CB vs. BRK-B
CB (Chubb Limited) and BRK-B (Berkshire Hathaway Inc.) are both stocks. Both are in the Financial Services sector — CB in Insurance - Property & Casualty, BRK-B in Insurance - Diversified. Over the past 10 years, CB returned 11.89%/yr vs 13.14%/yr for BRK-B. At a 0.43 correlation, their price movements are largely independent.
Performance
CB vs. BRK-B - Performance Comparison
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Returns By Period
In the year-to-date period, CB achieves a 3.43% return, which is significantly higher than BRK-B's -3.11% return. Over the past 10 years, CB has underperformed BRK-B with an annualized return of 11.89%, while BRK-B has yielded a comparatively higher 13.14% annualized return.
CB
- 1D
- -1.35%
- 1M
- 0.70%
- YTD
- 3.43%
- 6M
- 8.96%
- 1Y
- 10.97%
- 3Y*
- 20.64%
- 5Y*
- 15.72%
- 10Y*
- 11.89%
BRK-B
- 1D
- -0.23%
- 1M
- 2.32%
- YTD
- -3.11%
- 6M
- -2.06%
- 1Y
- -1.32%
- 3Y*
- 13.25%
- 5Y*
- 11.03%
- 10Y*
- 13.14%
CB vs. BRK-B - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 3.43% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
BRK-B Berkshire Hathaway Inc. | -3.11% | 10.89% | 27.09% | 15.46% | 3.31% | 28.95% | 2.37% | 10.93% | 3.01% | 21.62% |
Correlation
The correlation between CB and BRK-B is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.51 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.60 |
Correlation (All Time) Calculated using the full available price history since May 10, 1996 | 0.43 |
The correlation between CB and BRK-B shifts across timeframes, from 0.43 (all time) to 0.60 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CB:
$127.01B
BRK-B:
$1.05T
CB:
$28.35
BRK-B:
$33.62
CB:
11.35
BRK-B:
14.49
CB:
0.79
BRK-B:
0.56
CB:
2.67
BRK-B:
2.80
CB:
1.59
BRK-B:
1.44
CB:
$48.15B
BRK-B:
$375.39B
CB:
$17.01B
BRK-B:
$94.36B
CB:
$12.22B
BRK-B:
$71.92B
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Return for Risk
CB vs. BRK-B — Risk / Return Rank
CB
BRK-B
CB vs. BRK-B - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and Berkshire Hathaway Inc. (BRK-B). 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.
| CB | BRK-B | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.72 | ||
| Sortino ratioReturn per unit of downside risk | +1.06 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.00 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | -0.14 | +1.32 |
| Martin ratioReturn relative to average drawdown | 2.70 | -0.30 | +2.99 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CB | BRK-B | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | -0.09 | +0.72 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.65 | +0.13 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.68 | -0.17 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.48 | -0.08 |
Drawdowns
CB vs. BRK-B - Drawdown Comparison
The maximum CB drawdown since its inception was -50.99%, smaller than the maximum BRK-B drawdown of -53.86%. Use the drawdown chart below to compare losses from any high point for CB and BRK-B.
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Drawdown Indicators
| CB | BRK-B | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -53.86% | +2.87% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -9.42% | +0.06% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -14.95% | +0.60% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -26.58% | +7.32% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | -29.57% | -13.02% |
Current DrawdownCurrent decline from peak | -5.81% | -9.78% | +3.97% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -11.07% | +0.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.52% | 4.49% | +0.03% |
Volatility
CB vs. BRK-B - Volatility Comparison
Chubb Limited (CB) has a higher volatility of 6.11% compared to Berkshire Hathaway Inc. (BRK-B) at 3.98%. This indicates that CB's price experiences larger fluctuations and is considered to be riskier than BRK-B based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CB | BRK-B | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 3.98% | +2.13% |
Volatility (6M)Calculated over the trailing 6-month period | 13.14% | 10.87% | +2.27% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 14.38% | +3.31% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.34% | 17.13% | +3.21% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 19.44% | +4.25% |
Dividends
CB vs. BRK-B - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.21%, while BRK-B has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BRK-B Berkshire Hathaway 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 | 1.21% | 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. BRK-B - Financials Comparison
This section allows you to compare key financial metrics between Chubb Limited and Berkshire Hathaway Inc.. 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 BRK-B have a correlation of 0.45, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CB has higher volatility (6.11%) compared to BRK-B (3.98%). In terms of maximum drawdown, CB dropped -50.99% vs BRK-B's -53.86%.
CB currently has the higher Sharpe Ratio (0.62 vs -0.09), 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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