CB vs. EG
CB (Chubb Limited) and EG (Everest Group Ltd) are both stocks. Both are in the Financial Services sector — CB in Insurance - Property & Casualty, EG in Insurance - Reinsurance. Over the past 10 years, CB returned 12.07%/yr vs 9.19%/yr for EG. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
CB vs. EG - Performance Comparison
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Returns By Period
In the year-to-date period, CB achieves a 4.24% return, which is significantly higher than EG's 0.12% return. Over the past 10 years, CB has outperformed EG with an annualized return of 12.07%, while EG has yielded a comparatively lower 9.19% annualized return.
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%
EG
- 1D
- -0.56%
- 1M
- -4.27%
- YTD
- 0.12%
- 6M
- 2.55%
- 1Y
- 1.96%
- 3Y*
- 0.54%
- 5Y*
- 9.63%
- 10Y*
- 9.19%
CB vs. EG - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 4.24% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
EG Everest Group Ltd | 0.12% | -4.14% | 4.59% | 8.69% | 23.74% | 19.80% | -13.03% | 30.17% | 0.73% | 4.43% |
Correlation
The correlation between CB and EG is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 1995 | 0.53 |
The correlation between CB and EG shifts across timeframes, from 0.53 (all time) to 0.64 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CB:
$28.35
EG:
$64.82
CB:
11.41
EG:
5.18
CB:
0.79
EG:
0.10
CB:
2.68
EG:
0.61
CB:
$48.15B
EG:
$17.15B
CB:
$17.01B
EG:
$3.03B
CB:
$12.22B
EG:
$1.78B
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Return for Risk
CB vs. EG — Risk / Return Rank
CB
EG
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.
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 | EG | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.77 | ||
| Sortino ratioReturn per unit of downside risk | +1.09 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.05 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.73 | 0.20 | +1.52 |
| Martin ratioReturn relative to average drawdown | 3.90 | 0.44 | +3.46 |
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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.
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Drawdown Indicators
| CB | EG | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -52.97% | +1.98% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -16.43% | +7.07% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -23.39% | +9.04% |
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 DrawdownCurrent decline from peak | -5.07% | -14.09% | +9.02% |
Average DrawdownAverage peak-to-trough decline | -10.67% | -12.14% | +1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.14% | 7.57% | -3.43% |
Volatility
CB vs. EG - Volatility Comparison
The current volatility for Chubb Limited (CB) is 5.75%, while Everest Group Ltd (EG) has a volatility of 7.43%. 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.
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Volatility by Period
| CB | EG | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.75% | 7.43% | -1.68% |
Volatility (6M)Calculated over the trailing 6-month period | 12.73% | 14.56% | -1.83% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 23.31% | -5.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.23% | 25.76% | -5.53% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 27.25% | -3.56% |
Dividends
CB vs. EG - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.22%, less than EG's 2.38% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
EG Everest Group Ltd | 2.38% | 2.36% | 2.14% | 1.92% | 1.96% | 2.26% | 2.65% | 2.08% | 2.43% | 2.28% | 2.17% | 2.18% |
Financials
CB vs. EG - Financials Comparison
This section allows you to compare key financial metrics between Chubb Limited and Everest Group Ltd. 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 EG have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EG has higher volatility (7.43%) compared to CB (5.75%). In terms of maximum drawdown, CB dropped -50.99% vs EG's -52.97%.
CB currently has the higher Sharpe Ratio (0.91 vs 0.14), 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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