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TRV vs. VOO
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between TRV and VOO is 0.54, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

TRV vs. VOO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Travelers Companies, Inc. (TRV) and Vanguard S&P 500 ETF (VOO). The values are adjusted to include any dividend payments, if applicable.

500.00%550.00%600.00%650.00%NovemberDecember2025FebruaryMarchApril
577.02%
504.39%
TRV
VOO

Key characteristics

Sharpe Ratio

TRV:

0.30

VOO:

-0.07

Sortino Ratio

TRV:

0.56

VOO:

0.01

Omega Ratio

TRV:

1.08

VOO:

1.00

Calmar Ratio

TRV:

0.61

VOO:

-0.07

Martin Ratio

TRV:

1.16

VOO:

-0.36

Ulcer Index

TRV:

6.60%

VOO:

3.31%

Daily Std Dev

TRV:

25.75%

VOO:

15.79%

Max Drawdown

TRV:

-55.11%

VOO:

-33.99%

Current Drawdown

TRV:

-8.63%

VOO:

-17.13%

Returns By Period

In the year-to-date period, TRV achieves a 0.98% return, which is significantly higher than VOO's -13.30% return. Both investments have delivered pretty close results over the past 10 years, with TRV having a 10.97% annualized return and VOO not far ahead at 11.35%.


TRV

YTD

0.98%

1M

-5.73%

6M

3.41%

1Y

7.90%

5Y*

23.60%

10Y*

10.97%

VOO

YTD

-13.30%

1M

-12.91%

6M

-11.02%

1Y

0.06%

5Y*

17.17%

10Y*

11.35%

*Annualized

Compare stocks, funds, or ETFs

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


Risk-Adjusted Performance

TRV vs. VOO — Risk-Adjusted Performance Rank

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

TRV
The Risk-Adjusted Performance Rank of TRV is 6666
Overall Rank
The Sharpe Ratio Rank of TRV is 6767
Sharpe Ratio Rank
The Sortino Ratio Rank of TRV is 5757
Sortino Ratio Rank
The Omega Ratio Rank of TRV is 5959
Omega Ratio Rank
The Calmar Ratio Rank of TRV is 7878
Calmar Ratio Rank
The Martin Ratio Rank of TRV is 6868
Martin Ratio Rank

VOO
The Risk-Adjusted Performance Rank of VOO is 2222
Overall Rank
The Sharpe Ratio Rank of VOO is 2323
Sharpe Ratio Rank
The Sortino Ratio Rank of VOO is 2222
Sortino Ratio Rank
The Omega Ratio Rank of VOO is 2222
Omega Ratio Rank
The Calmar Ratio Rank of VOO is 2323
Calmar Ratio Rank
The Martin Ratio Rank of VOO is 2121
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

TRV vs. VOO - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Travelers Companies, Inc. (TRV) and Vanguard S&P 500 ETF (VOO). 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.


Sharpe ratio
The chart of Sharpe ratio for TRV, currently valued at 0.30, compared to the broader market-2.00-1.000.001.002.00
TRV: 0.30
VOO: -0.07
The chart of Sortino ratio for TRV, currently valued at 0.56, compared to the broader market-6.00-4.00-2.000.002.004.00
TRV: 0.56
VOO: 0.01
The chart of Omega ratio for TRV, currently valued at 1.08, compared to the broader market0.501.001.502.00
TRV: 1.08
VOO: 1.00
The chart of Calmar ratio for TRV, currently valued at 0.61, compared to the broader market0.001.002.003.004.00
TRV: 0.61
VOO: -0.07
The chart of Martin ratio for TRV, currently valued at 1.16, compared to the broader market-10.000.0010.0020.00
TRV: 1.16
VOO: -0.36

The current TRV Sharpe Ratio is 0.30, which is higher than the VOO Sharpe Ratio of -0.07. The chart below compares the historical Sharpe Ratios of TRV and VOO, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.30
-0.07
TRV
VOO

Dividends

TRV vs. VOO - Dividend Comparison

TRV's dividend yield for the trailing twelve months is around 1.73%, more than VOO's 1.50% yield.


TTM20242023202220212020201920182017201620152014
TRV
The Travelers Companies, Inc.
1.73%1.72%2.06%1.96%2.23%2.40%2.36%2.53%2.09%2.14%2.11%2.03%
VOO
Vanguard S&P 500 ETF
1.50%1.24%1.46%1.69%1.25%1.54%1.88%2.06%1.78%2.02%2.10%1.85%

Drawdowns

TRV vs. VOO - Drawdown Comparison

The maximum TRV drawdown since its inception was -55.11%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for TRV and VOO. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-8.63%
-17.13%
TRV
VOO

Volatility

TRV vs. VOO - Volatility Comparison

The Travelers Companies, Inc. (TRV) and Vanguard S&P 500 ETF (VOO) have volatilities of 9.52% and 9.12%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
9.52%
9.12%
TRV
VOO
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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