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CB vs. RYH
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Key characteristics


CBRYH

Correlation

-0.50.00.51.00.5

The correlation between CB and RYH is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Performance

CB vs. RYH - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


450.00%500.00%550.00%600.00%650.00%700.00%750.00%800.00%December2024FebruaryMarchAprilMay
537.63%
769.12%
CB
RYH

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Chubb Limited

Invesco S&P 500® Equal Weight Health Care ETF

Risk-Adjusted Performance

CB vs. RYH - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and Invesco S&P 500® Equal Weight Health Care ETF (RYH). 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 1.56, compared to the broader market-2.00-1.000.001.002.003.004.001.56
Sortino ratio
The chart of Sortino ratio for CB, currently valued at 2.37, compared to the broader market-4.00-2.000.002.004.006.002.37
Omega ratio
The chart of Omega ratio for CB, currently valued at 1.28, compared to the broader market0.501.001.501.28
Calmar ratio
The chart of Calmar ratio for CB, currently valued at 1.39, compared to the broader market0.002.004.006.001.39
Martin ratio
The chart of Martin ratio for CB, currently valued at 8.70, compared to the broader market-10.000.0010.0020.0030.008.70
RYH
Sharpe ratio
The chart of Sharpe ratio for RYH, currently valued at -1.02, compared to the broader market-2.00-1.000.001.002.003.004.00-1.02
Sortino ratio
The chart of Sortino ratio for RYH, currently valued at -1.26, compared to the broader market-4.00-2.000.002.004.006.00-1.26
Omega ratio
The chart of Omega ratio for RYH, currently valued at 0.59, compared to the broader market0.501.001.500.59
Calmar ratio
The chart of Calmar ratio for RYH, currently valued at -0.29, compared to the broader market0.002.004.006.00-0.29
Martin ratio
The chart of Martin ratio for RYH, currently valued at -1.08, compared to the broader market-10.000.0010.0020.0030.00-1.08

CB vs. RYH - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.00December2024FebruaryMarchAprilMay
1.56
-1.02
CB
RYH

Dividends

CB vs. RYH - Dividend Comparison

CB's dividend yield for the trailing twelve months is around 1.37%, while RYH has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CB
Chubb Limited
1.37%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%1.46%
RYH
Invesco S&P 500® Equal Weight Health Care ETF
0.68%0.69%0.64%0.50%0.51%0.54%0.53%0.47%0.48%0.49%0.43%0.42%

Drawdowns

CB vs. RYH - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%December2024FebruaryMarchAprilMay
-3.51%
-10.07%
CB
RYH

Volatility

CB vs. RYH - Volatility Comparison

Chubb Limited (CB) has a higher volatility of 5.15% compared to Invesco S&P 500® Equal Weight Health Care ETF (RYH) at 0.00%. This indicates that CB's price experiences larger fluctuations and is considered to be riskier than RYH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%1.00%2.00%3.00%4.00%5.00%6.00%7.00%December2024FebruaryMarchAprilMay
5.15%
0
CB
RYH