CB vs. LLY
CB (Chubb Limited) and LLY (Eli Lilly and Company) are both stocks. CB operates in Insurance - Property & Casualty (Financial Services), while LLY operates in Drug Manufacturers - General (Healthcare). Over the past 10 years, CB returned 11.89%/yr vs 33.71%/yr for LLY. At a 0.28 correlation, their price movements are largely independent.
Performance
CB vs. LLY - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CB achieves a 3.43% return, which is significantly lower than LLY's 7.29% return. Over the past 10 years, CB has underperformed LLY with an annualized return of 11.89%, while LLY has yielded a comparatively higher 33.71% annualized return.
CB
- 1D
- -1.35%
- 1M
- 0.70%
- YTD
- 3.43%
- 6M
- 8.96%
- 1Y
- 10.97%
- 3Y*
- 20.64%
- 5Y*
- 15.72%
- 10Y*
- 11.89%
LLY
- 1D
- 1.57%
- 1M
- 21.37%
- YTD
- 7.29%
- 6M
- 15.58%
- 1Y
- 50.32%
- 3Y*
- 38.07%
- 5Y*
- 39.75%
- 10Y*
- 33.71%
CB vs. LLY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 3.43% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
LLY Eli Lilly and Company | 7.29% | 40.25% | 33.30% | 60.91% | 34.26% | 66.08% | 31.04% | 16.14% | 40.45% | 17.83% |
Correlation
The correlation between CB and LLY is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.11 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.20 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.22 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 1993 | 0.28 |
Over the past year, the correlation between CB and LLY has dropped to 0.07 - well below their long-term average of 0.28, suggesting their price drivers have been diverging.
Fundamentals
CB:
$127.01B
LLY:
$1.03T
CB:
$28.35
LLY:
$28.14
CB:
11.35
LLY:
40.83
CB:
0.79
LLY:
0.82
CB:
2.67
LLY:
14.28
CB:
1.59
LLY:
33.00
CB:
$48.15B
LLY:
$72.25B
CB:
$17.01B
LLY:
$59.75B
CB:
$12.22B
LLY:
$32.97B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CB vs. LLY — Risk / Return Rank
CB
LLY
CB vs. LLY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and Eli Lilly and Company (LLY). 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.
| CB | LLY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.70 | ||
| Sortino ratioReturn per unit of downside risk | -0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.26 | -0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 2.14 | -0.96 |
| Martin ratioReturn relative to average drawdown | 2.70 | 5.32 | -2.63 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CB | LLY | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 1.33 | -0.70 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 1.23 | -0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 1.12 | -0.62 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.58 | -0.18 |
Drawdowns
CB vs. LLY - Drawdown Comparison
The maximum CB drawdown since its inception was -50.99%, smaller than the maximum LLY drawdown of -68.24%. Use the drawdown chart below to compare losses from any high point for CB and LLY.
Loading charts...
Drawdown Indicators
| CB | LLY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -68.24% | +17.25% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -23.64% | +14.28% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -34.48% | +20.13% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -34.48% | +15.22% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | -34.48% | -8.11% |
Current DrawdownCurrent decline from peak | -5.81% | 0.00% | -5.81% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -19.22% | +8.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.52% | 9.49% | -4.97% |
Volatility
CB vs. LLY - Volatility Comparison
The current volatility for Chubb Limited (CB) is 6.11%, while Eli Lilly and Company (LLY) has a volatility of 9.55%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than LLY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CB | LLY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 9.55% | -3.44% |
Volatility (6M)Calculated over the trailing 6-month period | 13.14% | 27.05% | -13.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 38.16% | -20.47% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.34% | 32.54% | -12.20% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 30.18% | -6.49% |
Dividends
CB vs. LLY - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.21%, more than LLY's 0.56% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.21% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
LLY Eli Lilly and Company | 0.56% | 0.56% | 0.67% | 0.78% | 1.07% | 1.23% | 1.75% | 1.96% | 1.94% | 2.46% | 2.77% | 2.37% |
Financials
CB vs. LLY - Financials Comparison
This section allows you to compare key financial metrics between Chubb Limited and Eli Lilly and 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 LLY have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LLY has higher volatility (9.55%) compared to CB (6.11%). In terms of maximum drawdown, CB dropped -50.99% vs LLY's -68.24%.
LLY currently has the higher Sharpe Ratio (1.33 vs 0.62), 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.
Find the right allocation for CB and LLY
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer