AMGN vs. CB
AMGN (Amgen Inc.) and CB (Chubb Limited) are both stocks. AMGN operates in Drug Manufacturers - General (Healthcare), while CB operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, AMGN returned 11.65%/yr vs 11.89%/yr for CB. At a 0.28 correlation, their price movements are largely independent.
Performance
AMGN vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, AMGN achieves a 7.16% return, which is significantly higher than CB's 3.43% return. Both investments have delivered pretty close results over the past 10 years, with AMGN having a 11.65% annualized return and CB not far ahead at 11.89%.
AMGN
- 1D
- -1.10%
- 1M
- 5.02%
- YTD
- 7.16%
- 6M
- 9.19%
- 1Y
- 22.66%
- 3Y*
- 20.11%
- 5Y*
- 11.06%
- 10Y*
- 11.65%
CB
- 1D
- -1.35%
- 1M
- 0.70%
- YTD
- 3.43%
- 6M
- 8.96%
- 1Y
- 10.97%
- 3Y*
- 20.64%
- 5Y*
- 15.72%
- 10Y*
- 11.89%
AMGN vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMGN Amgen Inc. | 7.16% | 29.67% | -6.77% | 13.46% | 20.43% | 0.87% | -1.99% | 27.60% | 15.23% | 22.27% |
CB Chubb Limited | 3.43% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
Correlation
The correlation between AMGN and CB is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.22 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 1993 | 0.28 |
The correlation between AMGN and CB shifts across timeframes, from 0.11 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
Fundamentals
AMGN:
$188.08B
CB:
$127.01B
AMGN:
$14.38
CB:
$28.35
AMGN:
24.05
CB:
11.35
AMGN:
1.38
CB:
0.79
AMGN:
5.04
CB:
2.67
AMGN:
20.47
CB:
1.59
AMGN:
$37.24B
CB:
$48.15B
AMGN:
$26.61B
CB:
$17.01B
AMGN:
$17.27B
CB:
$12.22B
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Return for Risk
AMGN vs. CB — Risk / Return Rank
AMGN
CB
AMGN vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amgen Inc. (AMGN) 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.
| AMGN | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.12 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 1.37 | 1.18 | +0.20 |
| Martin ratioReturn relative to average drawdown | 3.21 | 2.70 | +0.51 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| AMGN | CB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.83 | 0.62 | +0.21 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.47 | 0.78 | -0.31 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.47 | 0.50 | -0.03 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.61 | 0.40 | +0.21 |
Drawdowns
AMGN vs. CB - Drawdown Comparison
The maximum AMGN drawdown since its inception was -63.48%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for AMGN and CB.
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Drawdown Indicators
| AMGN | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -63.48% | -50.99% | -12.49% |
Max Drawdown (1Y)Largest decline over 1 year | -16.57% | -9.36% | -7.21% |
Max Drawdown (3Y)Largest decline over 3 years | -22.74% | -14.35% | -8.39% |
Max Drawdown (5Y)Largest decline over 5 years | -24.86% | -19.26% | -5.60% |
Max Drawdown (10Y)Largest decline over 10 years | -24.86% | -42.59% | +17.73% |
Current DrawdownCurrent decline from peak | -10.26% | -5.81% | -4.45% |
Average DrawdownAverage peak-to-trough decline | -16.78% | -10.68% | -6.10% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.09% | 4.52% | +2.57% |
Volatility
AMGN vs. CB - Volatility Comparison
Amgen Inc. (AMGN) and Chubb Limited (CB) have volatilities of 6.37% and 6.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AMGN | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.37% | 6.11% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 19.14% | 13.14% | +6.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.38% | 17.69% | +9.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 23.89% | 20.34% | +3.55% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 24.82% | 23.69% | +1.13% |
Dividends
AMGN vs. CB - Dividend Comparison
AMGN's dividend yield for the trailing twelve months is around 2.83%, more than CB's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMGN Amgen Inc. | 2.83% | 2.91% | 3.45% | 2.96% | 2.95% | 3.13% | 2.78% | 2.41% | 2.71% | 2.65% | 2.74% | 1.95% |
CB Chubb Limited | 1.21% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
Financials
AMGN vs. CB - Financials Comparison
This section allows you to compare key financial metrics between Amgen 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
AMGN and CB have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMGN has higher volatility (6.37%) compared to CB (6.11%). In terms of maximum drawdown, AMGN dropped -63.48% vs CB's -50.99%.
AMGN currently has the higher Sharpe Ratio (0.83 vs 0.62), 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.
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