CB vs. CPRT
CB (Chubb Limited) and CPRT (Copart, Inc.) are both stocks. CB operates in Insurance - Property & Casualty (Financial Services), while CPRT operates in Specialty Business Services (Industrials). Over the past 10 years, CB returned 11.89%/yr vs 17.55%/yr for CPRT. At a 0.28 correlation, their price movements are largely independent.
Performance
CB vs. CPRT - 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 CPRT's -21.17% return. Over the past 10 years, CB has underperformed CPRT with an annualized return of 11.89%, while CPRT has yielded a comparatively higher 17.55% 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%
CPRT
- 1D
- -0.32%
- 1M
- -9.07%
- YTD
- -21.17%
- 6M
- -19.66%
- 1Y
- -38.44%
- 3Y*
- -10.38%
- 5Y*
- 0.15%
- 10Y*
- 17.55%
CB vs. CPRT - 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% |
CPRT Copart, Inc. | -21.17% | -31.78% | 17.12% | 60.95% | -19.68% | 19.15% | 39.93% | 90.33% | 10.63% | 55.89% |
Correlation
The correlation between CB and CPRT is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.17 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.26 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Mar 18, 1994 | 0.28 |
The correlation between CB and CPRT shifts across timeframes, from 0.17 (3 years) to 0.29 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CB:
$127.01B
CPRT:
$29.79B
CB:
$28.35
CPRT:
$1.59
CB:
11.35
CPRT:
19.35
CB:
0.79
CPRT:
1.49
CB:
2.67
CPRT:
6.48
CB:
1.59
CPRT:
3.39
CB:
$48.15B
CPRT:
$4.64B
CB:
$17.01B
CPRT:
$2.11B
CB:
$12.22B
CPRT:
$2.00B
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Return for Risk
CB vs. CPRT — Risk / Return Rank
CB
CPRT
CB vs. CPRT - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and Copart, Inc. (CPRT). 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 | CPRT | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.26 | ||
| Sortino ratioReturn per unit of downside risk | +3.41 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.71 | +0.41 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | -0.97 | +2.14 |
| Martin ratioReturn relative to average drawdown | 2.70 | -1.73 | +4.43 |
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 | CPRT | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | -1.63 | +2.26 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.01 | +0.77 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.64 | -0.14 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.48 | -0.08 |
Drawdowns
CB vs. CPRT - Drawdown Comparison
The maximum CB drawdown since its inception was -50.99%, smaller than the maximum CPRT drawdown of -72.49%. Use the drawdown chart below to compare losses from any high point for CB and CPRT.
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Drawdown Indicators
| CB | CPRT | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -72.49% | +21.50% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -39.90% | +30.54% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -52.46% | +38.11% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -52.46% | +33.20% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | -52.46% | +9.87% |
Current DrawdownCurrent decline from peak | -5.81% | -51.66% | +45.85% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -16.55% | +5.87% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.52% | 22.18% | -17.66% |
Volatility
CB vs. CPRT - Volatility Comparison
The current volatility for Chubb Limited (CB) is 6.11%, while Copart, Inc. (CPRT) has a volatility of 8.78%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than CPRT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CB | CPRT | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 8.78% | -2.67% |
Volatility (6M)Calculated over the trailing 6-month period | 13.14% | 18.72% | -5.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 23.67% | -5.98% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.34% | 25.95% | -5.61% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 27.44% | -3.75% |
Dividends
CB vs. CPRT - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.21%, while CPRT has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
CPRT Copart, 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% |
Financials
CB vs. CPRT - Financials Comparison
This section allows you to compare key financial metrics between Chubb Limited and Copart, 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 CPRT have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CPRT has higher volatility (8.78%) compared to CB (6.11%). In terms of maximum drawdown, CB dropped -50.99% vs CPRT's -72.49%.
CB currently has the higher Sharpe Ratio (0.62 vs -1.63), 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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