CB vs. BMY
CB (Chubb Limited) and BMY (Bristol-Myers Squibb Company) are both stocks. CB operates in Insurance - Property & Casualty (Financial Services), while BMY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, CB returned 12.26%/yr vs 1.00%/yr for BMY. At a 0.30 correlation, their price movements are largely independent.
Performance
CB vs. BMY - Performance Comparison
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Returns By Period
In the year-to-date period, CB achieves a 5.77% return, which is significantly lower than BMY's 8.27% return. Over the past 10 years, CB has outperformed BMY with an annualized return of 12.26%, while BMY has yielded a comparatively lower 1.00% annualized return.
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%
BMY
- 1D
- 0.40%
- 1M
- 0.23%
- YTD
- 8.27%
- 6M
- 11.43%
- 1Y
- 20.57%
- 3Y*
- 0.45%
- 5Y*
- 0.73%
- 10Y*
- 1.00%
CB vs. BMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 5.77% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
BMY Bristol-Myers Squibb Company | 8.27% | 0.11% | 15.81% | -26.14% | 18.98% | 2.88% | 0.41% | 27.74% | -12.90% | 7.71% |
Correlation
The correlation between CB and BMY is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.25 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.26 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 1993 | 0.30 |
Fundamentals
CB:
$129.48B
BMY:
$116.75B
CB:
$28.35
BMY:
$3.57
CB:
11.58
BMY:
16.02
CB:
0.80
BMY:
0.91
CB:
2.72
BMY:
2.40
CB:
1.62
BMY:
5.82
CB:
$48.15B
BMY:
$48.48B
CB:
$17.01B
BMY:
$33.33B
CB:
$12.22B
BMY:
$13.34B
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Return for Risk
CB vs. BMY — Risk / Return Rank
CB
BMY
CB vs. BMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and Bristol-Myers Squibb Company (BMY). 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 | BMY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.19 | ||
| Sortino ratioReturn per unit of downside risk | +0.19 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.14 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 1.53 | +0.11 |
| Martin ratioReturn relative to average drawdown | 3.73 | 3.32 | +0.40 |
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Drawdowns
CB vs. BMY - Drawdown Comparison
The maximum CB drawdown since its inception was -50.99%, smaller than the maximum BMY drawdown of -72.03%. Use the drawdown chart below to compare losses from any high point for CB and BMY.
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Drawdown Indicators
| CB | BMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -72.03% | +21.04% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -12.05% | +2.69% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -36.85% | +22.50% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -47.67% | +28.41% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | -47.67% | +5.08% |
Current DrawdownCurrent decline from peak | -3.68% | -17.79% | +14.11% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -22.38% | +11.70% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 6.34% | -2.23% |
Volatility
CB vs. BMY - Volatility Comparison
The current volatility for Chubb Limited (CB) is 6.08%, while Bristol-Myers Squibb Company (BMY) has a volatility of 8.22%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than BMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CB | BMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 8.22% | -2.14% |
Volatility (6M)Calculated over the trailing 6-month period | 13.12% | 18.18% | -5.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 27.08% | -9.41% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.33% | 24.02% | -3.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 25.29% | -1.60% |
Dividends
CB vs. BMY - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.49%, less than BMY's 4.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BMY Bristol-Myers Squibb Company | 4.38% | 4.60% | 4.24% | 4.44% | 3.00% | 2.36% | 3.69% | 2.55% | 3.08% | 2.55% | 1.95% | 2.17% |
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. BMY - Financials Comparison
This section allows you to compare key financial metrics between Chubb Limited and Bristol-Myers Squibb Company. 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 BMY have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BMY has higher volatility (8.22%) compared to CB (6.08%). In terms of maximum drawdown, CB dropped -50.99% vs BMY's -72.03%.
CB currently has the higher Sharpe Ratio (0.87 vs 0.68), 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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