WRB vs. TDG
WRB (W. R. Berkley Corporation) and TDG (TransDigm Group Incorporated) are both stocks. WRB operates in Insurance - Property & Casualty (Financial Services), while TDG operates in Aerospace & Defense (Industrials). Over the past 10 years, WRB returned 17.92%/yr vs 22.72%/yr for TDG. At a 0.37 correlation, their price movements are largely independent.
Performance
WRB vs. TDG - Performance Comparison
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Returns By Period
In the year-to-date period, WRB achieves a -2.51% return, which is significantly higher than TDG's -5.55% return. Over the past 10 years, WRB has underperformed TDG with an annualized return of 17.92%, while TDG has yielded a comparatively higher 22.72% annualized return.
WRB
- 1D
- 1.08%
- 1M
- 2.74%
- YTD
- -2.51%
- 6M
- 0.17%
- 1Y
- -4.36%
- 3Y*
- 24.41%
- 5Y*
- 17.90%
- 10Y*
- 17.92%
TDG
- 1D
- -0.12%
- 1M
- 9.32%
- YTD
- -5.55%
- 6M
- -2.98%
- 1Y
- -6.75%
- 3Y*
- 22.32%
- 5Y*
- 17.95%
- 10Y*
- 22.72%
WRB vs. TDG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WRB W. R. Berkley Corporation | -2.51% | 23.02% | 27.19% | 0.25% | 33.92% | 27.39% | -3.14% | 43.80% | 5.96% | 10.21% |
TDG TransDigm Group Incorporated | -5.55% | 12.15% | 32.27% | 66.57% | 1.77% | 2.82% | 10.51% | 84.41% | 23.83% | 19.84% |
Correlation
The correlation between WRB and TDG is 0.09, 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 | 0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.36 |
Correlation (All Time) Calculated using the full available price history since Mar 15, 2006 | 0.37 |
Over the past year, the correlation between WRB and TDG has dropped to 0.09 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
Fundamentals
WRB:
$4.45
TDG:
$34.79
WRB:
15.34
TDG:
36.10
WRB:
0.89
TDG:
1.07
WRB:
1.86
TDG:
7.69
WRB:
$14.71B
TDG:
$9.50B
WRB:
$2.91B
TDG:
$5.61B
WRB:
$2.37B
TDG:
$4.78B
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Return for Risk
WRB vs. TDG — Risk / Return Rank
WRB
TDG
WRB vs. TDG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for W. R. Berkley Corporation (WRB) and TransDigm Group Incorporated (TDG). 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.
| WRB | TDG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.01 | ||
| Sortino ratioReturn per unit of downside risk | -0.06 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 0.98 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | -0.29 | -0.26 | -0.03 |
| Martin ratioReturn relative to average drawdown | -0.54 | -0.44 | -0.10 |
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Drawdowns
WRB vs. TDG - Drawdown Comparison
The maximum WRB drawdown since its inception was -69.33%, which is greater than TDG's maximum drawdown of -62.64%. Use the drawdown chart below to compare losses from any high point for WRB and TDG.
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Drawdown Indicators
| WRB | TDG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -69.33% | -62.64% | -6.69% |
Max Drawdown (1Y)Largest decline over 1 year | -17.62% | -25.30% | +7.68% |
Max Drawdown (3Y)Largest decline over 3 years | -17.62% | -25.30% | +7.68% |
Max Drawdown (5Y)Largest decline over 5 years | -26.29% | -25.30% | -0.99% |
Max Drawdown (10Y)Largest decline over 10 years | -45.35% | -62.64% | +17.29% |
Current DrawdownCurrent decline from peak | -11.49% | -17.18% | +5.69% |
Average DrawdownAverage peak-to-trough decline | -14.58% | -7.95% | -6.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.29% | 14.75% | -5.46% |
Volatility
WRB vs. TDG - Volatility Comparison
The current volatility for W. R. Berkley Corporation (WRB) is 7.63%, while TransDigm Group Incorporated (TDG) has a volatility of 9.84%. This indicates that WRB experiences smaller price fluctuations and is considered to be less risky than TDG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WRB | TDG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.63% | 9.84% | -2.21% |
Volatility (6M)Calculated over the trailing 6-month period | 15.08% | 21.88% | -6.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.37% | 28.32% | -6.95% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.83% | 27.96% | -5.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.56% | 33.83% | -9.27% |
Dividends
WRB vs. TDG - Dividend Comparison
WRB's dividend yield for the trailing twelve months is around 2.72%, less than TDG's 7.17% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
TDG TransDigm Group Incorporated | 7.17% | 6.77% | 5.92% | 3.46% | 2.94% | 0.00% | 0.00% | 11.16% | 0.00% | 8.01% | 9.64% | 0.00% |
WRB W. R. Berkley Corporation | 2.72% | 2.64% | 2.39% | 2.73% | 1.22% | 2.44% | 0.71% | 2.43% | 2.83% | 2.16% | 2.27% | 0.86% |
Financials
WRB vs. TDG - Financials Comparison
This section allows you to compare key financial metrics between W. R. Berkley Corporation and TransDigm Group Incorporated. 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
WRB vs. TDG - Profitability Comparison
WRB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, W. R. Berkley Corporation reported a gross profit of 765.46M and revenue of 3.72B. Therefore, the gross margin over that period was 20.6%.
TDG - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a gross profit of 1.51B and revenue of 2.54B. Therefore, the gross margin over that period was 59.4%.
WRB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, W. R. Berkley Corporation reported an operating income of 606.51M and revenue of 3.72B, resulting in an operating margin of 16.3%.
TDG - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported an operating income of 1.18B and revenue of 2.54B, resulting in an operating margin of 46.3%.
WRB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, W. R. Berkley Corporation reported a net income of 449.51M and revenue of 3.72B, resulting in a net margin of 12.1%.
TDG - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TransDigm Group Incorporated reported a net income of 535.00M and revenue of 2.54B, resulting in a net margin of 21.0%.
Frequently Asked Questions
WRB and TDG have a correlation of 0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TDG has higher volatility (9.84%) compared to WRB (7.63%). In terms of maximum drawdown, WRB dropped -69.33% vs TDG's -62.64%.
TDG currently has the higher Sharpe Ratio (-0.23 vs -0.24), 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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