AMZN vs. CB
AMZN (Amazon.com, Inc) and CB (Chubb Limited) are both stocks. AMZN operates in Internet Retail (Consumer Cyclical), while CB operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, AMZN returned 21.19%/yr vs 11.89%/yr for CB. At a 0.22 correlation, their price movements are largely independent.
Performance
AMZN vs. CB - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, AMZN achieves a 6.24% return, which is significantly higher than CB's 3.43% return. Over the past 10 years, AMZN has outperformed CB with an annualized return of 21.19%, while CB has yielded a comparatively lower 11.89% annualized return.
AMZN
- 1D
- -0.33%
- 1M
- -10.07%
- YTD
- 6.24%
- 6M
- 8.08%
- 1Y
- 14.82%
- 3Y*
- 25.71%
- 5Y*
- 8.37%
- 10Y*
- 21.19%
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%
AMZN vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 6.24% | 5.21% | 44.39% | 80.88% | -49.62% | 2.38% | 76.26% | 23.03% | 28.43% | 55.96% |
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 AMZN and CB is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.09 |
Correlation (All Time) Calculated using the full available price history since May 16, 1997 | 0.22 |
The correlation between AMZN and CB shifts across timeframes, from -0.16 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
Fundamentals
AMZN:
$2.67T
CB:
$127.01B
AMZN:
$8.37
CB:
$28.35
AMZN:
29.29
CB:
11.35
AMZN:
0.71
CB:
0.79
AMZN:
3.58
CB:
2.67
AMZN:
6.03
CB:
1.59
AMZN:
$742.78B
CB:
$48.15B
AMZN:
$348.59B
CB:
$17.01B
AMZN:
$152.71B
CB:
$12.22B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
AMZN vs. CB — Risk / Return Rank
AMZN
CB
AMZN vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Amazon.com, Inc (AMZN) 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.
| AMZN | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.13 | ||
| Sortino ratioReturn per unit of downside risk | -0.14 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.12 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.68 | 1.18 | -0.49 |
| Martin ratioReturn relative to average drawdown | 1.64 | 2.70 | -1.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| AMZN | CB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.49 | 0.62 | -0.13 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.24 | 0.78 | -0.54 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.65 | 0.50 | +0.15 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.56 | 0.40 | +0.16 |
Drawdowns
AMZN vs. CB - Drawdown Comparison
The maximum AMZN drawdown since its inception was -94.40%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for AMZN and CB.
Loading charts...
Drawdown Indicators
| AMZN | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -94.40% | -50.99% | -43.41% |
Max Drawdown (1Y)Largest decline over 1 year | -21.74% | -9.36% | -12.38% |
Max Drawdown (3Y)Largest decline over 3 years | -30.88% | -14.35% | -16.53% |
Max Drawdown (5Y)Largest decline over 5 years | -56.15% | -19.26% | -36.89% |
Max Drawdown (10Y)Largest decline over 10 years | -56.15% | -42.59% | -13.56% |
Current DrawdownCurrent decline from peak | -10.83% | -5.81% | -5.02% |
Average DrawdownAverage peak-to-trough decline | -28.12% | -10.68% | -17.44% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.08% | 4.52% | +4.56% |
Volatility
AMZN vs. CB - Volatility Comparison
Amazon.com, Inc (AMZN) has a higher volatility of 7.80% compared to Chubb Limited (CB) at 6.11%. This indicates that AMZN's price experiences larger fluctuations and is considered to be riskier than CB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| AMZN | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.80% | 6.11% | +1.69% |
Volatility (6M)Calculated over the trailing 6-month period | 20.58% | 13.14% | +7.44% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.13% | 17.69% | +12.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.53% | 20.34% | +15.19% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.48% | 23.69% | +8.79% |
Dividends
AMZN vs. CB - Dividend Comparison
AMZN has not paid dividends to shareholders, while CB's dividend yield for the trailing twelve months is around 1.21%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AMZN Amazon.com, Inc | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
AMZN vs. CB - Financials Comparison
This section allows you to compare key financial metrics between Amazon.com, 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
AMZN and CB have a correlation of -0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AMZN has higher volatility (7.80%) compared to CB (6.11%). In terms of maximum drawdown, AMZN dropped -94.40% vs CB's -50.99%.
CB currently has the higher Sharpe Ratio (0.62 vs 0.49), 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.
Find the right allocation for AMZN 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.
Open Portfolio Optimizer