their price movements are largely independent.
Performance
TRV vs. NTRS - Performance Comparison
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Returns By Period
In the year-to-date period, TRV achieves a 2.67% return, which is significantly lower than NTRS's 25.08% return. Both investments have delivered pretty close results over the past 10 years, with TRV having a 12.41% annualized return and NTRS not far behind at 12.06%.
TRV
- 1D
- -2.15%
- 1M
- -0.44%
- YTD
- 2.67%
- 6M
- 6.83%
- 1Y
- 10.14%
- 3Y*
- 21.09%
- 5Y*
- 16.05%
- 10Y*
- 12.41%
NTRS
- 1D
- -0.80%
- 1M
- 5.91%
- YTD
- 25.08%
- 6M
- 27.99%
- 1Y
- 60.27%
- 3Y*
- 35.23%
- 5Y*
- 10.74%
- 10Y*
- 12.06%
TRV vs. NTRS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRV The Travelers Companies, Inc. | 2.67% | 22.38% | 28.76% | 3.93% | 22.42% | 13.96% | 5.31% | 17.00% | -9.64% | 13.36% |
NTRS Northern Trust Corporation | 25.08% | 36.92% | 25.63% | -1.02% | -23.82% | 31.65% | -9.29% | 30.59% | -14.68% | 14.18% |
Correlation
The correlation between TRV and NTRS 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 | 0.32 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 1996 | 0.47 |
Over the past year, the correlation between TRV and NTRS has dropped to 0.21 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
Fundamentals
TRV:
$33.83
NTRS:
$9.09
TRV:
8.77
NTRS:
18.59
TRV:
0.41
NTRS:
1.46
TRV:
1.36
NTRS:
2.26
TRV:
$48.94B
NTRS:
$14.30B
TRV:
$16.00B
NTRS:
$8.09B
TRV:
$8.15B
NTRS:
$3.21B
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Return for Risk
TRV vs. NTRS — Risk / Return Rank
TRV
NTRS
TRV vs. NTRS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Travelers Companies, Inc. (TRV) and Northern Trust Corporation (NTRS). 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.
| TRV | NTRS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.77 | ||
| Sortino ratioReturn per unit of downside risk | -2.34 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.40 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | 4.89 | -3.67 |
| Martin ratioReturn relative to average drawdown | 3.01 | 13.20 | -10.20 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| TRV | NTRS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | 2.31 | -1.77 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.37 | +0.37 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.40 | +0.11 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.39 | 0.00 |
Drawdowns
TRV vs. NTRS - Drawdown Comparison
The maximum TRV drawdown since its inception was -55.11%, smaller than the maximum NTRS drawdown of -67.67%. Use the drawdown chart below to compare losses from any high point for TRV and NTRS.
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Drawdown Indicators
| TRV | NTRS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.11% | -67.67% | +12.56% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -12.39% | +4.08% |
Max Drawdown (3Y)Largest decline over 3 years | -12.47% | -25.21% | +12.74% |
Max Drawdown (5Y)Largest decline over 5 years | -18.90% | -50.03% | +31.13% |
Max Drawdown (10Y)Largest decline over 10 years | -46.28% | -50.03% | +3.75% |
Current DrawdownCurrent decline from peak | -4.56% | -1.83% | -2.73% |
Average DrawdownAverage peak-to-trough decline | -11.12% | -20.96% | +9.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 4.58% | -0.92% |
Volatility
TRV vs. NTRS - Volatility Comparison
The Travelers Companies, Inc. (TRV) has a higher volatility of 5.99% compared to Northern Trust Corporation (NTRS) at 4.74%. This indicates that TRV's price experiences larger fluctuations and is considered to be riskier than NTRS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRV | NTRS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 4.74% | +1.25% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 18.84% | -6.20% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 26.27% | -7.49% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.87% | 29.58% | -7.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.40% | 30.38% | -5.98% |
Dividends
TRV vs. NTRS - Dividend Comparison
TRV's dividend yield for the trailing twelve months is around 1.48%, less than NTRS's 1.89% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTRS Northern Trust Corporation | 1.89% | 2.27% | 2.93% | 3.56% | 3.28% | 2.34% | 3.01% | 2.45% | 2.32% | 1.60% | 1.66% | 1.96% |
TRV The Travelers Companies, Inc. | 1.48% | 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. NTRS - Financials Comparison
This section allows you to compare key financial metrics between The Travelers Companies, Inc. and Northern Trust Corporation. 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
TRV vs. NTRS - Profitability Comparison
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%.
NTRS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported a gross profit of 2.12B and revenue of 3.61B. Therefore, the gross margin over that period was 58.8%.
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%.
NTRS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported an operating income of 625.80M and revenue of 3.61B, resulting in an operating margin of 17.3%.
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%.
NTRS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Northern Trust Corporation reported a net income of 466.00M and revenue of 3.61B, resulting in a net margin of 12.9%.
Frequently Asked Questions
TRV and NTRS 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.
TRV has higher volatility (5.99%) compared to NTRS (4.74%). In terms of maximum drawdown, TRV dropped -55.11% vs NTRS's -67.67%.
NTRS currently has the higher Sharpe Ratio (2.31 vs 0.54), 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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