CB vs. MRSH
CB (Chubb Limited) and MRSH (Marsh & McLennan Companies, Inc) are both stocks. Both are in the Financial Services sector — CB in Insurance - Property & Casualty, MRSH in Insurance Brokers. Over the past 10 years, CB returned 12.26%/yr vs 11.56%/yr for MRSH. A 0.51 correlation means they provide meaningful diversification when combined.
Performance
CB vs. MRSH - Performance Comparison
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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%
CB vs. MRSH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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
CB:
$129.01B
MRSH:
$80.77B
CB:
$28.35
MRSH:
$7.99
CB:
11.53
MRSH:
20.80
CB:
0.80
MRSH:
2.43
CB:
2.71
MRSH:
2.97
CB:
1.61
MRSH:
5.46
CB:
$48.15B
MRSH:
$27.52B
CB:
$17.01B
MRSH:
$11.66B
CB:
$12.22B
MRSH:
$6.68B
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Return for Risk
CB vs. MRSH — Risk / Return Rank
CB
MRSH
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.
| CB | MRSH | Difference | |
|---|---|---|---|
| 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 |
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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
| CB | MRSH | Difference | |
|---|---|---|---|
Max DrawdownLargest 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 DrawdownCurrent decline from peak | -4.03% | -30.66% | +26.63% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -17.41% | +6.73% |
Ulcer IndexDepth 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
| CB | MRSH | Difference | |
|---|---|---|---|
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.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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.
Total Revenue: Total amount of money received from sales and other business activities
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.
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