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AIZN vs. CB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

AIZN vs. CB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Assurant, Inc. 5.25% Subordinat (AIZN) and Chubb Limited (CB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, AIZN achieves a 0.73% return, which is significantly higher than CB's 0.50% return.


AIZN

1D
-0.57%
1M
-0.93%
YTD
0.73%
6M
1.34%
1Y
4.64%
3Y*
5.17%
5Y*
-0.41%
10Y*

CB

1D
0.15%
1M
-3.80%
YTD
0.50%
6M
6.65%
1Y
6.88%
3Y*
19.24%
5Y*
14.29%
10Y*
11.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

AIZN vs. CB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020
AIZN
Assurant, Inc. 5.25% Subordinat
0.73%3.51%6.98%5.61%-20.52%4.41%1.57%
CB
Chubb Limited
0.50%14.46%23.89%4.20%15.97%27.85%1.42%

Correlation

The correlation between AIZN and CB is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

-0.01

Correlation (3Y)
Calculated over the trailing 3-year period

0.05

Correlation (5Y)
Calculated over the trailing 5-year period

0.10

Correlation (All Time)
Calculated using the full available price history since Nov 27, 2020

0.10

The correlation between AIZN and CB shifts across timeframes, from -0.01 (1 year) to 0.10 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

AIZN:

$967.31M

CB:

$123.41B

EPS

AIZN:

$19.68

CB:

$28.35

PE Ratio

AIZN:

0.98

CB:

11.03

PEG Ratio

AIZN:

0.03

CB:

0.77

PS Ratio

AIZN:

0.07

CB:

2.60

PB Ratio

AIZN:

0.16

CB:

1.54

Total Revenue (TTM)

AIZN:

$13.16B

CB:

$48.15B

Gross Profit (TTM)

AIZN:

$10.24B

CB:

$17.01B

EBITDA (TTM)

AIZN:

$1.52B

CB:

$12.22B

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Assurant, Inc. 5.25% Subordinat

Chubb Limited

Return for Risk

AIZN vs. CB — Risk / Return Rank

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

AIZN
AIZN Risk / Return Rank: 5050
Overall Rank
AIZN Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
AIZN Sortino Ratio Rank: 4646
Sortino Ratio Rank
AIZN Omega Ratio Rank: 4444
Omega Ratio Rank
AIZN Calmar Ratio Rank: 5252
Calmar Ratio Rank
AIZN Martin Ratio Rank: 5252
Martin Ratio Rank

CB
CB Risk / Return Rank: 5151
Overall Rank
CB Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
CB Sortino Ratio Rank: 4646
Sortino Ratio Rank
CB Omega Ratio Rank: 4545
Omega Ratio Rank
CB Calmar Ratio Rank: 5656
Calmar Ratio Rank
CB Martin Ratio Rank: 5656
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

AIZN vs. CB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Assurant, Inc. 5.25% Subordinat (AIZN) 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.


AIZNCBDifference
Sharpe ratioReturn per unit of total volatility

-0.01

Sortino ratioReturn per unit of downside risk

-0.02

Omega ratioGain probability vs. loss probability

1.08

1.08

-0.01

Calmar ratioReturn relative to maximum drawdown

0.51

0.74

-0.23

Martin ratioReturn relative to average drawdown

1.00

1.55

-0.54

AIZN vs. CB - Sharpe Ratio Comparison

The current AIZN Sharpe Ratio is 0.39, which is comparable to the CB Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of AIZN and CB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


AIZNCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.39

0.40

-0.01

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.02

0.71

-0.73

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.48

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.01

0.40

-0.40

Drawdowns

AIZN vs. CB - Drawdown Comparison

The maximum AIZN drawdown since its inception was -28.89%, smaller than the maximum CB drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for AIZN and CB.


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Drawdown Indicators


AIZNCBDifference

Max Drawdown

Largest peak-to-trough decline

-28.89%

-50.99%

+22.10%

Max Drawdown (1Y)

Largest decline over 1 year

-9.12%

-9.36%

+0.24%

Max Drawdown (3Y)

Largest decline over 3 years

-17.29%

-14.35%

-2.94%

Max Drawdown (5Y)

Largest decline over 5 years

-28.89%

-19.26%

-9.63%

Max Drawdown (10Y)

Largest decline over 10 years

-42.59%

Current Drawdown

Current decline from peak

-9.12%

-8.49%

-0.63%

Average Drawdown

Average peak-to-trough decline

-10.51%

-10.68%

+0.17%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.64%

4.87%

-0.23%

Volatility

AIZN vs. CB - Volatility Comparison

The current volatility for Assurant, Inc. 5.25% Subordinat (AIZN) is 2.13%, while Chubb Limited (CB) has a volatility of 4.57%. This indicates that AIZN 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.


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Volatility by Period


AIZNCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

2.13%

4.57%

-2.44%

Volatility (6M)

Calculated over the trailing 6-month period

8.08%

12.54%

-4.46%

Volatility (1Y)

Calculated over the trailing 1-year period

11.84%

17.33%

-5.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.53%

20.28%

-1.75%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

17.94%

23.65%

-5.71%

Dividends

AIZN vs. CB - Dividend Comparison

AIZN's dividend yield for the trailing twelve months is around 6.81%, more than CB's 1.24% yield.


PositionTTM20252024202320222021202020192018201720162015
AIZN
Assurant, Inc. 5.25% Subordinat
6.81%6.75%6.54%6.58%6.50%5.62%0.00%0.00%0.00%0.00%0.00%0.00%
CB
Chubb Limited
1.24%1.22%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%4.23%

Financials

AIZN vs. CB - Financials Comparison

This section allows you to compare key financial metrics between Assurant, Inc. 5.25% Subordinat 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


0.005.00B10.00B15.00B20222023202420252026
3.42B
1.88B
(AIZN) Total Revenue
(CB) Total Revenue
Values in USD except per share items

Frequently Asked Questions


AIZN and CB have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CB has higher volatility (4.57%) compared to AIZN (2.13%). In terms of maximum drawdown, AIZN dropped -28.89% vs CB's -50.99%.

CB currently has the higher Sharpe Ratio (0.40 vs 0.39), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.

Portfolio Optimizer

Find the right allocation for AIZN and CB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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