CB vs. EG

Last updated Apr 1, 2026

Compare and contrast key facts about Chubb Limited (CB) and Everest Group Ltd (EG).

Performance

CB vs. EG - Performance Comparison

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

CB vs. EG - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
CB Chubb Limited	4.73%	14.46%	23.89%	4.20%	15.97%	27.85%	1.41%	22.94%	-9.63%	12.82%
EG Everest Group Ltd	-3.08%	-4.14%	4.59%	8.69%	23.74%	19.80%	-13.03%	30.17%	0.73%	4.43%

Fundamentals

EPS CB : $25.61 EG : $56.75
PE Ratio CB : 12.73 EG : 5.76
PEG Ratio CB : 0.85 EG : 0.11
PS Ratio CB : 2.81 EG : 0.53
Total Revenue (TTM) CB : $46.59B EG : $17.32B
Gross Profit (TTM) CB : $12.47B EG : $2.10B
EBITDA (TTM) CB : $10.09B EG : $1.45B

Returns By Period

In the year-to-date period, CB achieves a 4.73% return, which is significantly higher than EG's -3.08% return. Over the past 10 years, CB has outperformed EG with an annualized return of 12.48%, while EG has yielded a comparatively lower 7.51% annualized return.

CB

• 1D: 0.18%
• 1M: -4.10%
• YTD: 4.73%
• 6M: 16.18%
• 1Y: 9.33%
• 3Y*: 20.51%
• 5Y*: 17.20%
• 10Y*: 12.48%

EG

• 1D: 1.09%
• 1M: -1.97%
• YTD: -3.08%
• 6M: -5.49%
• 1Y: -7.83%
• 3Y*: -0.92%
• 5Y*: 7.72%
• 10Y*: 7.51%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

CB vs. EG — Risk / Return Rank

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

CB

CB Risk / Return Rank: 57
CB Sharpe Ratio Rank: 59
CB Sortino Ratio Rank: 51
CB Omega Ratio Rank: 51
CB Calmar Ratio Rank: 64
CB Martin Ratio Rank: 61

EG

EG Risk / Return Rank: 26
EG Sharpe Ratio Rank: 28
EG Sortino Ratio Rank: 24
EG Omega Ratio Rank: 24
EG Calmar Ratio Rank: 27
EG Martin Ratio Rank: 26

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. EG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and Everest Group Ltd (EG). 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	EG	Difference
Sharpe ratio Return per unit of total volatility	0.48	-0.31	+0.78
Sortino ratio Return per unit of downside risk	0.79	-0.24	+1.03
Omega ratio Gain probability vs. loss probability	1.10	0.97	+0.14
Calmar ratio Return relative to maximum drawdown	0.97	-0.46	+1.42
Martin ratio Return relative to average drawdown	1.93	-0.90	+2.83
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CB vs. EG - Sharpe Ratio Comparison

The current CB Sharpe Ratio is 0.48, which is higher than the EG Sharpe Ratio of -0.31. The chart below compares the historical Sharpe Ratios of CB and EG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	CB	EG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.48	-0.31	+0.78
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.85	0.30	+0.54
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.53	0.28	+0.25
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.39	+0.01

Correlation

The correlation between CB and EG is 0.53, 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.

Dividends

CB vs. EG - Dividend Comparison

CB's dividend yield for the trailing twelve months is around 1.19%, less than EG's 2.45% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CB Chubb Limited	1.19%	1.22%	1.30%	1.51%	1.49%	1.65%	2.01%	1.91%	2.24%	1.93%	2.07%	4.23%
EG Everest Group Ltd	2.45%	2.36%	2.14%	1.92%	1.96%	2.26%	2.65%	2.08%	2.43%	2.28%	2.17%	2.18%

Drawdowns

CB vs. EG - Drawdown Comparison

The maximum CB drawdown since its inception was -50.99%, roughly equal to the maximum EG drawdown of -52.97%. Use the drawdown chart below to compare losses from any high point for CB and EG.

Drawdown Indicators

	CB	EG	Difference
Max Drawdown Largest peak-to-trough decline	-50.99%	-52.97%	+1.98%
Max Drawdown (1Y) Largest decline over 1 year	-11.76%	-16.43%	+4.67%
Max Drawdown (5Y) Largest decline over 5 years	-19.26%	-23.39%	+4.13%
Max Drawdown (10Y) Largest decline over 10 years	-42.59%	-44.21%	+1.62%
Current Drawdown Current decline from peak	-4.63%	-16.84%	+12.21%
Average Drawdown Average peak-to-trough decline	-10.71%	-12.13%	+1.42%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.89%	8.32%	-2.43%

Volatility

CB vs. EG - Volatility Comparison

The current volatility for Chubb Limited (CB) is 4.79%, while Everest Group Ltd (EG) has a volatility of 5.15%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than EG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CB	EG	Difference
Volatility (1M) Calculated over the trailing 1-month period	4.79%	5.15%	-0.36%
Volatility (6M) Calculated over the trailing 6-month period	13.06%	18.53%	-5.47%
Volatility (1Y) Calculated over the trailing 1-year period	19.81%	25.58%	-5.77%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.41%	25.70%	-5.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.68%	27.16%	-3.48%

Financials