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 12.18%/yr vs 9.61%/yr for KO. At a 0.36 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 10.66% return, which is significantly lower than KO's 19.80% return. Over the past 10 years, CB has outperformed KO with an annualized return of 12.18%, while KO has yielded a comparatively lower 9.61% annualized return.
CB
- 1D
- 0.54%
- 1M
- 10.47%
- YTD
- 10.66%
- 6M
- 9.84%
- 1Y
- 21.94%
- 3Y*
- 22.90%
- 5Y*
- 18.39%
- 10Y*
- 12.18%
KO
- 1D
- 0.02%
- 1M
- 5.28%
- YTD
- 19.80%
- 6M
- 19.38%
- 1Y
- 20.85%
- 3Y*
- 14.45%
- 5Y*
- 12.11%
- 10Y*
- 9.61%
CB vs. KO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 10.66% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
KO The Coca-Cola Company | 19.80% | 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 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.32 |
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 | 0.36 |
The correlation between CB and KO shifts across timeframes, from 0.30 (1 year) to 0.44 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CB:
$135.46B
KO:
$356.55B
CB:
$28.45
KO:
$3.18
CB:
12.07
KO:
26.02
CB:
0.84
KO:
3.14
CB:
2.84
KO:
7.23
CB:
1.70
KO:
10.60
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 | -0.02 | ||
| Sortino ratioReturn per unit of downside risk | -0.15 | ||
| Omega ratioGain probability vs. loss probability | 1.23 | 1.22 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 2.36 | 2.66 | -0.31 |
| Martin ratioReturn relative to average drawdown | 5.30 | 5.27 | +0.03 |
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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 | 0.00% | -0.49% | +0.49% |
Average DrawdownAverage peak-to-trough decline | -10.67% | -16.08% | +5.41% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.15% | 3.96% | +0.19% |
Volatility
CB vs. KO - Volatility Comparison
The current volatility for Chubb Limited (CB) is 6.47%, while The Coca-Cola Company (KO) has a volatility of 7.01%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky 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 | 6.47% | 7.01% | -0.54% |
Volatility (6M)Calculated over the trailing 6-month period | 13.34% | 12.98% | +0.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.03% | 16.87% | +1.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.28% | 16.21% | +4.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.65% | 18.24% | +5.41% |
Dividends
CB vs. KO - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.14%, less than KO's 2.52% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.14% | 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 | 2.52% | 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 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KO has higher volatility (7.01%) compared to CB (6.47%). In terms of maximum drawdown, CB dropped -50.99% vs KO's -68.23%.
KO currently has the higher Sharpe Ratio (1.24 vs 1.22), 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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