AXS vs TRV: returns, Sharpe ratio and drawdown

Over the past year, TRV returned +46.86% against +8.28% for AXS. Over five years, TRV averaged +19.49% a year, compared with +13.96% for AXS. TRV had the higher Sharpe ratio over the past year (1.79 vs 0.27), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -10.25% for TRV and -21.02% for AXS.