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

Key characteristics


CBNXST
YTD Return10.96%4.23%
1Y Return26.64%0.03%
3Y Return (Ann)15.27%5.82%
5Y Return (Ann)13.65%10.48%
10Y Return (Ann)11.67%16.99%
Sharpe Ratio1.49-0.09
Daily Std Dev17.25%38.00%
Max Drawdown-64.24%-96.66%
Current Drawdown-3.63%-20.70%

Fundamentals


CBNXST
Market Cap$99.66B$5.31B
EPS$22.51$9.65
PE Ratio10.9016.47
PEG Ratio3.530.35
Revenue (TTM)$51.39B$4.93B
Gross Profit (TTM)$10.63B$3.23B
EBITDA (TTM)$10.13B$1.28B

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.

Performance

CB vs. NXST - Performance Comparison

In the year-to-date period, CB achieves a 10.96% return, which is significantly higher than NXST's 4.23% return. Over the past 10 years, CB has underperformed NXST with an annualized return of 11.67%, while NXST has yielded a comparatively higher 16.99% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


800.00%1,000.00%1,200.00%1,400.00%1,600.00%December2024FebruaryMarchAprilMay
1,022.58%
1,442.11%
CB
NXST

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Chubb Limited

Nexstar Media Group, Inc.

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.


CB
Sharpe ratio
The chart of Sharpe ratio for CB, currently valued at 1.49, compared to the broader market-2.00-1.000.001.002.003.001.49
Sortino ratio
The chart of Sortino ratio for CB, currently valued at 2.27, compared to the broader market-4.00-2.000.002.004.006.002.27
Omega ratio
The chart of Omega ratio for CB, currently valued at 1.27, compared to the broader market0.501.001.501.27
Calmar ratio
The chart of Calmar ratio for CB, currently valued at 1.33, compared to the broader market0.002.004.006.001.33
Martin ratio
The chart of Martin ratio for CB, currently valued at 8.33, compared to the broader market-10.000.0010.0020.0030.008.33
NXST
Sharpe ratio
The chart of Sharpe ratio for NXST, currently valued at -0.09, compared to the broader market-2.00-1.000.001.002.003.00-0.09
Sortino ratio
The chart of Sortino ratio for NXST, currently valued at 0.14, compared to the broader market-4.00-2.000.002.004.006.000.14
Omega ratio
The chart of Omega ratio for NXST, currently valued at 1.02, compared to the broader market0.501.001.501.02
Calmar ratio
The chart of Calmar ratio for NXST, currently valued at -0.10, compared to the broader market0.002.004.006.00-0.10
Martin ratio
The chart of Martin ratio for NXST, currently valued at -0.25, compared to the broader market-10.000.0010.0020.0030.00-0.25

CB vs. NXST - Sharpe Ratio Comparison

The current CB Sharpe Ratio is 1.49, which is higher than the NXST Sharpe Ratio of -0.09. The chart below compares the 12-month rolling Sharpe Ratio of CB and NXST.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50December2024FebruaryMarchAprilMay
1.49
-0.09
CB
NXST

Dividends

CB vs. NXST - Dividend Comparison

CB's dividend yield for the trailing twelve months is around 1.38%, less than NXST's 3.55% yield.


TTM20232022202120202019201820172016201520142013
CB
Chubb Limited
1.38%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.
3.55%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.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%December2024FebruaryMarchAprilMay
-3.63%
-20.70%
CB
NXST

Volatility

CB vs. NXST - Volatility Comparison

The current volatility for Chubb Limited (CB) is 5.17%, while Nexstar Media Group, Inc. (NXST) has a volatility of 8.51%. 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.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%December2024FebruaryMarchAprilMay
5.17%
8.51%
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