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CB vs. NXST
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CB vs. NXST - Performance Comparison

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

1,000.00%1,200.00%1,400.00%1,600.00%1,800.00%JuneJulyAugustSeptemberOctoberNovember
1,202.17%
1,492.08%
CB
NXST

Returns By Period

In the year-to-date period, CB achieves a 28.71% return, which is significantly higher than NXST's 7.61% return. Over the past 10 years, CB has underperformed NXST with an annualized return of 12.10%, while NXST has yielded a comparatively higher 15.76% annualized return.


CB

YTD

28.71%

1M

-4.53%

6M

5.70%

1Y

31.15%

5Y (annualized)

15.65%

10Y (annualized)

12.10%

NXST

YTD

7.61%

1M

-4.94%

6M

-2.57%

1Y

14.49%

5Y (annualized)

13.01%

10Y (annualized)

15.76%

Fundamentals


CBNXST
Market Cap$114.03B$5.22B
EPS$24.39$17.23
PE Ratio11.609.76
PEG Ratio3.500.59
Total Revenue (TTM)$54.89B$5.22B
Gross Profit (TTM)$54.85B$2.98B
EBITDA (TTM)$3.89B$1.96B

Key characteristics


CBNXST
Sharpe Ratio1.960.37
Sortino Ratio2.690.74
Omega Ratio1.371.09
Calmar Ratio3.950.41
Martin Ratio10.631.64
Ulcer Index3.18%7.82%
Daily Std Dev17.23%34.43%
Max Drawdown-64.24%-96.66%
Current Drawdown-4.60%-18.13%

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Correlation

-0.50.00.51.00.2

The correlation between CB and NXST is 0.24, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.

Risk-Adjusted Performance

CB vs. NXST - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and Nexstar Media Group, Inc. (NXST). 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.


Sharpe ratio
The chart of Sharpe ratio for CB, currently valued at 1.96, compared to the broader market-4.00-2.000.002.001.960.37
The chart of Sortino ratio for CB, currently valued at 2.69, compared to the broader market-4.00-2.000.002.004.002.690.74
The chart of Omega ratio for CB, currently valued at 1.37, compared to the broader market0.501.001.502.001.371.09
The chart of Calmar ratio for CB, currently valued at 3.95, compared to the broader market0.002.004.006.003.950.41
The chart of Martin ratio for CB, currently valued at 10.63, compared to the broader market0.0010.0020.0030.0010.631.64
CB
NXST

The current CB Sharpe Ratio is 1.96, which is higher than the NXST Sharpe Ratio of 0.37. The chart below compares the historical Sharpe Ratios of CB and NXST, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.002.50JuneJulyAugustSeptemberOctoberNovember
1.96
0.37
CB
NXST

Dividends

CB vs. NXST - Dividend Comparison

CB's dividend yield for the trailing twelve months is around 1.23%, less than NXST's 4.18% yield.


TTM20232022202120202019201820172016201520142013
CB
Chubb Limited
1.23%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%1.46%
NXST
Nexstar Media Group, Inc.
4.18%3.44%2.06%1.85%2.05%1.54%1.91%1.53%1.52%1.29%1.16%0.86%

Drawdowns

CB vs. NXST - Drawdown Comparison

The maximum CB drawdown since its inception was -64.24%, smaller than the maximum NXST drawdown of -96.66%. Use the drawdown chart below to compare losses from any high point for CB and NXST. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-4.60%
-18.13%
CB
NXST

Volatility

CB vs. NXST - Volatility Comparison

The current volatility for Chubb Limited (CB) is 4.30%, while Nexstar Media Group, Inc. (NXST) has a volatility of 15.68%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than NXST based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JuneJulyAugustSeptemberOctoberNovember
4.30%
15.68%
CB
NXST

Financials

CB vs. NXST - Financials Comparison

This section allows you to compare key financial metrics between Chubb Limited and Nexstar Media Group, 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


Values in USD except per share items