CB vs. RGR
CB (Chubb Limited) and RGR (Sturm, Ruger & Company, Inc.) are both stocks. CB operates in Insurance - Property & Casualty (Financial Services), while RGR operates in Aerospace & Defense (Industrials). Over the past 10 years, CB returned 11.89%/yr vs -0.07%/yr for RGR. At a 0.20 correlation, their price movements are largely independent.
Performance
CB vs. RGR - Performance Comparison
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Returns By Period
In the year-to-date period, CB achieves a 3.43% return, which is significantly lower than RGR's 18.37% return. Over the past 10 years, CB has outperformed RGR with an annualized return of 11.89%, while RGR has yielded a comparatively lower -0.07% 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%
RGR
- 1D
- -0.80%
- 1M
- -1.21%
- YTD
- 18.37%
- 6M
- 18.77%
- 1Y
- 8.20%
- 3Y*
- -8.15%
- 5Y*
- -9.67%
- 10Y*
- -0.07%
CB vs. RGR - 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% |
RGR Sturm, Ruger & Company, Inc. | 18.37% | -6.13% | -20.91% | -8.04% | -15.41% | 9.30% | 50.28% | -10.14% | -2.84% | 8.65% |
Correlation
The correlation between CB and RGR 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 | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since May 17, 1993 | 0.20 |
The correlation between CB and RGR shifts across timeframes, from 0.00 (1 year) to 0.22 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
CB:
$127.01B
RGR:
$624.87M
CB:
$28.35
RGR:
-$0.73
CB:
2.67
RGR:
1.14
CB:
1.59
RGR:
2.21
CB:
$48.15B
RGR:
$551.68M
CB:
$17.01B
RGR:
$79.33M
CB:
$12.22B
RGR:
-$2.50M
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Return for Risk
CB vs. RGR — Risk / Return Rank
CB
RGR
CB vs. RGR - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and Sturm, Ruger & Company, Inc. (RGR). 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 | RGR | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.39 | ||
| Sortino ratioReturn per unit of downside risk | +0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 1.08 | +0.04 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 0.21 | +0.97 |
| Martin ratioReturn relative to average drawdown | 2.70 | 0.47 | +2.23 |
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 | RGR | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | 0.23 | +0.39 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | -0.32 | +1.10 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | -0.00 | +0.51 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.21 | +0.19 |
Drawdowns
CB vs. RGR - Drawdown Comparison
The maximum CB drawdown since its inception was -50.99%, smaller than the maximum RGR drawdown of -79.69%. Use the drawdown chart below to compare losses from any high point for CB and RGR.
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Drawdown Indicators
| CB | RGR | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -79.69% | +28.70% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -38.79% | +29.43% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -46.00% | +31.65% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -60.59% | +41.33% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | -60.59% | +18.00% |
Current DrawdownCurrent decline from peak | -5.81% | -47.12% | +41.31% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -31.96% | +21.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.52% | 17.56% | -13.04% |
Volatility
CB vs. RGR - Volatility Comparison
The current volatility for Chubb Limited (CB) is 6.11%, while Sturm, Ruger & Company, Inc. (RGR) has a volatility of 7.14%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than RGR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CB | RGR | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 7.14% | -1.03% |
Volatility (6M)Calculated over the trailing 6-month period | 13.14% | 19.49% | -6.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 35.49% | -17.80% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.34% | 30.36% | -10.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 33.10% | -9.41% |
Dividends
CB vs. RGR - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.21%, more than RGR's 1.01% 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% |
RGR Sturm, Ruger & Company, Inc. | 1.01% | 1.90% | 1.95% | 2.79% | 14.66% | 4.94% | 10.00% | 1.74% | 2.07% | 2.44% | 3.28% | 1.85% |
Financials
CB vs. RGR - Financials Comparison
This section allows you to compare key financial metrics between Chubb Limited and Sturm, Ruger & Company, 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 RGR 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.
RGR has higher volatility (7.14%) compared to CB (6.11%). In terms of maximum drawdown, CB dropped -50.99% vs RGR's -79.69%.
CB currently has the higher Sharpe Ratio (0.62 vs 0.23), 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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