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 15.11%/yr vs 13.27%/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
The year-to-date returns for both stocks are quite close, with TRV having a 34.56% return and NTRS slightly lower at 33.52%. Over the past 10 years, TRV has outperformed NTRS with an annualized return of 15.11%, while NTRS has yielded a comparatively lower 13.27% annualized return.
TRV
- 1D
- 2.89%
- 1M
- 20.74%
- 6M
- 40.54%
- YTD
- 34.56%
- 1Y
- 50.17%
- 3Y*
- 33.40%
- 5Y*
- 23.61%
- 10Y*
- 15.11%
- ALL TIME*
- 11.98%
NTRS
- 1D
- 1.44%
- 1M
- 3.79%
- 6M
- 22.70%
- YTD
- 33.52%
- 1Y
- 43.38%
- 3Y*
- 36.11%
- 5Y*
- 13.46%
- 10Y*
- 13.27%
- ALL TIME*
- 12.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $234.15M | $193.03M | $190.51M | |
| $860.04M | $698.10M | $576.77M |
TRV vs. NTRS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRV The Travelers Companies, Inc. | 34.56% | 22.38% | 28.76% | 3.93% | 22.42% | 13.96% | 5.31% | 17.00% | -9.64% | 13.36% |
NTRS Northern Trust Corporation | 33.52% | 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 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.40 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.45 |
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 0.12 - well below their long-term average of 0.47, suggesting their price drivers have been diverging.
Fundamentals
TRV:
$80.77B
NTRS:
$33.22B
TRV:
$37.59
NTRS:
$9.91
TRV:
10.30
NTRS:
18.21
TRV:
0.48
NTRS:
1.43
TRV:
1.75
NTRS:
2.34
TRV:
$48.98B
NTRS:
$14.57B
TRV:
$17.01B
NTRS:
$8.36B
TRV:
$11.31B
NTRS:
$3.40B
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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.
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 | NTRS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.69 | ||
| Sortino ratioReturn per unit of downside risk | +1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.31 | +0.14 |
| Calmar ratioReturn relative to maximum drawdown | 6.07 | 3.52 | +2.55 |
| Martin ratioReturn relative to average drawdown | 15.56 | 9.64 | +5.92 |
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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 | 0.00% | -5.55% | +5.55% |
Average DrawdownAverage peak-to-trough decline | -11.07% | -20.89% | +9.82% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.24% | 4.51% | -1.27% |
Volatility
TRV vs. NTRS - Volatility Comparison
The Travelers Companies, Inc. (TRV) has a higher volatility of 10.69% compared to Northern Trust Corporation (NTRS) at 6.89%. 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 | 10.69% | 6.89% | +3.80% |
Volatility (6M)Calculated over the trailing 6-month period | 15.94% | 18.84% | -2.90% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.48% | 24.75% | -4.27% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.18% | 29.38% | -7.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.61% | 30.23% | -5.62% |
Dividends
TRV vs. NTRS - Dividend Comparison
TRV's dividend yield for the trailing twelve months is around 1.17%, less than NTRS's 1.77% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
NTRS Northern Trust Corporation | 1.77% | 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. | 1.17% | 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 Jul 2026, The Travelers Companies, Inc. reported a gross profit of 4.45B and revenue of 12.15B. Therefore, the gross margin over that period was 36.6%.
NTRS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Northern Trust Corporation reported a gross profit of 2.21B and revenue of 3.79B. Therefore, the gross margin over that period was 58.3%.
TRV - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, The Travelers Companies, Inc. reported an operating income of 2.88B and revenue of 12.15B, resulting in an operating margin of 23.7%.
NTRS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Northern Trust Corporation reported an operating income of 700.60M and revenue of 3.79B, resulting in an operating margin of 18.5%.
TRV - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, The Travelers Companies, Inc. reported a net income of 2.21B and revenue of 12.15B, resulting in a net margin of 18.2%.
NTRS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Northern Trust Corporation reported a net income of 525.50M and revenue of 3.79B, resulting in a net margin of 13.9%.
Frequently Asked Questions
TRV and NTRS have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRV has higher volatility (10.69%) compared to NTRS (6.89%). In terms of maximum drawdown, TRV dropped -55.11% vs NTRS's -67.67%.
TRV currently has the higher Sharpe Ratio (2.47 vs 1.78), 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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