CB vs. AJG
CB (Chubb Limited) and AJG (Arthur J. Gallagher & Co.) are both stocks. Both are in the Financial Services sector — CB in Insurance - Property & Casualty, AJG in Insurance Brokers. Over the past 10 years, CB returned 12.26%/yr vs 18.45%/yr for AJG. At a 0.43 correlation, their price movements are largely independent.
Performance
CB vs. AJG - Performance Comparison
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Returns By Period
In the year-to-date period, CB achieves a 5.39% return, which is significantly higher than AJG's -16.10% return. Over the past 10 years, CB has underperformed AJG with an annualized return of 12.26%, while AJG has yielded a comparatively higher 18.45% annualized return.
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%
AJG
- 1D
- -1.35%
- 1M
- 8.26%
- YTD
- -16.10%
- 6M
- -15.25%
- 1Y
- -31.10%
- 3Y*
- 1.26%
- 5Y*
- 9.90%
- 10Y*
- 18.45%
CB vs. AJG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 5.39% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
AJG Arthur J. Gallagher & Co. | -16.10% | -8.03% | 27.34% | 20.51% | 12.44% | 39.02% | 32.12% | 31.79% | 19.19% | 25.04% |
Correlation
The correlation between CB and AJG is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.46 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.55 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.57 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 1993 | 0.43 |
The correlation between CB and AJG shifts across timeframes, from 0.43 (all time) to 0.57 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CB:
$28.35
AJG:
$5.74
CB:
11.53
AJG:
37.60
CB:
0.80
AJG:
3.90
CB:
2.71
AJG:
4.03
CB:
$48.15B
AJG:
$13.94B
CB:
$17.01B
AJG:
$7.63B
CB:
$12.22B
AJG:
$3.66B
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Return for Risk
CB vs. AJG — Risk / Return Rank
CB
AJG
CB vs. AJG - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and Arthur J. Gallagher & Co. (AJG). 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.
| CB | AJG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.01 | ||
| Sortino ratioReturn per unit of downside risk | +2.88 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.81 | +0.36 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | -0.77 | +2.43 |
| Martin ratioReturn relative to average drawdown | 3.77 | -1.30 | +5.07 |
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Drawdowns
CB vs. AJG - Drawdown Comparison
The maximum CB drawdown since its inception was -50.99%, smaller than the maximum AJG drawdown of -57.49%. Use the drawdown chart below to compare losses from any high point for CB and AJG.
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Drawdown Indicators
| CB | AJG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -57.49% | +6.50% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -40.64% | +31.28% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -44.40% | +30.05% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -44.40% | +25.14% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | -44.40% | +1.81% |
Current DrawdownCurrent decline from peak | -4.03% | -37.32% | +33.29% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -12.84% | +2.16% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 23.96% | -19.85% |
Volatility
CB vs. AJG - Volatility Comparison
The current volatility for Chubb Limited (CB) is 5.99%, while Arthur J. Gallagher & Co. (AJG) has a volatility of 8.23%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than AJG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CB | AJG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 8.23% | -2.24% |
Volatility (6M)Calculated over the trailing 6-month period | 12.76% | 22.31% | -9.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.66% | 27.80% | -10.14% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.33% | 23.00% | -2.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 23.09% | +0.60% |
Dividends
CB vs. AJG - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.20%, less than AJG's 1.25% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AJG Arthur J. Gallagher & Co. | 1.25% | 1.00% | 0.85% | 0.98% | 1.08% | 1.13% | 1.46% | 1.81% | 2.23% | 2.47% | 2.93% | 3.62% |
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
CB vs. AJG - Financials Comparison
This section allows you to compare key financial metrics between Chubb Limited and Arthur J. Gallagher & Co.. 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
CB and AJG have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
AJG has higher volatility (8.23%) compared to CB (5.99%). In terms of maximum drawdown, CB dropped -50.99% vs AJG's -57.49%.
CB currently has the higher Sharpe Ratio (0.88 vs -1.12), 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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