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

Performance

CB vs. OTCM - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chubb Limited (CB) and Otc Markets Group (OTCM). 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 5.77% return, which is significantly higher than OTCM's 1.93% return. Over the past 10 years, CB has underperformed OTCM with an annualized return of 12.26%, while OTCM has yielded a comparatively higher 16.80% annualized return.


CB

1D
0.38%
1M
1.55%
YTD
5.77%
6M
7.02%
1Y
15.88%
3Y*
21.39%
5Y*
16.27%
10Y*
12.26%

OTCM

1D
0.72%
1M
-1.89%
YTD
1.93%
6M
3.13%
1Y
6.44%
3Y*
1.73%
5Y*
4.73%
10Y*
16.80%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CB vs. OTCM - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CB
Chubb Limited
5.77%14.46%23.89%4.20%15.97%27.85%1.41%22.94%-9.63%12.82%
OTCM
Otc Markets Group
1.93%5.08%-4.43%2.06%-0.01%85.79%0.99%25.17%4.17%32.32%

Correlation

The correlation between CB and OTCM is -0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.


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

-0.00

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

0.02

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

0.06

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

0.05

Correlation (All Time)
Calculated using the full available price history since Jan 21, 2011

0.06

Fundamentals

Market Cap

CB:

$129.48B

OTCM:

$613.29M

EPS

CB:

$28.35

OTCM:

$2.71

PE Ratio

CB:

11.58

OTCM:

19.06

PEG Ratio

CB:

0.80

OTCM:

53.52

PS Ratio

CB:

2.72

OTCM:

4.93

PB Ratio

CB:

1.62

OTCM:

14.48

Total Revenue (TTM)

CB:

$48.15B

OTCM:

$124.27M

Gross Profit (TTM)

CB:

$17.01B

OTCM:

$60.59M

EBITDA (TTM)

CB:

$12.22B

OTCM:

$42.09M

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Return for Risk

CB vs. OTCM — Risk / Return Rank

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

CB
CB Risk / Return Rank: 6969
Overall Rank
CB Sharpe Ratio Rank: 7171
Sharpe Ratio Rank
CB Sortino Ratio Rank: 6565
Sortino Ratio Rank
CB Omega Ratio Rank: 6363
Omega Ratio Rank
CB Calmar Ratio Rank: 7272
Calmar Ratio Rank
CB Martin Ratio Rank: 7272
Martin Ratio Rank

OTCM
OTCM Risk / Return Rank: 4949
Overall Rank
OTCM Sharpe Ratio Rank: 5151
Sharpe Ratio Rank
OTCM Sortino Ratio Rank: 4545
Sortino Ratio Rank
OTCM Omega Ratio Rank: 4545
Omega Ratio Rank
OTCM Calmar Ratio Rank: 5252
Calmar Ratio Rank
OTCM Martin Ratio Rank: 5050
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. OTCM - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and Otc Markets Group (OTCM). 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.


CBOTCMDifference
Sharpe ratioReturn per unit of total volatility

+0.65

Sortino ratioReturn per unit of downside risk

+0.80

Omega ratioGain probability vs. loss probability

1.17

1.07

+0.10

Calmar ratioReturn relative to maximum drawdown

1.64

0.39

+1.25

Martin ratioReturn relative to average drawdown

3.73

0.68

+3.05

CB vs. OTCM - Sharpe Ratio Comparison

The current CB Sharpe Ratio is 0.87, which is higher than the OTCM Sharpe Ratio of 0.22. The chart below compares the historical Sharpe Ratios of CB and OTCM, 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. OTCM - Drawdown Comparison

The maximum CB drawdown since its inception was -50.99%, which is greater than OTCM's maximum drawdown of -39.87%. Use the drawdown chart below to compare losses from any high point for CB and OTCM.


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Drawdown Indicators


CBOTCMDifference

Max Drawdown

Largest peak-to-trough decline

-50.99%

-39.87%

-11.12%

Max Drawdown (1Y)

Largest decline over 1 year

-9.36%

-17.26%

+7.90%

Max Drawdown (3Y)

Largest decline over 3 years

-14.35%

-24.48%

+10.13%

Max Drawdown (5Y)

Largest decline over 5 years

-19.26%

-25.80%

+6.54%

Max Drawdown (10Y)

Largest decline over 10 years

-42.59%

-39.87%

-2.72%

Current Drawdown

Current decline from peak

-3.68%

-10.01%

+6.33%

Average Drawdown

Average peak-to-trough decline

-10.68%

-8.57%

-2.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.11%

9.96%

-5.85%

Volatility

CB vs. OTCM - Volatility Comparison

Chubb Limited (CB) has a higher volatility of 6.08% compared to Otc Markets Group (OTCM) at 5.46%. This indicates that CB's price experiences larger fluctuations and is considered to be riskier than OTCM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CBOTCMDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.08%

5.46%

+0.62%

Volatility (6M)

Calculated over the trailing 6-month period

13.12%

17.68%

-4.56%

Volatility (1Y)

Calculated over the trailing 1-year period

17.67%

30.89%

-13.22%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

20.33%

29.68%

-9.35%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

23.69%

33.05%

-9.36%

Dividends

CB vs. OTCM - Dividend Comparison

CB's dividend yield for the trailing twelve months is around 1.49%, less than OTCM's 5.24% 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%
OTCM
Otc Markets Group
5.24%4.81%4.33%3.97%3.90%6.19%3.68%3.57%4.24%3.99%2.43%6.63%

Financials

CB vs. OTCM - Financials Comparison

This section allows you to compare key financial metrics between Chubb Limited and Otc Markets Group. 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
30.40M
(CB) Total Revenue
(OTCM) Total Revenue
Values in USD except per share items

Frequently Asked Questions


CB and OTCM have a correlation of -0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CB has higher volatility (6.08%) compared to OTCM (5.46%). In terms of maximum drawdown, CB dropped -50.99% vs OTCM's -39.87%.

CB currently has the higher Sharpe Ratio (0.87 vs 0.22), 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 OTCM

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