TRV vs. OMAB
TRV (The Travelers Companies, Inc.) and OMAB (Grupo Aeroportuario del Centro Norte, S.A.B. de C.V.) are both stocks. TRV operates in Insurance - Property & Casualty (Financial Services), while OMAB operates in Airports & Air Services (Industrials). Over the past 10 years, TRV returned 12.41%/yr vs 12.38%/yr for OMAB. At a 0.24 correlation, their price movements are largely independent.
Performance
TRV vs. OMAB - Performance Comparison
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Returns By Period
In the year-to-date period, TRV achieves a 2.67% return, which is significantly higher than OMAB's -8.34% return. Both investments have delivered pretty close results over the past 10 years, with TRV having a 12.41% annualized return and OMAB not far behind at 12.38%.
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%
OMAB
- 1D
- -0.13%
- 1M
- -7.47%
- YTD
- -8.34%
- 6M
- -1.54%
- 1Y
- -2.16%
- 3Y*
- 9.62%
- 5Y*
- 21.13%
- 10Y*
- 12.38%
TRV vs. OMAB - 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% |
OMAB Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. | -8.34% | 66.22% | -13.57% | 43.53% | 30.18% | 7.98% | -13.78% | 62.40% | -4.90% | 20.53% |
Correlation
The correlation between TRV and OMAB 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 | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.18 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Nov 30, 2006 | 0.24 |
Over the past year, the correlation between TRV and OMAB has dropped to 0.01 - well below their long-term average of 0.24, suggesting their price drivers have been diverging.
Fundamentals
TRV:
$64.81B
OMAB:
$4.68B
TRV:
$33.83
OMAB:
$109.59
TRV:
8.77
OMAB:
0.88
TRV:
0.41
OMAB:
0.05
TRV:
1.36
OMAB:
0.29
TRV:
2.03
OMAB:
0.37
TRV:
$48.94B
OMAB:
$16.21B
TRV:
$16.00B
OMAB:
$12.07B
TRV:
$8.15B
OMAB:
$9.83B
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Return for Risk
TRV vs. OMAB — Risk / Return Rank
TRV
OMAB
TRV vs. OMAB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Travelers Companies, Inc. (TRV) and Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB). 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 | OMAB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.62 | ||
| Sortino ratioReturn per unit of downside risk | +0.79 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.01 | +0.09 |
| Calmar ratioReturn relative to maximum drawdown | 1.22 | -0.08 | +1.31 |
| Martin ratioReturn relative to average drawdown | 3.01 | -0.19 | +3.20 |
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 | OMAB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.54 | -0.07 | +0.62 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.74 | 0.59 | +0.14 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.51 | 0.32 | +0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.39 | 0.37 | +0.02 |
Drawdowns
TRV vs. OMAB - Drawdown Comparison
The maximum TRV drawdown since its inception was -55.11%, smaller than the maximum OMAB drawdown of -77.75%. Use the drawdown chart below to compare losses from any high point for TRV and OMAB.
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Drawdown Indicators
| TRV | OMAB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.11% | -77.75% | +22.64% |
Max Drawdown (1Y)Largest decline over 1 year | -8.31% | -26.14% | +17.83% |
Max Drawdown (3Y)Largest decline over 3 years | -12.47% | -41.78% | +29.31% |
Max Drawdown (5Y)Largest decline over 5 years | -18.90% | -41.78% | +22.88% |
Max Drawdown (10Y)Largest decline over 10 years | -46.28% | -68.88% | +22.60% |
Current DrawdownCurrent decline from peak | -4.56% | -26.14% | +21.58% |
Average DrawdownAverage peak-to-trough decline | -11.12% | -22.70% | +11.58% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.66% | 11.40% | -7.74% |
Volatility
TRV vs. OMAB - Volatility Comparison
The current volatility for The Travelers Companies, Inc. (TRV) is 5.99%, while Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. (OMAB) has a volatility of 6.83%. This indicates that TRV experiences smaller price fluctuations and is considered to be less risky than OMAB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRV | OMAB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 6.83% | -0.84% |
Volatility (6M)Calculated over the trailing 6-month period | 12.64% | 22.36% | -9.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.78% | 29.51% | -10.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 21.87% | 35.75% | -13.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.40% | 38.29% | -13.89% |
Dividends
TRV vs. OMAB - Dividend Comparison
TRV's dividend yield for the trailing twelve months is around 1.48%, less than OMAB's 5.61% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
OMAB Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. | 5.61% | 4.52% | 6.97% | 4.80% | 10.87% | 3.55% | 0.00% | 2.45% | 3.74% | 0.40% | 3.11% | 3.89% |
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. OMAB - Financials Comparison
This section allows you to compare key financial metrics between The Travelers Companies, Inc. and Grupo Aeroportuario del Centro Norte, S.A.B. de C.V.. 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. OMAB - 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%.
OMAB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. reported a gross profit of 2.64B and revenue of 3.82B. Therefore, the gross margin over that period was 69.2%.
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%.
OMAB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. reported an operating income of 2.08B and revenue of 3.82B, resulting in an operating margin of 54.5%.
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%.
OMAB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Grupo Aeroportuario del Centro Norte, S.A.B. de C.V. reported a net income of 1.23B and revenue of 3.82B, resulting in a net margin of 32.3%.
Frequently Asked Questions
TRV and OMAB 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.
OMAB has higher volatility (6.83%) compared to TRV (5.99%). In terms of maximum drawdown, TRV dropped -55.11% vs OMAB's -77.75%.
TRV currently has the higher Sharpe Ratio (0.54 vs -0.07), 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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