CB vs. REMIX
CB (Chubb Limited) is a stock, while REMIX (Standpoint Multi-Asset Fund Investor Class) is Macro Trading fund managed by Standpoint Asset Management. Over the past 5 years, CB returned 16.27%/yr vs 8.65%/yr for REMIX. At a 0.26 correlation, their price movements are largely independent.
Performance
CB vs. REMIX - Performance Comparison
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Returns By Period
In the year-to-date period, CB achieves a 5.77% return, which is significantly lower than REMIX's 13.77% return.
CB
- 1D
- 0.38%
- 1M
- 4.16%
- YTD
- 5.77%
- 6M
- 7.02%
- 1Y
- 15.26%
- 3Y*
- 21.39%
- 5Y*
- 16.27%
- 10Y*
- 12.26%
REMIX
- 1D
- 0.90%
- 1M
- -3.29%
- YTD
- 13.77%
- 6M
- 15.26%
- 1Y
- 27.94%
- 3Y*
- 10.31%
- 5Y*
- 8.65%
- 10Y*
- —
CB vs. REMIX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
CB Chubb Limited | 5.77% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% |
REMIX Standpoint Multi-Asset Fund Investor Class | 13.77% | 3.85% | 12.92% | 5.53% | 3.44% | 19.81% | 16.06% |
Correlation
The correlation between CB and REMIX is -0.11, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.11 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.06 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Jan 2, 2020 | 0.26 |
The correlation between CB and REMIX shifts across timeframes, from -0.11 (1 year) to 0.26 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CB vs. REMIX — Risk / Return Rank
CB
REMIX
CB vs. REMIX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and Standpoint Multi-Asset Fund Investor Class (REMIX). 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 | REMIX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.36 | ||
| Sortino ratioReturn per unit of downside risk | -1.55 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 1.39 | -0.22 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | 6.04 | -4.40 |
| Martin ratioReturn relative to average drawdown | 3.73 | 18.45 | -14.73 |
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Drawdowns
CB vs. REMIX - Drawdown Comparison
The maximum CB drawdown since its inception was -50.99%, which is greater than REMIX's maximum drawdown of -17.89%. Use the drawdown chart below to compare losses from any high point for CB and REMIX.
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Drawdown Indicators
| CB | REMIX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -17.89% | -33.10% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -4.78% | -4.58% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -17.89% | +3.54% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -17.89% | -1.37% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | — | — |
Current DrawdownCurrent decline from peak | -3.68% | -3.90% | +0.22% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -3.29% | -7.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 1.56% | +2.55% |
Volatility
CB vs. REMIX - Volatility Comparison
Chubb Limited (CB) has a higher volatility of 6.08% compared to Standpoint Multi-Asset Fund Investor Class (REMIX) at 3.54%. This indicates that CB's price experiences larger fluctuations and is considered to be riskier than REMIX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CB | REMIX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 3.54% | +2.54% |
Volatility (6M)Calculated over the trailing 6-month period | 13.12% | 9.87% | +3.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 12.98% | +4.69% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.33% | 11.74% | +8.59% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 11.79% | +11.90% |
Dividends
CB vs. REMIX - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.49%, more than REMIX's 0.41% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.49% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
REMIX Standpoint Multi-Asset Fund Investor Class | 0.41% | 0.47% | 5.52% | 3.46% | 2.48% | 6.04% | 1.09% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CB and REMIX have a correlation of -0.11, 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 REMIX (3.54%). In terms of maximum drawdown, CB dropped -50.99% vs REMIX's -17.89%.
REMIX currently has the higher Sharpe Ratio (2.23 vs 0.87), 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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