AIZN vs. CB

Last updated Apr 2, 2026

Compare and contrast key facts about Assurant, Inc. 5.25% Subordinat (AIZN) and Chubb Limited (CB).

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.

AIZN vs. CB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020
AIZN Assurant, Inc. 5.25% Subordinat	0.21%	3.51%	6.98%	5.61%	-20.52%	4.41%	1.57%
CB Chubb Limited	5.13%	14.46%	23.89%	4.20%	15.97%	27.85%	1.42%

Fundamentals

EPS AIZN : $16.50 CB : $25.61
PE Ratio AIZN : 1.18 CB : 12.78
PEG Ratio AIZN : 0.03 CB : 0.85
PS Ratio AIZN : 0.08 CB : 2.82
Total Revenue (TTM) AIZN : $12.57B CB : $46.59B
Gross Profit (TTM) AIZN : $9.69B CB : $12.47B
EBITDA (TTM) AIZN : $1.40B CB : $10.09B

Returns By Period

In the year-to-date period, AIZN achieves a 0.21% return, which is significantly lower than CB's 5.13% return.

AIZN

• 1D: -2.06%
• 1M: -5.11%
• YTD: 0.21%
• 6M: -1.21%
• 1Y: 6.40%
• 3Y*: 6.03%
• 5Y*: 0.22%
• 10Y*: —

CB

• 1D: 0.38%
• 1M: -4.27%
• YTD: 5.13%
• 6M: 16.97%
• 1Y: 9.96%
• 3Y*: 20.66%
• 5Y*: 17.29%
• 10Y*: 12.52%

*Multi-year figures are annualized to reflect compound growth (CAGR)

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: 55
AIZN Sharpe Ratio Rank: 58
AIZN Sortino Ratio Rank: 50
AIZN Omega Ratio Rank: 47
AIZN Calmar Ratio Rank: 60
AIZN Martin Ratio Rank: 61

CB

CB Risk / Return Rank: 55
CB Sharpe Ratio Rank: 59
CB Sortino Ratio Rank: 50
CB Omega Ratio Rank: 50
CB Calmar Ratio Rank: 59
CB Martin Ratio Rank: 57

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.

	AIZN	CB	Difference
Sharpe ratio Return per unit of total volatility	0.48	0.51	-0.03
Sortino ratio Return per unit of downside risk	0.82	0.83	-0.01
Omega ratio Gain probability vs. loss probability	1.10	1.11	-0.02
Calmar ratio Return relative to maximum drawdown	0.87	0.83	+0.04
Martin ratio Return relative to average drawdown	2.22	1.65	+0.56
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

AIZN vs. CB - Sharpe Ratio Comparison

The current AIZN Sharpe Ratio is 0.48, which is comparable to the CB Sharpe Ratio of 0.51. The chart below compares the historical Sharpe Ratios of AIZN 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.

Sharpe Ratios by Period

	AIZN	CB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.48	0.51	-0.03
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.01	0.85	-0.84
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.53	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.01	0.40	-0.42

Correlation

The correlation between AIZN and CB is 0.11, 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.

Dividends

AIZN vs. CB - Dividend Comparison

AIZN's dividend yield for the trailing twelve months is around 5.05%, more than CB's 1.19% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIZN Assurant, Inc. 5.25% Subordinat	5.05%	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	1.19%	1.22%	1.30%	1.51%	1.49%	1.65%	2.01%	1.91%	2.24%	1.93%	2.07%	4.23%

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.

Drawdown Indicators

	AIZN	CB	Difference
Max Drawdown Largest peak-to-trough decline	-28.89%	-50.99%	+22.10%
Max Drawdown (1Y) Largest decline over 1 year	-9.60%	-11.76%	+2.16%
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	-9.60%	-4.27%	-5.33%
Average Drawdown Average peak-to-trough decline	-10.61%	-10.71%	+0.10%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.77%	5.90%	-2.13%

Volatility

AIZN vs. CB - Volatility Comparison

The current volatility for Assurant, Inc. 5.25% Subordinat (AIZN) is 4.07%, while Chubb Limited (CB) has a volatility of 4.68%. 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.

Volatility by Period

	AIZN	CB	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.07%	4.68%	-0.61%
Volatility (6M) Calculated over the trailing 6-month period	8.61%	13.04%	-4.43%
Volatility (1Y) Calculated over the trailing 1-year period	13.58%	19.73%	-6.15%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	18.48%	20.41%	-1.93%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	18.13%	23.67%	-5.54%

Financials