CB vs. ALLY

Last updated Jun 23, 2026

CB (Chubb Limited) and ALLY (Ally Financial Inc.) are both stocks. Both are in the Financial Services sector — CB in Insurance - Property & Casualty, ALLY in Credit Services. Over the past 10 years, CB returned 12.20%/yr vs 14.26%/yr for ALLY. At a 0.35 correlation, their price movements are largely independent.

Performance

CB vs. ALLY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chubb Limited (CB) and Ally Financial Inc. (ALLY). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CB achieves a 4.82% return, which is significantly higher than ALLY's 2.03% return. Over the past 10 years, CB has underperformed ALLY with an annualized return of 12.20%, while ALLY has yielded a comparatively higher 14.26% annualized return.

CB

• 1D: 0.56%
• 1M: -0.51%
• YTD: 4.82%
• 6M: 5.22%
• 1Y: 16.04%
• 3Y*: 20.56%
• 5Y*: 17.03%
• 10Y*: 12.20%

ALLY

• 1D: 0.18%
• 1M: 7.60%
• YTD: 2.03%
• 6M: -0.44%
• 1Y: 27.06%
• 3Y*: 24.07%
• 5Y*: 1.37%
• 10Y*: 14.26%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CB vs. ALLY - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CB Chubb Limited	4.82%	14.46%	23.89%	4.20%	15.97%	27.85%	1.41%	22.94%	-9.63%	12.82%
ALLY Ally Financial Inc.	2.03%	29.92%	6.37%	49.22%	-46.89%	36.04%	20.56%	37.94%	-20.67%	56.05%

Correlation

The correlation between CB and ALLY is 0.07, 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	0.07
Correlation (3Y) Calculated over the trailing 3-year period	0.13
Correlation (5Y) Calculated over the trailing 5-year period	0.28
Correlation (10Y) Calculated over the trailing 10-year period	0.35
Correlation (All Time) Calculated using the full available price history since Apr 10, 2014	0.35

Over the past year, the correlation between CB and ALLY has dropped to 0.07 - well below their long-term average of 0.35, suggesting their price drivers have been diverging.

Fundamentals

Market Cap CB : $128.32B ALLY : $14.27B
EPS CB : $28.35 ALLY : $4.45
PE Ratio CB : 11.47 ALLY : 10.23
PS Ratio CB : 2.70 ALLY : 0.91
PB Ratio CB : 1.61 ALLY : 1.07
Total Revenue (TTM) CB : $48.15B ALLY : $15.65B
Gross Profit (TTM) CB : $17.01B ALLY : $7.65B
EBITDA (TTM) CB : $12.22B ALLY : $2.77B

Return for Risk

CB vs. ALLY — Risk / Return Rank

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

CB

CB Risk / Return Rank: 68
CB Sharpe Ratio Rank: 70
CB Sortino Ratio Rank: 65
CB Omega Ratio Rank: 63
CB Calmar Ratio Rank: 72
CB Martin Ratio Rank: 72

ALLY

ALLY Risk / Return Rank: 66
ALLY Sharpe Ratio Rank: 70
ALLY Sortino Ratio Rank: 65
ALLY Omega Ratio Rank: 64
ALLY Calmar Ratio Rank: 66
ALLY Martin Ratio Rank: 67

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.

CB vs. ALLY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and Ally Financial Inc. (ALLY). 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	ALLY	Difference
Sharpe ratio: Return per unit of total volatility	0.91	0.91	0.00
Sortino ratio: Return per unit of downside risk	1.42	1.43	0.00
Omega ratio: Gain probability vs. loss probability	1.17	1.18	0.00
Calmar ratio: Return relative to maximum drawdown	1.72	1.18	+0.54
Martin ratio: Return relative to average drawdown	3.88	2.91	+0.97

CB vs. ALLY - Sharpe Ratio Comparison

The current CB Sharpe Ratio is 0.91, which is comparable to the ALLY Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of CB and ALLY, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CB vs. ALLY - Drawdown Comparison

The maximum CB drawdown since its inception was -50.99%, smaller than the maximum ALLY drawdown of -66.24%. Use the drawdown chart below to compare losses from any high point for CB and ALLY.

Drawdown Indicators

	CB	ALLY	Difference
Max Drawdown Largest peak-to-trough decline	-50.99%	-66.24%	+15.25%
Max Drawdown (1Y) Largest decline over 1 year	-9.36%	-23.04%	+13.68%
Max Drawdown (3Y) Largest decline over 3 years	-14.35%	-31.60%	+17.25%
Max Drawdown (5Y) Largest decline over 5 years	-19.26%	-58.08%	+38.82%
Max Drawdown (10Y) Largest decline over 10 years	-42.59%	-66.24%	+23.65%
Current Drawdown Current decline from peak	-4.55%	-4.30%	-0.25%
Average Drawdown Average peak-to-trough decline	-10.67%	-20.32%	+9.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.15%	9.32%	-5.17%

Volatility

CB vs. ALLY - Volatility Comparison

The current volatility for Chubb Limited (CB) is 5.77%, while Ally Financial Inc. (ALLY) has a volatility of 8.43%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than ALLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CB	ALLY	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.77%	8.43%	-2.66%
Volatility (6M) Calculated over the trailing 6-month period	12.73%	22.02%	-9.29%
Volatility (1Y) Calculated over the trailing 1-year period	17.69%	29.87%	-12.18%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.22%	38.52%	-18.30%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.69%	39.57%	-15.88%

Dividends

CB vs. ALLY - Dividend Comparison

CB's dividend yield for the trailing twelve months is around 1.21%, less than ALLY's 2.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
ALLY Ally Financial Inc.	2.63%	2.65%	3.33%	3.44%	4.91%	1.85%	2.13%	2.23%	2.47%	1.37%	0.84%	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

Frequently Asked Questions

Can I hold both CB and ALLY in my portfolio?

CB and ALLY have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CB or ALLY?

ALLY has higher volatility (8.43%) compared to CB (5.77%). In terms of maximum drawdown, CB dropped -50.99% vs ALLY's -66.24%.

Which has better risk-adjusted returns?

CB currently has the higher Sharpe Ratio (0.91 vs 0.91), 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.