TRV vs. XLF
Compare and contrast key facts about The Travelers Companies, Inc. (TRV) and Financial Select Sector SPDR Fund (XLF).
XLF is a passively managed fund by State Street that tracks the performance of the Financial Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: TRV or XLF.
Performance
TRV vs. XLF - Performance Comparison
Returns By Period
In the year-to-date period, TRV achieves a 38.83% return, which is significantly higher than XLF's 34.14% return. Both investments have delivered pretty close results over the past 10 years, with TRV having a 12.30% annualized return and XLF not far behind at 11.94%.
TRV
38.83%
7.36%
19.82%
54.88%
16.97%
12.30%
XLF
34.14%
5.03%
18.26%
45.53%
13.12%
11.94%
Key characteristics
| TRV | XLF | |
|---|---|---|
| Sharpe Ratio | 2.48 | 3.35 |
| Sortino Ratio | 3.07 | 4.71 |
| Omega Ratio | 1.51 | 1.61 |
| Calmar Ratio | 4.68 | 3.56 |
| Martin Ratio | 10.95 | 23.90 |
| Ulcer Index | 5.19% | 1.93% |
| Daily Std Dev | 22.89% | 13.75% |
| Max Drawdown | -55.11% | -82.69% |
| Current Drawdown | -1.74% | -0.04% |
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Correlation
The correlation between TRV and XLF is 0.62, 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.
Risk-Adjusted Performance
TRV vs. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for The Travelers Companies, Inc. (TRV) and Financial Select Sector SPDR Fund (XLF). 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.
Dividends
TRV vs. XLF - Dividend Comparison
TRV's dividend yield for the trailing twelve months is around 1.57%, more than XLF's 1.33% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TRV The Travelers Companies, Inc. | 1.57% | 2.06% | 1.96% | 2.23% | 2.40% | 2.36% | 2.53% | 2.09% | 2.14% | 2.11% | 2.03% | 2.16% |
XLF Financial Select Sector SPDR Fund | 1.33% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 1.95% | 1.61% | 1.47% |
Drawdowns
TRV vs. XLF - Drawdown Comparison
The maximum TRV drawdown since its inception was -55.11%, smaller than the maximum XLF drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for TRV and XLF. For additional features, visit the drawdowns tool.
Volatility
TRV vs. XLF - Volatility Comparison
The current volatility for The Travelers Companies, Inc. (TRV) is 6.42%, while Financial Select Sector SPDR Fund (XLF) has a volatility of 7.04%. This indicates that TRV experiences smaller price fluctuations and is considered to be less risky than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.