ACGL vs TRV: returns, Sharpe ratio and drawdown

Over the past year, TRV returned +34.93% against +4.17% for ACGL. Over five years, TRV averaged +18.98% a year, compared with +17.79% for ACGL. TRV had the higher Sharpe ratio over the past year (1.34 vs 0.09), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -10.25% for TRV and -14.08% for ACGL.