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

Correlation

The correlation between CB and RYH is 0.47, 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.


-0.50.00.51.00.5

Performance

CB vs. RYH - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chubb Limited (CB) and Invesco S&P 500® Equal Weight Health Care ETF (RYH). The values are adjusted to include any dividend payments, if applicable.

0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember2025
4.37%
0
CB
RYH

Key characteristics

Returns By Period


CB

YTD

-2.47%

1M

-1.35%

6M

4.37%

1Y

15.07%

5Y*

13.94%

10Y*

11.53%

RYH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

*Annualized

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Risk-Adjusted Performance

CB vs. RYH — Risk-Adjusted Performance Rank

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

CB
The Risk-Adjusted Performance Rank of CB is 7777
Overall Rank
The Sharpe Ratio Rank of CB is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of CB is 7373
Sortino Ratio Rank
The Omega Ratio Rank of CB is 7272
Omega Ratio Rank
The Calmar Ratio Rank of CB is 8484
Calmar Ratio Rank
The Martin Ratio Rank of CB is 7878
Martin Ratio Rank

RYH
The Risk-Adjusted Performance Rank of RYH is 1515
Overall Rank
The Sharpe Ratio Rank of RYH is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of RYH is 1515
Sortino Ratio Rank
The Omega Ratio Rank of RYH is 1515
Omega Ratio Rank
The Calmar Ratio Rank of RYH is 1717
Calmar Ratio Rank
The Martin Ratio Rank of RYH is 1515
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


Sharpe ratio
The chart of Sharpe ratio for CB, currently valued at 1.09, compared to the broader market-2.000.002.004.001.09
The chart of Sortino ratio for CB, currently valued at 1.58, compared to the broader market-4.00-2.000.002.004.001.58
The chart of Omega ratio for CB, currently valued at 1.21, compared to the broader market0.501.001.502.001.21
The chart of Calmar ratio for CB, currently valued at 1.37, compared to the broader market0.002.004.006.001.37
The chart of Martin ratio for CB, currently valued at 4.28, compared to the broader market-10.000.0010.0020.0030.004.28
CB
RYH


Rolling 12-month Sharpe Ratio1.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.09
CB
RYH

Dividends

CB vs. RYH - Dividend Comparison

CB's dividend yield for the trailing twelve months is around 1.33%, while RYH has not paid dividends to shareholders.


TTM20242023202220212020201920182017201620152014
CB
Chubb Limited
1.33%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%3.34%
RYH
Invesco S&P 500® Equal Weight Health Care ETF
0.00%0.00%0.69%0.64%0.50%0.51%0.54%0.53%0.47%0.48%0.49%0.43%

Drawdowns

CB vs. RYH - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-10.44%
-10.07%
CB
RYH

Volatility

CB vs. RYH - Volatility Comparison

Chubb Limited (CB) has a higher volatility of 6.01% 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%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember2025
6.01%
0
CB
RYH
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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