SIGI vs TRV: Correlation
How closely do Selective Insurance Group, Inc. (SIGI) and Travelers Companies (The) (TRV) trade together? Their weekly returns over three years give a correlation of 0.57, which is moderate.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are SIGI and TRV?
Across a 3-year window, the weekly returns of SIGI and TRV correlate at 0.57, moderate. Little has changed lately, as the 1-year reading of 0.52 lands near the 3-year figure. Stretching to 5 years gives 0.55, with an annualized covariance of 301.7 %².
Few assets follow SIGI as closely as TRV, which ranks #3 of 16 tracked partners. Correlation aside, the last 12 months split them widely, with TRV ahead by 18.7 points (+19.1% versus +37.8%).
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.
SIGI vs TRV: side by side
| SIGI (Selective Insurance Group, Inc.) | TRV (Travelers Companies (The)) | |
|---|---|---|
| 1-year return | +19.1% | +37.8% |
| 5-year return | +18.8% | +155.3% |
| Volatility (ann.) | 25.4% | 20.8% |
| Beta vs S&P 500 | 0.32 | 0.36 |
| Max drawdown (3Y) | -30.5% | -12.5% |
| Market cap | $5.5B | $77.0B |
| P/E (trailing) | 11.5 | 10.0 |
| Dividend yield | 1.81% | 1.23% |
| Sector / category | US Listed | Financials |
Year-by-year returns
| Year | SIGI | TRV |
|---|---|---|
| 2022 | +9.7% | +22.4% |
| 2023 | +13.7% | +3.9% |
| 2024 | -4.6% | +28.8% |
| 2025 | -8.8% | +22.4% |
| 2026 | +11.9% | +28.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are SIGI and TRV good diversifiers for each other?
Somewhat, no more. With 0.57 correlation, most large moves hit both names, and the diversification benefit stays modest.
FAQ
What is the correlation between SIGI and TRV?
Using weekly returns as of 2026-08-27: 0.57 over 3 years, with 0.52 over the last year and 0.55 over 5 years.
Is TRV a good diversifier for SIGI?
Somewhat, no more. With 0.57 correlation, most large moves hit both names, and the diversification benefit stays modest.
What does a correlation of 0.57 mean?
Correlation ranges from −1 to +1. Values near +1 mean two assets move together, near 0 that they move independently, and negative values that they tend to move in opposite directions. It measures co-movement, not performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/sigi-vs-trv.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/sigi-vs-trv/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: SIGI correlations · TRV correlations
