CB vs. KO
CB (Chubb Limited) and KO (The Coca-Cola Company) are both stocks. CB operates in Insurance - Property & Casualty (Financial Services), while KO operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 10 years, CB returned 12.64%/yr vs 9.37%/yr for KO. At a 0.37 correlation, their price movements are largely independent.
Performance
CB vs. KO - Performance Comparison
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Returns By Period
In the year-to-date period, CB achieves a 13.63% return, which is significantly lower than KO's 19.04% return. Over the past 10 years, CB has outperformed KO with an annualized return of 12.64%, while KO has yielded a comparatively lower 9.37% annualized return.
CB
- 1D
- 0.11%
- 1M
- 9.01%
- 6M
- 17.92%
- YTD
- 13.63%
- 1Y
- 30.24%
- 3Y*
- 22.47%
- 5Y*
- 17.51%
- 10Y*
- 12.64%
- ALL TIME*
- 11.14%
KO
- 1D
- 0.69%
- 1M
- 3.44%
- 6M
- 18.14%
- YTD
- 19.04%
- 1Y
- 20.90%
- 3Y*
- 12.83%
- 5Y*
- 10.98%
- 10Y*
- 9.37%
- ALL TIME*
- 12.17%
CB vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 13.63% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
KO The Coca-Cola Company | 19.04% | 15.60% | 8.88% | -4.43% | 10.61% | 11.37% | 2.47% | 20.60% | 6.77% | 14.38% |
Correlation
The correlation between CB and KO is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.34 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.44 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 1993 | 0.37 |
The correlation between CB and KO shifts across timeframes, from 0.34 (3 years) to 0.44 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CB:
$136.73B
KO:
$353.32B
CB:
$28.45
KO:
$3.18
CB:
12.39
KO:
25.85
CB:
0.86
KO:
3.12
CB:
2.91
KO:
7.19
CB:
1.74
KO:
10.53
CB:
$48.15B
KO:
$49.28B
CB:
$17.01B
KO:
$30.43B
CB:
$12.22B
KO:
$18.35B
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Return for Risk
CB vs. KO — Risk / Return Rank
CB
KO
CB vs. KO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and The Coca-Cola Company (KO). 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 | KO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.45 | ||
| Sortino ratioReturn per unit of downside risk | +0.55 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 1.21 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 3.25 | 2.67 | +0.58 |
| Martin ratioReturn relative to average drawdown | 8.75 | 5.83 | +2.92 |
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Drawdowns
CB vs. KO - Drawdown Comparison
The maximum CB drawdown since its inception was -50.99%, smaller than the maximum KO drawdown of -68.23%. Use the drawdown chart below to compare losses from any high point for CB and KO.
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Drawdown Indicators
| CB | KO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -68.23% | +17.24% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -7.87% | -1.49% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -16.26% | +1.91% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -17.27% | -1.99% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | -36.99% | -5.60% |
Current DrawdownCurrent decline from peak | -2.39% | -3.30% | +0.91% |
Average DrawdownAverage peak-to-trough decline | -10.65% | -16.07% | +5.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 3.59% | -0.12% |
Volatility
CB vs. KO - Volatility Comparison
Chubb Limited (CB) has a higher volatility of 8.47% compared to The Coca-Cola Company (KO) at 7.83%. This indicates that CB's price experiences larger fluctuations and is considered to be riskier than KO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CB | KO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.47% | 7.83% | +0.64% |
Volatility (6M)Calculated over the trailing 6-month period | 14.42% | 14.19% | +0.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 17.98% | +0.82% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.27% | 16.46% | +3.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.75% | 18.37% | +5.38% |
Dividends
CB vs. KO - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.11%, less than KO's 2.53% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.11% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
KO The Coca-Cola Company | 2.53% | 2.92% | 3.12% | 3.12% | 2.77% | 2.84% | 2.99% | 2.89% | 3.29% | 3.23% | 3.38% | 3.07% |
Financials
CB vs. KO - Financials Comparison
This section allows you to compare key financial metrics between Chubb Limited and The Coca-Cola Company. 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 KO have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CB has higher volatility (8.47%) compared to KO (7.83%). In terms of maximum drawdown, CB dropped -50.99% vs KO's -68.23%.
CB currently has the higher Sharpe Ratio (1.62 vs 1.17), 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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