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CB vs. HIG
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

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.

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Returns By Period

In the year-to-date period, CB achieves a 13.04% return, which is significantly higher than HIG's 3.91% return. Over the past 10 years, CB has underperformed HIG with an annualized return of 12.89%, while HIG has yielded a comparatively higher 15.92% annualized return.


CB

1D
0.15%
1M
-2.90%
6M
13.97%
YTD
13.04%
1Y
32.82%
3Y*
21.57%
5Y*
17.48%
10Y*
12.89%
ALL TIME*
11.11%

HIG

1D
-0.80%
1M
2.95%
6M
6.02%
YTD
3.91%
1Y
17.39%
3Y*
27.73%
5Y*
19.79%
10Y*
15.92%
ALL TIME*
8.24%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$775.34M$719.59M$600.51M
$261.78M$236.14M$236.36M

CB vs. HIG - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CB
Chubb Limited
13.04%14.46%23.89%4.20%15.97%27.85%1.41%22.94%-9.63%12.82%
HIG
The Hartford Financial Services Group, Inc.
3.91%28.09%38.54%8.55%12.31%44.23%-16.98%39.71%-19.24%20.25%

Correlation

The correlation between CB and HIG is 0.68, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.68

Correlation (3Y)
Balances recent behavior with more history.

0.72

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.76

Correlation (10Y)
Provides a long-term view across more market conditions.

0.72

Correlation (All Time)
Calculated using the full available price history since Dec 20, 1995

0.61

The correlation between CB and HIG shifts across timeframes, from 0.61 (all time) to 0.76 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CB:

$135.29B

HIG:

$38.90B

EPS

CB:

$35.80

HIG:

$20.54

PE Ratio

CB:

9.80

HIG:

6.91

PEG Ratio

CB:

0.68

HIG:

0.32

PS Ratio

CB:

3.94

HIG:

1.04

Total Revenue (TTM)

CB:

$35.28B

HIG:

$29.03B

Gross Profit (TTM)

CB:

$10.23B

HIG:

$10.25B

EBITDA (TTM)

CB:

$15.23B

HIG:

$4.26B

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Return for Risk

CB vs. HIG — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

CB
CB Risk / Return Rank: 8989
Overall Rank
CB Sharpe Ratio Rank: 8989
Sharpe Ratio Rank
CB Sortino Ratio Rank: 8888
Sortino Ratio Rank
CB Omega Ratio Rank: 8686
Omega Ratio Rank
CB Calmar Ratio Rank: 9090
Calmar Ratio Rank
CB Martin Ratio Rank: 9191
Martin Ratio Rank

HIG
HIG Risk / Return Rank: 6969
Overall Rank
HIG Sharpe Ratio Rank: 7272
Sharpe Ratio Rank
HIG Sortino Ratio Rank: 6666
Sortino Ratio Rank
HIG Omega Ratio Rank: 6363
Omega Ratio Rank
HIG Calmar Ratio Rank: 7272
Calmar Ratio Rank
HIG Martin Ratio Rank: 7373
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

CB vs. HIG - Risk-Adjusted Trends 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.

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.


CBHIGDifference
Sharpe ratioReturn per unit of total volatility

+0.91

Sortino ratioReturn per unit of downside risk

+1.26

Omega ratioGain probability vs. loss probability

1.32

1.15

+0.16

Calmar ratioReturn relative to maximum drawdown

3.60

1.41

+2.19

Martin ratioReturn relative to average drawdown

9.94

3.44

+6.50

CB vs. HIG - Sharpe Ratio Comparison

The current CB Sharpe Ratio is 1.75, which is higher than the HIG Sharpe Ratio of 0.84. The chart below compares the historical Sharpe Ratios of CB and HIG, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

CB vs. HIG - Drawdown Comparison

The maximum CB drawdown since its inception was -50.99%, 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.


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Drawdown Indicators


CBHIGDifference

Max Drawdown

Largest peak-to-trough decline

-50.99%

-96.25%

+45.26%

Max Drawdown (1Y)

Largest decline over 1 year

-9.36%

-11.46%

+2.10%

Max Drawdown (3Y)

Largest decline over 3 years

-14.35%

-13.72%

-0.63%

Max Drawdown (5Y)

Largest decline over 5 years

-19.26%

-18.63%

-0.63%

Max Drawdown (10Y)

Largest decline over 10 years

-42.59%

-57.59%

+15.00%

Current Drawdown

Current decline from peak

-3.53%

-2.59%

-0.94%

Average Drawdown

Average peak-to-trough decline

-10.65%

-30.72%

+20.07%

Ulcer Index

Depth and duration of drawdowns from previous peaks

3.38%

4.68%

-1.30%

Volatility

CB vs. HIG - Volatility Comparison

Chubb Limited (CB) has a higher volatility of 8.96% compared to The Hartford Financial Services Group, Inc. (HIG) at 7.06%. This indicates that CB's price experiences larger fluctuations and is considered to be riskier than HIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBHIGDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.96%

7.06%

+1.90%

Volatility (6M)

Calculated over the trailing 6-month period

15.55%

15.01%

+0.54%

Volatility (1Y)

Calculated over the trailing 1-year period

19.27%

19.29%

-0.02%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.39%

21.91%

-1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.81%

28.92%

-5.11%

Dividends

CB vs. HIG - Dividend Comparison

CB's dividend yield for the trailing twelve months is around 1.12%, less than HIG's 1.63% yield.


PositionTTM20252024202320222021202020192018201720162015
CB
Chubb Limited
1.12%1.22%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%4.23%
HIG
The Hartford Financial Services Group, Inc.
1.63%1.57%1.76%2.17%2.08%2.08%2.65%1.97%2.47%1.67%1.80%1.79%

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

CB vs. HIG - Profitability Comparison

The chart below illustrates the profitability comparison between Chubb Limited and The Hartford Financial Services Group, Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

CB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Chubb Limited reported a gross profit of -6.85B and revenue of -10.99B. Therefore, the gross margin over that period was 62.3%.

HIG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Hartford Financial Services Group, Inc. reported a gross profit of 0.00 and revenue of 7.26B. Therefore, the gross margin over that period was 0.0%.

CB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Chubb Limited reported an operating income of 14.07M and revenue of -10.99B, resulting in an operating margin of -0.1%.

HIG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Hartford Financial Services Group, Inc. reported an operating income of 0.00 and revenue of 7.26B, resulting in an operating margin of 0.0%.

CB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Chubb Limited reported a net income of 5.88B and revenue of -10.99B, resulting in a net margin of -53.5%.

HIG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Hartford Financial Services Group, Inc. reported a net income of 1.30B and revenue of 7.26B, resulting in a net margin of 17.9%.


Frequently Asked Questions


CB and HIG have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CB has higher volatility (8.96%) compared to HIG (7.06%). In terms of maximum drawdown, CB dropped -50.99% vs HIG's -96.25%.

CB currently has the higher Sharpe Ratio (1.75 vs 0.84), 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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