CB vs. CVX
CB (Chubb Limited) and CVX (Chevron Corporation) are both stocks. CB operates in Insurance - Property & Casualty (Financial Services), while CVX operates in Oil & Gas Integrated (Energy). Over the past 10 years, CB returned 12.20%/yr vs 10.13%/yr for CVX. At a 0.37 correlation, their price movements are largely independent.
Performance
CB vs. CVX - Performance Comparison
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Returns By Period
In the year-to-date period, CB achieves a 4.82% return, which is significantly lower than CVX's 17.05% return. Over the past 10 years, CB has outperformed CVX with an annualized return of 12.20%, while CVX has yielded a comparatively lower 10.13% annualized return.
CB
- 1D
- 0.56%
- 1M
- -0.51%
- YTD
- 4.82%
- 6M
- 5.22%
- 1Y
- 16.04%
- 3Y*
- 20.56%
- 5Y*
- 17.03%
- 10Y*
- 12.20%
CVX
- 1D
- 0.82%
- 1M
- -8.55%
- YTD
- 17.05%
- 6M
- 19.09%
- 1Y
- 21.96%
- 3Y*
- 9.49%
- 5Y*
- 15.13%
- 10Y*
- 10.13%
CB vs. CVX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 4.82% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
CVX Chevron Corporation | 17.05% | 10.10% | 1.29% | -13.63% | 58.46% | 46.24% | -25.95% | 15.27% | -9.75% | 10.59% |
Correlation
The correlation between CB and CVX is 0.12, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.19 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.29 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Oct 19, 2001 | 0.37 |
Over the past year, the correlation between CB and CVX has dropped to 0.12 - well below their long-term average of 0.37, suggesting their price drivers have been diverging.
Fundamentals
CB:
$128.32B
CVX:
$347.65B
CB:
$28.35
CVX:
$5.75
CB:
11.47
CVX:
30.42
CB:
0.80
CVX:
2.96
CB:
2.70
CVX:
1.80
CB:
1.61
CVX:
1.89
CB:
$48.15B
CVX:
$185.89B
CB:
$17.01B
CVX:
$47.27B
CB:
$12.22B
CVX:
$40.44B
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Return for Risk
CB vs. CVX — Risk / Return Rank
CB
CVX
CB vs. CVX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and Chevron Corporation (CVX). 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 | CVX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.07 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.18 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.72 | 1.30 | +0.43 |
| Martin ratioReturn relative to average drawdown | 3.88 | 3.64 | +0.24 |
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Drawdowns
CB vs. CVX - Drawdown Comparison
The maximum CB drawdown since its inception was -50.99%, smaller than the maximum CVX drawdown of -55.77%. Use the drawdown chart below to compare losses from any high point for CB and CVX.
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Drawdown Indicators
| CB | CVX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -55.77% | +4.78% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -17.02% | +7.66% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -20.64% | +6.29% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -24.95% | +5.69% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | -55.77% | +13.18% |
Current DrawdownCurrent decline from peak | -4.55% | -16.33% | +11.78% |
Average DrawdownAverage peak-to-trough decline | -10.67% | -11.39% | +0.72% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.15% | 6.08% | -1.93% |
Volatility
CB vs. CVX - Volatility Comparison
The current volatility for Chubb Limited (CB) is 5.77%, while Chevron Corporation (CVX) has a volatility of 7.19%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than CVX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CB | CVX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.77% | 7.19% | -1.42% |
Volatility (6M)Calculated over the trailing 6-month period | 12.73% | 18.28% | -5.55% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 22.51% | -4.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.22% | 25.12% | -4.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 29.20% | -5.51% |
Dividends
CB vs. CVX - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.21%, less than CVX's 3.99% yield.
| 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% |
CVX Chevron Corporation | 3.99% | 4.49% | 4.50% | 4.05% | 3.16% | 4.52% | 6.11% | 3.95% | 4.12% | 3.45% | 3.64% | 4.76% |
Financials
CB vs. CVX - Financials Comparison
This section allows you to compare key financial metrics between Chubb Limited and Chevron 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CB and CVX have a correlation of 0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CVX has higher volatility (7.19%) compared to CB (5.77%). In terms of maximum drawdown, CB dropped -50.99% vs CVX's -55.77%.
CVX currently has the higher Sharpe Ratio (0.98 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.
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