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AFG vs. CB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AFG and CB is 0.10, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.0
Correlation: 0.1

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Performance

AFG vs. CB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Financial Group, Inc. (AFG) and Chubb Limited (CB). The values are adjusted to include any dividend payments, if applicable.

-30.00%-20.00%-10.00%0.00%10.00%20.00%30.00%NovemberDecember2025FebruaryMarchApril
-4.76%
-21.86%
VMI
RCMT

Key characteristics

Sharpe Ratio

AFG:

-0.25

CB:

0.49

Sortino Ratio

AFG:

-0.19

CB:

0.79

Omega Ratio

AFG:

0.98

CB:

1.11

Calmar Ratio

AFG:

-0.27

CB:

0.71

Martin Ratio

AFG:

-0.70

CB:

1.79

Ulcer Index

AFG:

7.82%

CB:

5.67%

Daily Std Dev

AFG:

22.16%

CB:

20.64%

Max Drawdown

AFG:

-62.94%

CB:

-64.24%

Current Drawdown

AFG:

-19.69%

CB:

-9.08%

Fundamentals

Market Cap

AFG:

$10.23B

CB:

$109.92B

EPS

AFG:

$10.57

CB:

$22.71

PE Ratio

AFG:

11.52

CB:

12.08

PEG Ratio

AFG:

2.78

CB:

2.43

Total Revenue (TTM)

AFG:

$6.40B

CB:

$43.00B

Gross Profit (TTM)

AFG:

$6.42B

CB:

$42.97B

EBITDA (TTM)

AFG:

$917.00M

CB:

$9.63B

Returns By Period

In the year-to-date period, AFG achieves a -12.56% return, which is significantly lower than CB's -0.16% return. Over the past 10 years, AFG has outperformed CB with an annualized return of 13.98%, while CB has yielded a comparatively lower 11.59% annualized return.


AFG

YTD

-12.56%

1M

-6.41%

6M

-8.69%

1Y

-6.09%

5Y*

19.64%

10Y*

13.98%

CB

YTD

-0.16%

1M

-3.74%

6M

-1.14%

1Y

10.05%

5Y*

19.70%

10Y*

11.59%

*Annualized

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American Financial Group, Inc.

Chubb Limited

Risk-Adjusted Performance

AFG vs. CB — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AFG
The Risk-Adjusted Performance Rank of AFG is 4545
Overall Rank
The Sharpe Ratio Rank of AFG is 4848
Sharpe Ratio Rank
The Sortino Ratio Rank of AFG is 4242
Sortino Ratio Rank
The Omega Ratio Rank of AFG is 4242
Omega Ratio Rank
The Calmar Ratio Rank of AFG is 4444
Calmar Ratio Rank
The Martin Ratio Rank of AFG is 4949
Martin Ratio Rank

CB
The Risk-Adjusted Performance Rank of CB is 7777
Overall Rank
The Sharpe Ratio Rank of CB is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of CB is 7070
Sortino Ratio Rank
The Omega Ratio Rank of CB is 7070
Omega Ratio Rank
The Calmar Ratio Rank of CB is 8686
Calmar Ratio Rank
The Martin Ratio Rank of CB is 7979
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AFG vs. CB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Financial Group, Inc. (AFG) and Chubb Limited (CB). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.


The chart of Sharpe ratio for VMI, currently valued at 0.61, compared to the broader market-2.00-1.000.001.002.00
VMI: 0.61
RCMT: -0.45
The chart of Sortino ratio for VMI, currently valued at 1.37, compared to the broader market-6.00-4.00-2.000.002.004.00
VMI: 1.37
RCMT: -0.42
The chart of Omega ratio for VMI, currently valued at 1.18, compared to the broader market0.501.001.502.00
VMI: 1.18
RCMT: 0.95
The chart of Calmar ratio for VMI, currently valued at 0.62, compared to the broader market0.001.002.003.004.00
VMI: 0.62
RCMT: -0.33
The chart of Martin ratio for VMI, currently valued at 2.88, compared to the broader market-5.000.005.0010.0015.00
VMI: 2.88
RCMT: -0.94

The current AFG Sharpe Ratio is -0.25, which is lower than the CB Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of AFG and CB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2025FebruaryMarchApril
0.61
-0.45
VMI
RCMT

Dividends

AFG vs. CB - Dividend Comparison

AFG's dividend yield for the trailing twelve months is around 7.70%, more than CB's 1.32% yield.


TTM20242023202220212020201920182017201620152014

Drawdowns

AFG vs. CB - Drawdown Comparison

The maximum AFG drawdown since its inception was -62.94%, roughly equal to the maximum CB drawdown of -64.24%. Use the drawdown chart below to compare losses from any high point for AFG and CB. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-26.05%
-49.04%
VMI
RCMT

Volatility

AFG vs. CB - Volatility Comparison

The current volatility for American Financial Group, Inc. (AFG) is NaN%, while Chubb Limited (CB) has a volatility of NaN%. This indicates that AFG experiences smaller price fluctuations and is considered to be less risky than CB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
19.35%
20.01%
VMI
RCMT

Financials

AFG vs. CB - Financials Comparison

This section allows you to compare key financial metrics between American Financial Group, Inc. and Chubb Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B4.00B6.00B8.00B10.00B12.00B14.00BAprilJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober
2.15B
14.28B
(AFG) Total Revenue
(CB) Total Revenue
Values in USD except per share items

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