CB vs. CW
CB (Chubb Limited) and CW (Curtiss-Wright Corporation) are both stocks. CB operates in Insurance - Property & Casualty (Financial Services), while CW operates in Specialty Industrial Machinery (Industrials). Over the past 10 years, CB returned 12.26%/yr vs 25.25%/yr for CW. At a 0.34 correlation, their price movements are largely independent.
Performance
CB vs. CW - Performance Comparison
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Returns By Period
In the year-to-date period, CB achieves a 5.39% return, which is significantly lower than CW's 38.43% return. Over the past 10 years, CB has underperformed CW with an annualized return of 12.26%, while CW has yielded a comparatively higher 25.25% annualized return.
CB
- 1D
- -0.36%
- 1M
- 1.18%
- YTD
- 5.39%
- 6M
- 5.22%
- 1Y
- 15.46%
- 3Y*
- 20.42%
- 5Y*
- 16.13%
- 10Y*
- 12.26%
CW
- 1D
- 0.64%
- 1M
- 7.03%
- YTD
- 38.43%
- 6M
- 39.42%
- 1Y
- 61.45%
- 3Y*
- 63.27%
- 5Y*
- 43.89%
- 10Y*
- 25.25%
CB vs. CW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 5.39% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
CW Curtiss-Wright Corporation | 38.43% | 55.66% | 59.73% | 33.98% | 21.03% | 19.86% | -16.83% | 38.70% | -15.79% | 24.56% |
Correlation
The correlation between CB and CW is -0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 1993 | 0.34 |
The correlation between CB and CW shifts across timeframes, from -0.07 (1 year) to 0.37 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CB:
$129.01B
CW:
$28.26B
CB:
$28.35
CW:
$13.64
CB:
11.53
CW:
55.91
CB:
0.80
CW:
3.05
CB:
2.71
CW:
7.92
CB:
1.61
CW:
10.74
CB:
$48.15B
CW:
$3.61B
CB:
$17.01B
CW:
$1.34B
CB:
$12.22B
CW:
$745.31M
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Return for Risk
CB vs. CW — Risk / Return Rank
CB
CW
CB vs. CW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and Curtiss-Wright Corporation (CW). 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 | CW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.05 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.31 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | 4.76 | -3.10 |
| Martin ratioReturn relative to average drawdown | 3.77 | 13.83 | -10.06 |
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Drawdowns
CB vs. CW - Drawdown Comparison
The maximum CB drawdown since its inception was -50.99%, smaller than the maximum CW drawdown of -59.19%. Use the drawdown chart below to compare losses from any high point for CB and CW.
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Drawdown Indicators
| CB | CW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -59.19% | +8.20% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -12.97% | +3.61% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -27.21% | +12.86% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -27.21% | +7.95% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | -48.73% | +6.14% |
Current DrawdownCurrent decline from peak | -4.03% | 0.00% | -4.03% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -13.89% | +3.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 4.46% | -0.35% |
Volatility
CB vs. CW - Volatility Comparison
The current volatility for Chubb Limited (CB) is 5.99%, while Curtiss-Wright Corporation (CW) has a volatility of 10.42%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than CW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CB | CW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 10.42% | -4.43% |
Volatility (6M)Calculated over the trailing 6-month period | 12.76% | 25.90% | -13.14% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.66% | 33.02% | -15.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.33% | 27.89% | -7.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 30.32% | -6.63% |
Dividends
CB vs. CW - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.20%, more than CW's 0.16% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.20% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
CW Curtiss-Wright Corporation | 0.16% | 0.17% | 0.23% | 0.35% | 0.45% | 0.51% | 0.58% | 0.47% | 0.59% | 0.46% | 0.53% | 0.76% |
Financials
CB vs. CW - Financials Comparison
This section allows you to compare key financial metrics between Chubb Limited and Curtiss-Wright 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 CW have a correlation of -0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CW has higher volatility (10.42%) compared to CB (5.99%). In terms of maximum drawdown, CB dropped -50.99% vs CW's -59.19%.
CW currently has the higher Sharpe Ratio (1.87 vs 0.88), 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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