PortfoliosLab logo
CB vs. CINF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CB and CINF is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

CB vs. CINF - Performance Comparison

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

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%December2025FebruaryMarchAprilMay
5,563.60%
2,129.12%
CB
CINF

Key characteristics

Sharpe Ratio

CB:

0.79

CINF:

1.02

Sortino Ratio

CB:

1.18

CINF:

1.46

Omega Ratio

CB:

1.16

CINF:

1.20

Calmar Ratio

CB:

1.16

CINF:

1.29

Martin Ratio

CB:

2.85

CINF:

3.28

Ulcer Index

CB:

5.85%

CINF:

7.84%

Daily Std Dev

CB:

21.26%

CINF:

25.21%

Max Drawdown

CB:

-64.24%

CINF:

-59.64%

Current Drawdown

CB:

-4.84%

CINF:

-9.10%

Fundamentals

Market Cap

CB:

$115.13B

CINF:

$22.44B

EPS

CB:

$20.77

CINF:

$9.17

PE Ratio

CB:

13.83

CINF:

15.66

PEG Ratio

CB:

2.48

CINF:

-158.72

PS Ratio

CB:

2.04

CINF:

1.98

PB Ratio

CB:

1.75

CINF:

1.59

Total Revenue (TTM)

CB:

$56.36B

CINF:

$10.97B

Gross Profit (TTM)

CB:

$56.31B

CINF:

$10.97B

EBITDA (TTM)

CB:

$11.47B

CINF:

$1.93B

Returns By Period

In the year-to-date period, CB achieves a 4.50% return, which is significantly higher than CINF's 0.73% return. Over the past 10 years, CB has underperformed CINF with an annualized return of 12.43%, while CINF has yielded a comparatively higher 14.06% annualized return.


CB

YTD

4.50%

1M

2.55%

6M

4.93%

1Y

17.33%

5Y*

27.01%

10Y*

12.43%

CINF

YTD

0.73%

1M

9.26%

6M

5.35%

1Y

26.13%

5Y*

25.43%

10Y*

14.06%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CB vs. CINF — Risk-Adjusted Performance Rank

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

CB
The Risk-Adjusted Performance Rank of CB is 7575
Overall Rank
The Sharpe Ratio Rank of CB is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of CB is 6969
Sortino Ratio Rank
The Omega Ratio Rank of CB is 6868
Omega Ratio Rank
The Calmar Ratio Rank of CB is 8585
Calmar Ratio Rank
The Martin Ratio Rank of CB is 7777
Martin Ratio Rank

CINF
The Risk-Adjusted Performance Rank of CINF is 8080
Overall Rank
The Sharpe Ratio Rank of CINF is 8383
Sharpe Ratio Rank
The Sortino Ratio Rank of CINF is 7676
Sortino Ratio Rank
The Omega Ratio Rank of CINF is 7676
Omega Ratio Rank
The Calmar Ratio Rank of CINF is 8787
Calmar Ratio Rank
The Martin Ratio Rank of CINF is 8080
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CB vs. CINF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and Cincinnati Financial Corporation (CINF). 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.


The chart of Sharpe ratio for CB, currently valued at 0.79, compared to the broader market-2.00-1.000.001.002.003.00
CB: 0.79
CINF: 1.02
The chart of Sortino ratio for CB, currently valued at 1.18, compared to the broader market-6.00-4.00-2.000.002.004.00
CB: 1.18
CINF: 1.46
The chart of Omega ratio for CB, currently valued at 1.16, compared to the broader market0.501.001.502.00
CB: 1.16
CINF: 1.20
The chart of Calmar ratio for CB, currently valued at 1.16, compared to the broader market0.001.002.003.004.005.00
CB: 1.16
CINF: 1.29
The chart of Martin ratio for CB, currently valued at 2.85, compared to the broader market-40.00-30.00-20.00-10.000.0010.0020.00
CB: 2.85
CINF: 3.28

The current CB Sharpe Ratio is 0.79, which is comparable to the CINF Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of CB and CINF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.00December2025FebruaryMarchAprilMay
0.79
1.02
CB
CINF

Dividends

CB vs. CINF - Dividend Comparison

CB's dividend yield for the trailing twelve months is around 1.26%, less than CINF's 2.29% yield.


TTM20242023202220212020201920182017201620152014
CB
Chubb Limited
1.26%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%
CINF
Cincinnati Financial Corporation
2.29%2.25%2.90%2.70%2.21%2.75%2.13%2.74%3.33%2.53%3.89%3.40%

Drawdowns

CB vs. CINF - Drawdown Comparison

The maximum CB drawdown since its inception was -64.24%, which is greater than CINF's maximum drawdown of -59.64%. Use the drawdown chart below to compare losses from any high point for CB and CINF. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%December2025FebruaryMarchAprilMay
-4.84%
-9.10%
CB
CINF

Volatility

CB vs. CINF - Volatility Comparison

The current volatility for Chubb Limited (CB) is 10.59%, while Cincinnati Financial Corporation (CINF) has a volatility of 14.37%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than CINF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%December2025FebruaryMarchAprilMay
10.59%
14.37%
CB
CINF

Financials

CB vs. CINF - Financials Comparison

This section allows you to compare key financial metrics between Chubb Limited and Cincinnati Financial Corporation. 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


0.005.00B10.00B15.00B20212022202320242025
13.35B
2.57B
(CB) Total Revenue
(CINF) Total Revenue
Values in USD except per share items

CB vs. CINF - Profitability Comparison

The chart below illustrates the profitability comparison between Chubb Limited and Cincinnati Financial Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

99.2%99.4%99.6%99.8%100.0%20212022202320242025
100.0%
100.0%
(CB) Gross Margin
(CINF) Gross Margin
CB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Chubb Limited reported a gross profit of 13.35B and revenue of 13.35B. Therefore, the gross margin over that period was 100.0%.
CINF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Cincinnati Financial Corporation reported a gross profit of 2.57B and revenue of 2.57B. Therefore, the gross margin over that period was 100.0%.
CB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Chubb Limited reported an operating income of 1.75B and revenue of 13.35B, resulting in an operating margin of 13.1%.
CINF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Cincinnati Financial Corporation reported an operating income of -115.00M and revenue of 2.57B, resulting in an operating margin of -4.5%.
CB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Chubb Limited reported a net income of 1.33B and revenue of 13.35B, resulting in a net margin of 10.0%.
CINF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Cincinnati Financial Corporation reported a net income of -90.00M and revenue of 2.57B, resulting in a net margin of -3.5%.