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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.

-5.00%0.00%5.00%10.00%15.00%JulyAugustSeptemberOctoberNovemberDecember
3.91%
0
CB
RYH

Key characteristics

Returns By Period


CB

YTD

22.48%

1M

-3.45%

6M

3.17%

1Y

26.50%

5Y*

13.98%

10Y*

11.21%

RYH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

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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.


Sharpe ratio
The chart of Sharpe ratio for CB, currently valued at 1.44, compared to the broader market-4.00-2.000.002.001.44
The chart of Sortino ratio for CB, currently valued at 2.03, compared to the broader market-4.00-2.000.002.004.002.03
The chart of Omega ratio for CB, currently valued at 1.27, compared to the broader market0.501.001.502.001.27
The chart of Calmar ratio for CB, currently valued at 2.54, compared to the broader market0.002.004.006.002.54
The chart of Martin ratio for CB, currently valued at 6.70, compared to the broader market0.0010.0020.006.70
CB
RYH


Rolling 12-month Sharpe Ratio1.502.002.50JulyAugustSeptemberOctoberNovemberDecember
1.44
CB
RYH

Dividends

CB vs. RYH - Dividend Comparison

CB's dividend yield for the trailing twelve months is around 1.31%, while RYH has not paid dividends to shareholders.


TTM20232022202120202019201820172016201520142013
CB
Chubb Limited
1.31%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
0.00%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%JulyAugustSeptemberOctoberNovemberDecember
-9.22%
-10.07%
CB
RYH

Volatility

CB vs. RYH - Volatility Comparison

Chubb Limited (CB) has a higher volatility of 4.08% 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%JulyAugustSeptemberOctoberNovemberDecember
4.08%
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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