RLI vs TRV: Correlation
Measured on weekly returns over the past three years, RLI Corp. (RLI) and Travelers Companies (The) (TRV) carry a correlation of 0.56, a moderate link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are RLI and TRV?
Across a 3-year window, the weekly returns of RLI and TRV correlate at 0.56, moderate. The relationship has been stable: the 1-year correlation (0.54) sits close to the 3-year figure. Stretching to 5 years gives 0.57, with an annualized covariance of 259.7 %².
Within RLI's tracked universe of 29 assets, TRV comes in at #8 by 3-year correlation. The last year tells two different stories: TRV led by 35.9 percentage points, +1.9% for RLI against +37.8% for TRV.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
RLI vs TRV: side by side
| RLI (RLI Corp.) | TRV (Travelers Companies (The)) | |
|---|---|---|
| 1-year return | +1.9% | +37.8% |
| 5-year return | +46.7% | +155.3% |
| Volatility (ann.) | 22.2% | 20.8% |
| Beta vs S&P 500 | 0.18 | 0.36 |
| Max drawdown (3Y) | -43.5% | -12.5% |
| Market cap | $5.9B | $77.0B |
| P/E (trailing) | 13.5 | 10.0 |
| Dividend yield | 1.02% | 1.23% |
| Sector / category | US Listed | Financials |
Year-by-year returns
| Year | RLI | TRV |
|---|---|---|
| 2022 | +24.8% | +22.4% |
| 2023 | +3.8% | +3.9% |
| 2024 | +27.6% | +28.8% |
| 2025 | -19.1% | +22.4% |
| 2026 | +5.1% | +28.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are RLI and TRV good diversifiers for each other?
To a limited degree. At 0.56 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
FAQ
What is the correlation between RLI and TRV?
As of 2026-08-27, the correlation of weekly returns between RLI and TRV is 0.56 over 3 years, 0.54 over 1 year and 0.57 over 5 years.
Is TRV a good diversifier for RLI?
To a limited degree. At 0.56 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
What does a correlation of 0.56 mean?
On the −1 to +1 scale, 0.56 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/rli-vs-trv.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/rli-vs-trv/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: RLI correlations · TRV correlations
