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. Data as of 2026-10-29.
| Last close price | $394.01 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +37.23% |
| Total return over period | +157.14% |
| Annualized volatility | 22.16% |
| Period volatility | 38.27% |
| Period T-bill | 12.40% |
| Sharpe ratio | 3.78 |
| Sortino ratio | 5.67 |
| Max drawdown | -12.47% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.08% |
| Correlation with the S&P 500 | 0.22 |
| Period range | $157.83 – $405.44 |
| Trading days analyzed | 752 |
Over the last 3.0 years, The Travelers Companies (TRV) has posted an annualized return of +37.23% with annual volatility of 22.16%, a Sharpe ratio of 3.78. Its worst stretch (max drawdown from a peak) was -12.47%. Its correlation with the S&P 500 is 0.22, 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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