CB vs. MA

Last updated Jun 9, 2026

CB (Chubb Limited) and MA (Mastercard Incorporated) are both stocks. Both are in the Financial Services sector — CB in Insurance - Property & Casualty, MA in Credit Services. Over the past 10 years, CB returned 11.89%/yr vs 18.40%/yr for MA. At a 0.40 correlation, their price movements are largely independent.

Performance

CB vs. MA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chubb Limited (CB) and Mastercard Incorporated (MA). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CB achieves a 3.43% return, which is significantly higher than MA's -14.65% return. Over the past 10 years, CB has underperformed MA with an annualized return of 11.89%, while MA has yielded a comparatively higher 18.40% 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%

MA

• 1D: -1.10%
• 1M: -1.98%
• YTD: -14.65%
• 6M: -9.84%
• 1Y: -17.21%
• 3Y*: 10.21%
• 5Y*: 6.59%
• 10Y*: 18.40%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CB vs. MA - 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%
MA Mastercard Incorporated	-14.65%	9.04%	24.17%	23.40%	-2.66%	1.16%	20.19%	59.16%	25.31%	47.69%

Correlation

The correlation between CB and MA is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.28
Correlation (3Y) Calculated over the trailing 3-year period	0.35
Correlation (5Y) Calculated over the trailing 5-year period	0.37
Correlation (10Y) Calculated over the trailing 10-year period	0.37
Correlation (All Time) Calculated using the full available price history since May 26, 2006	0.40

The correlation between CB and MA shifts across timeframes, from 0.28 (1 year) to 0.40 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap CB : $127.01B MA : $433.70B
EPS CB : $28.35 MA : $17.28
PE Ratio CB : 11.35 MA : 28.11
PEG Ratio CB : 0.79 MA : 1.64
PS Ratio CB : 2.67 MA : 12.90
PB Ratio CB : 1.59 MA : 64.52
Total Revenue (TTM) CB : $48.15B MA : $33.94B
Gross Profit (TTM) CB : $17.01B MA : $26.70B
EBITDA (TTM) CB : $12.22B MA : $21.23B

Return for Risk

CB vs. MA — Risk / Return Rank

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

CB

CB Risk / Return Rank: 61
CB Sharpe Ratio Rank: 63
CB Sortino Ratio Rank: 55
CB Omega Ratio Rank: 54
CB Calmar Ratio Rank: 65
CB Martin Ratio Rank: 66

MA

MA Risk / Return Rank: 9
MA Sharpe Ratio Rank: 10
MA Sortino Ratio Rank: 12
MA Omega Ratio Rank: 13
MA Calmar Ratio Rank: 10
MA Martin Ratio Rank: 3

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CB vs. MA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and Mastercard Incorporated (MA). 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	MA	Difference
Sharpe ratio: Return per unit of total volatility	0.62	-0.78	+1.40
Sortino ratio: Return per unit of downside risk	1.03	-0.97	+2.00
Omega ratio: Gain probability vs. loss probability	1.12	0.88	+0.24
Calmar ratio: Return relative to maximum drawdown	1.18	-0.83	+2.00
Martin ratio: Return relative to average drawdown	2.70	-1.68	+4.38
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CB vs. MA - Sharpe Ratio Comparison

The current CB Sharpe Ratio is 0.62, which is higher than the MA Sharpe Ratio of -0.78. The chart below compares the historical Sharpe Ratios of CB and MA, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CB	MA	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.62	-0.78	+1.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.78	0.28	+0.50
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.50	0.69	-0.18
Sharpe Ratio (All Time) Calculated using the full available price history	0.40	0.83	-0.43

Drawdowns

CB vs. MA - Drawdown Comparison

The maximum CB drawdown since its inception was -50.99%, smaller than the maximum MA drawdown of -62.67%. Use the drawdown chart below to compare losses from any high point for CB and MA.

Drawdown Indicators

	CB	MA	Difference
Max Drawdown Largest peak-to-trough decline	-50.99%	-62.67%	+11.68%
Max Drawdown (1Y) Largest decline over 1 year	-9.36%	-20.91%	+11.55%
Max Drawdown (3Y) Largest decline over 3 years	-14.35%	-20.91%	+6.56%
Max Drawdown (5Y) Largest decline over 5 years	-19.26%	-28.25%	+8.99%
Max Drawdown (10Y) Largest decline over 10 years	-42.59%	-41.00%	-1.59%
Current Drawdown Current decline from peak	-5.81%	-18.55%	+12.74%
Average Drawdown Average peak-to-trough decline	-10.68%	-9.82%	-0.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.52%	10.26%	-5.74%

Volatility

CB vs. MA - Volatility Comparison

Chubb Limited (CB) and Mastercard Incorporated (MA) have volatilities of 6.11% and 6.33%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CB	MA	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.11%	6.33%	-0.22%
Volatility (6M) Calculated over the trailing 6-month period	13.14%	17.37%	-4.23%
Volatility (1Y) Calculated over the trailing 1-year period	17.69%	22.28%	-4.59%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.34%	23.99%	-3.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.69%	26.93%	-3.24%

Dividends

CB vs. MA - Dividend Comparison

CB's dividend yield for the trailing twelve months is around 1.21%, more than MA's 0.67% 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%
MA Mastercard Incorporated	0.67%	0.53%	0.50%	0.53%	0.56%	0.49%	0.45%	0.44%	0.53%	0.58%	0.74%	0.66%

Financials

Frequently Asked Questions

Can I hold both CB and MA in my portfolio?

CB and MA have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CB or MA?

MA has higher volatility (6.33%) compared to CB (6.11%). In terms of maximum drawdown, CB dropped -50.99% vs MA's -62.67%.

Which has better risk-adjusted returns?

CB currently has the higher Sharpe Ratio (0.62 vs -0.78), 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.