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

Performance

CACI vs. CB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CACI International Inc (CACI) 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, CACI achieves a -4.74% return, which is significantly lower than CB's 5.39% return. Over the past 10 years, CACI has outperformed CB with an annualized return of 17.92%, while CB has yielded a comparatively lower 12.26% annualized return.


CACI

1D
-2.28%
1M
4.23%
YTD
-4.74%
6M
-10.55%
1Y
12.62%
3Y*
15.94%
5Y*
13.96%
10Y*
17.92%

CB

1D
-0.36%
1M
1.18%
YTD
5.39%
6M
5.22%
1Y
15.46%
3Y*
20.42%
5Y*
16.13%
10Y*
12.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CACI vs. CB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CACI
CACI International Inc
-4.74%31.86%24.76%7.74%11.66%7.97%-0.26%73.57%8.83%6.48%
CB
Chubb Limited
5.39%14.46%23.89%4.20%15.97%27.85%1.41%22.94%-9.63%12.82%

Correlation

The correlation between CACI and CB is 0.03, 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

0.03

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

0.15

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

0.26

Correlation (10Y)
Calculated over the trailing 10-year period

0.29

Correlation (All Time)
Calculated using the full available price history since Mar 24, 1993

0.26

Over the past year, the correlation between CACI and CB has dropped to 0.03 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

CACI:

$11.25B

CB:

$129.01B

EPS

CACI:

$18.36

CB:

$28.35

PE Ratio

CACI:

27.64

CB:

11.53

PEG Ratio

CACI:

4.73

CB:

0.80

PS Ratio

CACI:

1.23

CB:

2.71

PB Ratio

CACI:

2.63

CB:

1.61

Total Revenue (TTM)

CACI:

$9.16B

CB:

$48.15B

Gross Profit (TTM)

CACI:

$854.30M

CB:

$17.01B

EBITDA (TTM)

CACI:

$1.08B

CB:

$12.22B

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Return for Risk

CACI vs. CB — Risk / Return Rank

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

CACI
CACI Risk / Return Rank: 5353
Overall Rank
CACI Sharpe Ratio Rank: 5656
Sharpe Ratio Rank
CACI Sortino Ratio Rank: 5151
Sortino Ratio Rank
CACI Omega Ratio Rank: 5050
Omega Ratio Rank
CACI Calmar Ratio Rank: 5353
Calmar Ratio Rank
CACI Martin Ratio Rank: 5454
Martin Ratio Rank

CB
CB Risk / Return Rank: 6868
Overall Rank
CB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CB Sortino Ratio Rank: 6464
Sortino Ratio Rank
CB Omega Ratio Rank: 6363
Omega Ratio Rank
CB Calmar Ratio Rank: 7272
Calmar Ratio Rank
CB Martin Ratio Rank: 7171
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.

CACI vs. CB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CACI International Inc (CACI) 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.


CACICBDifference
Sharpe ratioReturn per unit of total volatility

-0.49

Sortino ratioReturn per unit of downside risk

-0.57

Omega ratioGain probability vs. loss probability

1.10

1.17

-0.07

Calmar ratioReturn relative to maximum drawdown

0.46

1.66

-1.20

Martin ratioReturn relative to average drawdown

1.10

3.77

-2.67

CACI vs. CB - Sharpe Ratio Comparison

The current CACI Sharpe Ratio is 0.40, which is lower than the CB Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of CACI 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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Drawdowns

CACI vs. CB - Drawdown Comparison

The maximum CACI drawdown since its inception was -62.89%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for CACI and CB.


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Drawdown Indicators


CACICBDifference

Max Drawdown

Largest peak-to-trough decline

-62.89%

-50.99%

-11.90%

Max Drawdown (1Y)

Largest decline over 1 year

-27.36%

-9.36%

-18.00%

Max Drawdown (3Y)

Largest decline over 3 years

-42.88%

-14.35%

-28.53%

Max Drawdown (5Y)

Largest decline over 5 years

-42.88%

-19.26%

-23.62%

Max Drawdown (10Y)

Largest decline over 10 years

-42.88%

-42.59%

-0.29%

Current Drawdown

Current decline from peak

-23.35%

-4.03%

-19.32%

Average Drawdown

Average peak-to-trough decline

-19.09%

-10.68%

-8.41%

Ulcer Index

Depth and duration of drawdowns from previous peaks

11.48%

4.11%

+7.37%

Volatility

CACI vs. CB - Volatility Comparison

CACI International Inc (CACI) has a higher volatility of 7.46% compared to Chubb Limited (CB) at 5.99%. This indicates that CACI'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


CACICBDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.46%

5.99%

+1.47%

Volatility (6M)

Calculated over the trailing 6-month period

23.79%

12.76%

+11.03%

Volatility (1Y)

Calculated over the trailing 1-year period

32.13%

17.66%

+14.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

26.95%

20.33%

+6.62%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

28.08%

23.69%

+4.39%

Dividends

CACI vs. CB - Dividend Comparison

CACI has not paid dividends to shareholders, while CB's dividend yield for the trailing twelve months is around 1.20%.


PositionTTM20252024202320222021202020192018201720162015
CACI
CACI International 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
1.20%1.22%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%4.23%

Financials

CACI vs. CB - Financials Comparison

This section allows you to compare key financial metrics between CACI International 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20222023202420252026
2.35B
1.88B
(CACI) Total Revenue
(CB) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CACI and CB have a correlation of 0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CACI has higher volatility (7.46%) compared to CB (5.99%). In terms of maximum drawdown, CACI dropped -62.89% vs CB's -50.99%.

CB currently has the higher Sharpe Ratio (0.88 vs 0.40), 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 CACI 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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