CB vs. PEP
CB (Chubb Limited) and PEP (PepsiCo, Inc.) are both stocks. CB operates in Insurance - Property & Casualty (Financial Services), while PEP operates in Beverages - Non-Alcoholic (Consumer Defensive). Over the past 10 years, CB returned 11.89%/yr vs 6.34%/yr for PEP. At a 0.33 correlation, their price movements are largely independent.
Performance
CB vs. PEP - Performance Comparison
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Returns By Period
In the year-to-date period, CB achieves a 3.43% return, which is significantly higher than PEP's -0.06% return. Over the past 10 years, CB has outperformed PEP with an annualized return of 11.89%, while PEP has yielded a comparatively lower 6.34% annualized return.
CB
- 1D
- -1.35%
- 1M
- 0.70%
- YTD
- 3.43%
- 6M
- 8.96%
- 1Y
- 10.97%
- 3Y*
- 20.64%
- 5Y*
- 15.72%
- 10Y*
- 11.89%
PEP
- 1D
- -0.87%
- 1M
- -8.06%
- YTD
- -0.06%
- 6M
- -1.51%
- 1Y
- 12.47%
- 3Y*
- -5.03%
- 5Y*
- 2.44%
- 10Y*
- 6.34%
CB vs. PEP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 3.43% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
PEP PepsiCo, Inc. | -0.06% | -1.85% | -7.60% | -3.29% | 6.78% | 20.56% | 11.67% | 27.38% | -4.81% | 17.82% |
Correlation
The correlation between CB and PEP is 0.23, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.23 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.37 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 1993 | 0.33 |
The correlation between CB and PEP shifts across timeframes, from 0.23 (1 year) to 0.37 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CB:
$127.01B
PEP:
$192.87B
CB:
$28.35
PEP:
$6.37
CB:
11.35
PEP:
22.07
CB:
0.79
PEP:
7.64
CB:
2.67
PEP:
2.02
CB:
1.59
PEP:
9.02
CB:
$48.15B
PEP:
$95.45B
CB:
$17.01B
PEP:
$51.60B
CB:
$12.22B
PEP:
$15.08B
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Return for Risk
CB vs. PEP — Risk / Return Rank
CB
PEP
CB vs. PEP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and PepsiCo, Inc. (PEP). 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 | PEP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.05 | ||
| Sortino ratioReturn per unit of downside risk | -0.02 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.12 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 0.77 | +0.41 |
| Martin ratioReturn relative to average drawdown | 2.70 | 2.04 | +0.65 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CB | PEP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.58 | +0.05 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.13 | +0.64 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.32 | +0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.38 | +0.02 |
Drawdowns
CB vs. PEP - Drawdown Comparison
The maximum CB drawdown since its inception was -50.99%, smaller than the maximum PEP drawdown of -73.92%. Use the drawdown chart below to compare losses from any high point for CB and PEP.
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Drawdown Indicators
| CB | PEP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -73.92% | +22.93% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -16.25% | +6.89% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -29.17% | +14.82% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -30.32% | +11.06% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | -30.32% | -12.27% |
Current DrawdownCurrent decline from peak | -5.81% | -19.80% | +13.99% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -13.65% | +2.97% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.52% | 6.12% | -1.60% |
Volatility
CB vs. PEP - Volatility Comparison
Chubb Limited (CB) and PepsiCo, Inc. (PEP) have volatilities of 6.11% and 6.35%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CB | PEP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 6.35% | -0.24% |
Volatility (6M)Calculated over the trailing 6-month period | 13.14% | 14.92% | -1.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 21.77% | -4.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.34% | 18.38% | +1.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 19.67% | +4.02% |
Dividends
CB vs. PEP - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.21%, less than PEP's 4.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.21% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
PEP PepsiCo, Inc. | 4.09% | 3.92% | 3.51% | 2.91% | 2.50% | 2.45% | 2.71% | 2.77% | 3.25% | 2.64% | 2.83% | 2.76% |
Financials
CB vs. PEP - Financials Comparison
This section allows you to compare key financial metrics between Chubb Limited and PepsiCo, 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 PEP have a correlation of 0.23, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PEP has higher volatility (6.35%) compared to CB (6.11%). In terms of maximum drawdown, CB dropped -50.99% vs PEP's -73.92%.
CB currently has the higher Sharpe Ratio (0.62 vs 0.58), 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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