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

Performance

CB vs. MRSH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chubb Limited (CB) and Marsh & McLennan Companies, Inc (MRSH). 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 5.39% return, which is significantly higher than MRSH's -9.50% return. Over the past 10 years, CB has outperformed MRSH with an annualized return of 12.26%, while MRSH has yielded a comparatively lower 11.56% annualized return.


CB

1D
-0.36%
1M
1.18%
YTD
5.39%
6M
5.22%
1Y
15.46%
3Y*
20.42%
5Y*
16.13%
10Y*
12.26%

MRSH

1D
-1.48%
1M
3.19%
YTD
-9.50%
6M
-10.36%
1Y
-22.08%
3Y*
-1.27%
5Y*
5.12%
10Y*
11.56%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CB vs. MRSH - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CB
Chubb Limited
5.39%14.46%23.89%4.20%15.97%27.85%1.41%22.94%-9.63%12.82%
MRSH
Marsh & McLennan Companies, Inc
-9.50%-11.26%13.75%16.15%-3.45%50.83%6.86%42.33%-0.14%22.73%

Correlation

The correlation between CB and MRSH is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

Correlation (3Y)
Calculated over the trailing 3-year period

0.53

Correlation (5Y)
Calculated over the trailing 5-year period

0.55

Correlation (10Y)
Calculated over the trailing 10-year period

0.54

Correlation (All Time)
Calculated using the full available price history since Mar 24, 1993

0.51

The correlation between CB and MRSH has been stable across timeframes, ranging from 0.48 to 0.55 - a consistent structural relationship.

Fundamentals

Market Cap

CB:

$129.01B

MRSH:

$80.77B

EPS

CB:

$28.35

MRSH:

$7.99

PE Ratio

CB:

11.53

MRSH:

20.80

PEG Ratio

CB:

0.80

MRSH:

2.43

PS Ratio

CB:

2.71

MRSH:

2.97

PB Ratio

CB:

1.61

MRSH:

5.46

Total Revenue (TTM)

CB:

$48.15B

MRSH:

$27.52B

Gross Profit (TTM)

CB:

$17.01B

MRSH:

$11.66B

EBITDA (TTM)

CB:

$12.22B

MRSH:

$6.68B

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Return for Risk

CB vs. MRSH — Risk / Return Rank

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

CB
CB Risk / Return Rank: 6868
Overall Rank
CB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CB Sortino Ratio Rank: 6464
Sortino Ratio Rank
CB Omega Ratio Rank: 6363
Omega Ratio Rank
CB Calmar Ratio Rank: 7272
Calmar Ratio Rank
CB Martin Ratio Rank: 7171
Martin Ratio Rank

MRSH
MRSH Risk / Return Rank: 88
Overall Rank
MRSH Sharpe Ratio Rank: 66
Sharpe Ratio Rank
MRSH Sortino Ratio Rank: 99
Sortino Ratio Rank
MRSH Omega Ratio Rank: 99
Omega Ratio Rank
MRSH Calmar Ratio Rank: 1010
Calmar Ratio Rank
MRSH Martin Ratio Rank: 88
Martin Ratio Rank
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. MRSH - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and Marsh & McLennan Companies, Inc (MRSH). 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.


CBMRSHDifference
Sharpe ratioReturn per unit of total volatility

+1.82

Sortino ratioReturn per unit of downside risk

+2.62

Omega ratioGain probability vs. loss probability

1.17

0.84

+0.33

Calmar ratioReturn relative to maximum drawdown

1.66

-0.82

+2.48

Martin ratioReturn relative to average drawdown

3.77

-1.42

+5.19

CB vs. MRSH - Sharpe Ratio Comparison

The current CB Sharpe Ratio is 0.88, which is higher than the MRSH Sharpe Ratio of -0.94. The chart below compares the historical Sharpe Ratios of CB and MRSH, 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. MRSH - Drawdown Comparison

The maximum CB drawdown since its inception was -50.99%, smaller than the maximum MRSH drawdown of -67.46%. Use the drawdown chart below to compare losses from any high point for CB and MRSH.


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Drawdown Indicators


CBMRSHDifference

Max Drawdown

Largest peak-to-trough decline

-50.99%

-67.46%

+16.47%

Max Drawdown (1Y)

Largest decline over 1 year

-9.36%

-27.01%

+17.65%

Max Drawdown (3Y)

Largest decline over 3 years

-14.35%

-34.36%

+20.01%

Max Drawdown (5Y)

Largest decline over 5 years

-19.26%

-34.36%

+15.10%

Max Drawdown (10Y)

Largest decline over 10 years

-42.59%

-35.80%

-6.79%

Current Drawdown

Current decline from peak

-4.03%

-30.66%

+26.63%

Average Drawdown

Average peak-to-trough decline

-10.68%

-17.41%

+6.73%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

15.56%

-11.45%

Volatility

CB vs. MRSH - Volatility Comparison

The current volatility for Chubb Limited (CB) is 5.99%, while Marsh & McLennan Companies, Inc (MRSH) has a volatility of 7.13%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than MRSH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBMRSHDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

7.13%

-1.14%

Volatility (6M)

Calculated over the trailing 6-month period

12.76%

19.09%

-6.33%

Volatility (1Y)

Calculated over the trailing 1-year period

17.66%

23.52%

-5.86%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.33%

20.21%

+0.12%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.69%

20.95%

+2.74%

Dividends

CB vs. MRSH - Dividend Comparison

CB's dividend yield for the trailing twelve months is around 1.20%, less than MRSH's 2.17% yield.


PositionTTM20252024202320222021202020192018201720162015
CB
Chubb Limited
1.20%1.22%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%4.23%
MRSH
Marsh & McLennan Companies, Inc
2.17%1.85%1.44%1.37%1.36%1.15%1.57%1.56%1.98%1.76%1.92%2.13%

Financials

CB vs. MRSH - Financials Comparison

This section allows you to compare key financial metrics between Chubb Limited and Marsh & McLennan Companies, 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


0.005.00B10.00B15.00B20222023202420252026
1.88B
7.60B
(CB) Total Revenue
(MRSH) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CB and MRSH have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

MRSH has higher volatility (7.13%) compared to CB (5.99%). In terms of maximum drawdown, CB dropped -50.99% vs MRSH's -67.46%.

CB currently has the higher Sharpe Ratio (0.88 vs -0.94), 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.

Portfolio Optimizer

Find the right allocation for CB and MRSH

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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