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CB vs. HIG
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CB and HIG is 0.59, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

CB vs. HIG - Performance Comparison

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

1,000.00%2,000.00%3,000.00%4,000.00%NovemberDecember2025FebruaryMarchApril
3,843.18%
811.40%
CB
HIG

Key characteristics

Sharpe Ratio

CB:

0.62

HIG:

0.88

Sortino Ratio

CB:

0.97

HIG:

1.27

Omega Ratio

CB:

1.13

HIG:

1.19

Calmar Ratio

CB:

0.92

HIG:

1.52

Martin Ratio

CB:

2.28

HIG:

3.79

Ulcer Index

CB:

5.78%

HIG:

5.49%

Daily Std Dev

CB:

21.21%

HIG:

23.65%

Max Drawdown

CB:

-64.24%

HIG:

-96.25%

Current Drawdown

CB:

-7.72%

HIG:

-4.89%

Fundamentals

Market Cap

CB:

$113.01B

HIG:

$34.03B

EPS

CB:

$20.77

HIG:

$10.35

PE Ratio

CB:

13.58

HIG:

11.52

PEG Ratio

CB:

2.46

HIG:

1.41

PS Ratio

CB:

2.01

HIG:

1.28

PB Ratio

CB:

1.73

HIG:

2.11

Total Revenue (TTM)

CB:

$43.00B

HIG:

$26.81B

Gross Profit (TTM)

CB:

$42.97B

HIG:

$20.31B

EBITDA (TTM)

CB:

$9.63B

HIG:

$2.96B

Returns By Period

In the year-to-date period, CB achieves a 1.34% return, which is significantly lower than HIG's 9.04% return. Over the past 10 years, CB has underperformed HIG with an annualized return of 12.08%, while HIG has yielded a comparatively higher 13.58% annualized return.


CB

YTD

1.34%

1M

-5.49%

6M

-2.45%

1Y

14.97%

5Y*

23.97%

10Y*

12.08%

HIG

YTD

9.04%

1M

-3.18%

6M

6.71%

1Y

21.93%

5Y*

29.96%

10Y*

13.58%

*Annualized

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Risk-Adjusted Performance

CB vs. HIG — Risk-Adjusted Performance Rank

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

CB
The Risk-Adjusted Performance Rank of CB is 7272
Overall Rank
The Sharpe Ratio Rank of CB is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of CB is 6565
Sortino Ratio Rank
The Omega Ratio Rank of CB is 6464
Omega Ratio Rank
The Calmar Ratio Rank of CB is 8383
Calmar Ratio Rank
The Martin Ratio Rank of CB is 7575
Martin Ratio Rank

HIG
The Risk-Adjusted Performance Rank of HIG is 8080
Overall Rank
The Sharpe Ratio Rank of HIG is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of HIG is 7373
Sortino Ratio Rank
The Omega Ratio Rank of HIG is 7575
Omega Ratio Rank
The Calmar Ratio Rank of HIG is 9090
Calmar Ratio Rank
The Martin Ratio Rank of HIG is 8383
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CB vs. HIG - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and The Hartford Financial Services Group, Inc. (HIG). 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.


The chart of Sharpe ratio for CB, currently valued at 0.62, compared to the broader market-2.00-1.000.001.002.003.00
CB: 0.62
HIG: 0.88
The chart of Sortino ratio for CB, currently valued at 0.97, compared to the broader market-6.00-4.00-2.000.002.004.00
CB: 0.97
HIG: 1.27
The chart of Omega ratio for CB, currently valued at 1.13, compared to the broader market0.501.001.502.00
CB: 1.13
HIG: 1.19
The chart of Calmar ratio for CB, currently valued at 0.92, compared to the broader market0.001.002.003.004.005.00
CB: 0.92
HIG: 1.52
The chart of Martin ratio for CB, currently valued at 2.28, compared to the broader market-5.000.005.0010.0015.0020.00
CB: 2.28
HIG: 3.79

The current CB Sharpe Ratio is 0.62, which is comparable to the HIG Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of CB and HIG, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.000.501.001.502.002.503.003.50NovemberDecember2025FebruaryMarchApril
0.62
0.88
CB
HIG

Dividends

CB vs. HIG - Dividend Comparison

CB's dividend yield for the trailing twelve months is around 1.30%, less than HIG's 1.67% yield.


TTM20242023202220212020201920182017201620152014
CB
Chubb Limited
1.30%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%
HIG
The Hartford Financial Services Group, Inc.
1.67%1.76%2.17%2.08%2.08%2.65%1.97%2.47%1.67%1.80%1.79%1.58%

Drawdowns

CB vs. HIG - Drawdown Comparison

The maximum CB drawdown since its inception was -64.24%, smaller than the maximum HIG drawdown of -96.25%. Use the drawdown chart below to compare losses from any high point for CB and HIG. For additional features, visit the drawdowns tool.


-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.72%
-4.89%
CB
HIG

Volatility

CB vs. HIG - Volatility Comparison

The current volatility for Chubb Limited (CB) is 10.56%, while The Hartford Financial Services Group, Inc. (HIG) has a volatility of 12.34%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than HIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%NovemberDecember2025FebruaryMarchApril
10.56%
12.34%
CB
HIG

Financials

CB vs. HIG - Financials Comparison

This section allows you to compare key financial metrics between Chubb Limited and The Hartford Financial Services Group, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items