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CB vs. CINF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, CB achieves a 4.24% return, which is significantly lower than CINF's 4.83% return. Both investments have delivered pretty close results over the past 10 years, with CB having a 12.07% annualized return and CINF not far ahead at 12.21%.


CB

1D
-1.39%
1M
-1.06%
YTD
4.24%
6M
4.75%
1Y
15.40%
3Y*
19.98%
5Y*
17.42%
10Y*
12.07%

CINF

1D
-0.74%
1M
1.25%
YTD
4.83%
6M
2.88%
1Y
19.71%
3Y*
21.79%
5Y*
10.98%
10Y*
12.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CB vs. CINF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CB
Chubb Limited
4.24%14.46%23.89%4.20%15.97%27.85%1.41%22.94%-9.63%12.82%
CINF
Cincinnati Financial Corporation
4.83%16.27%42.48%4.00%-7.89%33.28%-14.15%38.87%6.25%2.34%

Correlation

The correlation between CB and CINF is 0.59, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.59

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.67

Correlation (10Y)
Calculated over the trailing 10-year period

0.68

Correlation (All Time)
Calculated using the full available price history since Mar 24, 1993

0.56

The correlation between CB and CINF shifts across timeframes, from 0.56 (all time) to 0.68 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

EPS

CB:

$28.35

CINF:

$23.30

PE Ratio

CB:

11.41

CINF:

7.31

PEG Ratio

CB:

0.79

CINF:

0.22

PS Ratio

CB:

2.68

CINF:

1.56

Total Revenue (TTM)

CB:

$48.15B

CINF:

$12.92B

Gross Profit (TTM)

CB:

$17.01B

CINF:

$5.39B

EBITDA (TTM)

CB:

$12.22B

CINF:

$3.27B

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Return for Risk

CB vs. CINF — Risk / Return Rank

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

CB
CB Risk / Return Rank: 6969
Overall Rank
CB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CB Sortino Ratio Rank: 6565
Sortino Ratio Rank
CB Omega Ratio Rank: 6363
Omega Ratio Rank
CB Calmar Ratio Rank: 7373
Calmar Ratio Rank
CB Martin Ratio Rank: 7272
Martin Ratio Rank

CINF
CINF Risk / Return Rank: 7070
Overall Rank
CINF Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
CINF Sortino Ratio Rank: 6666
Sortino Ratio Rank
CINF Omega Ratio Rank: 6363
Omega Ratio Rank
CINF Calmar Ratio Rank: 7474
Calmar Ratio Rank
CINF Martin Ratio Rank: 7676
Martin Ratio Rank
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. CINF - Risk-Adjusted Trends 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.

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.


CBCINFDifference
Sharpe ratioReturn per unit of total volatility

-0.08

Sortino ratioReturn per unit of downside risk

-0.03

Omega ratioGain probability vs. loss probability

1.17

1.18

0.00

Calmar ratioReturn relative to maximum drawdown

1.73

1.87

-0.15

Martin ratioReturn relative to average drawdown

3.90

4.86

-0.96

CB vs. CINF - Sharpe Ratio Comparison

The current CB Sharpe Ratio is 0.91, which is comparable to the CINF Sharpe Ratio of 0.99. The chart below compares the historical Sharpe Ratios of CB and CINF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CB vs. CINF - Drawdown Comparison

The maximum CB drawdown since its inception was -50.99%, smaller than the maximum CINF drawdown of -59.64%. Use the drawdown chart below to compare losses from any high point for CB and CINF.


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Drawdown Indicators


CBCINFDifference

Max Drawdown

Largest peak-to-trough decline

-50.99%

-59.64%

+8.65%

Max Drawdown (1Y)

Largest decline over 1 year

-9.36%

-10.46%

+1.10%

Max Drawdown (3Y)

Largest decline over 3 years

-14.35%

-20.03%

+5.68%

Max Drawdown (5Y)

Largest decline over 5 years

-19.26%

-35.77%

+16.51%

Max Drawdown (10Y)

Largest decline over 10 years

-42.59%

-58.12%

+15.53%

Current Drawdown

Current decline from peak

-5.07%

-0.93%

-4.14%

Average Drawdown

Average peak-to-trough decline

-10.67%

-12.18%

+1.51%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.14%

4.02%

+0.12%

Volatility

CB vs. CINF - Volatility Comparison

The current volatility for Chubb Limited (CB) is 5.75%, while Cincinnati Financial Corporation (CINF) has a volatility of 6.07%. 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.


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Volatility by Period


CBCINFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.75%

6.07%

-0.32%

Volatility (6M)

Calculated over the trailing 6-month period

12.73%

13.75%

-1.02%

Volatility (1Y)

Calculated over the trailing 1-year period

17.67%

19.73%

-2.06%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.23%

25.64%

-5.41%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.69%

28.81%

-5.12%

Dividends

CB vs. CINF - Dividend Comparison

CB's dividend yield for the trailing twelve months is around 1.22%, less than CINF's 2.09% yield.


PositionTTM20252024202320222021202020192018201720162015
CB
Chubb Limited
1.22%1.22%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%4.23%
CINF
Cincinnati Financial Corporation
2.09%2.13%2.25%2.90%2.70%2.21%2.75%2.13%2.74%3.33%2.53%3.89%

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


0.005.00B10.00B15.00B20222023202420252026
1.88B
2.86B
(CB) Total Revenue
(CINF) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CB and CINF have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CINF has higher volatility (6.07%) compared to CB (5.75%). In terms of maximum drawdown, CB dropped -50.99% vs CINF's -59.64%.

CINF currently has the higher Sharpe Ratio (0.99 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.

Portfolio Optimizer

Find the right allocation for CB and CINF

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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