BOC vs. CB
BOC (Boston Omaha Corp) and CB (Chubb Limited) are both stocks. BOC operates in Advertising Agencies (Communication Services), while CB operates in Insurance - Property & Casualty (Financial Services). Over the past 5 years, BOC returned -16.42%/yr vs 16.27%/yr for CB. At a 0.22 correlation, their price movements are largely independent.
Performance
BOC vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, BOC achieves a 10.02% return, which is significantly higher than CB's 5.77% return.
BOC
- 1D
- 1.80%
- 1M
- 23.06%
- YTD
- 10.02%
- 6M
- 0.52%
- 1Y
- -2.99%
- 3Y*
- -11.81%
- 5Y*
- -16.42%
- 10Y*
- —
CB
- 1D
- 0.38%
- 1M
- 1.55%
- YTD
- 5.77%
- 6M
- 7.02%
- 1Y
- 15.88%
- 3Y*
- 21.39%
- 5Y*
- 16.27%
- 10Y*
- 12.26%
BOC vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BOC Boston Omaha Corp | 10.02% | -12.76% | -9.85% | -40.64% | -7.76% | 3.91% | 31.42% | -10.09% | -27.76% | 149.15% |
CB Chubb Limited | 5.77% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 0.62% |
Correlation
The correlation between BOC and CB is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.16 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.23 |
Correlation (All Time) Calculated using the full available price history since Jun 16, 2017 | 0.22 |
The correlation between BOC and CB shifts across timeframes, from 0.12 (1 year) to 0.23 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
BOC:
$419.25M
CB:
$129.48B
BOC:
-$0.44
CB:
$28.35
BOC:
3.71
CB:
2.72
BOC:
0.82
CB:
1.62
BOC:
$114.89M
CB:
$48.15B
BOC:
$105.55M
CB:
$17.01B
BOC:
$2.48M
CB:
$12.22B
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Return for Risk
BOC vs. CB — Risk / Return Rank
BOC
CB
BOC vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Boston Omaha Corp (BOC) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| BOC | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.95 | ||
| Sortino ratioReturn per unit of downside risk | -1.25 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.17 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | -0.11 | 1.64 | -1.75 |
| Martin ratioReturn relative to average drawdown | -0.22 | 3.73 | -3.94 |
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Drawdowns
BOC vs. CB - Drawdown Comparison
The maximum BOC drawdown since its inception was -76.58%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for BOC and CB.
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Drawdown Indicators
| BOC | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.58% | -50.99% | -25.59% |
Max Drawdown (1Y)Largest decline over 1 year | -23.46% | -9.36% | -14.10% |
Max Drawdown (3Y)Largest decline over 3 years | -43.43% | -14.35% | -29.08% |
Max Drawdown (5Y)Largest decline over 5 years | -74.13% | -19.26% | -54.87% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.59% | — |
Current DrawdownCurrent decline from peak | -71.18% | -3.68% | -67.50% |
Average DrawdownAverage peak-to-trough decline | -46.11% | -10.68% | -35.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.87% | 4.11% | +7.76% |
Volatility
BOC vs. CB - Volatility Comparison
Boston Omaha Corp (BOC) has a higher volatility of 15.59% compared to Chubb Limited (CB) at 6.08%. This indicates that BOC'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.
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Volatility by Period
| BOC | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.59% | 6.08% | +9.51% |
Volatility (6M)Calculated over the trailing 6-month period | 22.81% | 13.12% | +9.69% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.33% | 17.67% | +14.66% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.20% | 20.33% | +14.87% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.82% | 23.69% | +19.13% |
Dividends
BOC vs. CB - Dividend Comparison
BOC has not paid dividends to shareholders, while CB's dividend yield for the trailing twelve months is around 1.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BOC Boston Omaha Corp | 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 | 1.20% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
Financials
BOC vs. CB - Financials Comparison
This section allows you to compare key financial metrics between Boston Omaha Corp 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
BOC and CB have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BOC has higher volatility (15.59%) compared to CB (6.08%). In terms of maximum drawdown, BOC dropped -76.58% vs CB's -50.99%.
CB currently has the higher Sharpe Ratio (0.87 vs -0.08), 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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