The Travelers Companies (TRV): analysis and statistics
Return, volatility, Sharpe ratio and risk for The Travelers Companies, a component of the S&P 500 in the Financials sector. Data as of 2026-09-13.
| Last close price | $375.20 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +34.37% |
| Total return over period | +141.19% |
| Annualized volatility | 22.31% |
| Period volatility | 38.52% |
| Sharpe ratio | 1.36 |
| Sortino ratio | 2.05 |
| Max drawdown | -12.47% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.11% |
| Correlation with the S&P 500 | 0.23 |
| Period range | $150.60 – $397.22 |
| Trading days analyzed | 751 |
Over the last 3.0 years, The Travelers Companies (TRV) has posted an annualized return of +34.37% with annual volatility of 22.31%, a Sharpe ratio of 1.36. Its worst stretch (max drawdown from a peak) was -12.47%. Its correlation with the S&P 500 is 0.23, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how TRV would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, The Travelers Companies (TRV) is of the S&P 500.
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