CB vs. SPGI
CB (Chubb Limited) and SPGI (S&P Global Inc.) are both stocks. Both are in the Financial Services sector — CB in Insurance - Property & Casualty, SPGI in Financial Data & Stock Exchanges. Over the past 10 years, CB returned 11.89%/yr vs 15.58%/yr for SPGI. At a 0.39 correlation, their price movements are largely independent.
Performance
CB vs. SPGI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CB achieves a 3.43% return, which is significantly higher than SPGI's -19.82% return. Over the past 10 years, CB has underperformed SPGI with an annualized return of 11.89%, while SPGI has yielded a comparatively higher 15.58% 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%
SPGI
- 1D
- -1.73%
- 1M
- -0.49%
- YTD
- -19.82%
- 6M
- -14.85%
- 1Y
- -19.02%
- 3Y*
- 3.63%
- 5Y*
- 2.49%
- 10Y*
- 15.58%
CB vs. SPGI - 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% |
SPGI S&P Global Inc. | -19.82% | 5.71% | 13.94% | 32.79% | -28.38% | 44.68% | 21.40% | 62.27% | 1.37% | 59.32% |
Correlation
The correlation between CB and SPGI is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 2001 | 0.39 |
Over the past year, the correlation between CB and SPGI has dropped to 0.19 - well below their long-term average of 0.39, suggesting their price drivers have been diverging.
Fundamentals
CB:
$127.01B
SPGI:
$124.13B
CB:
$28.35
SPGI:
$15.79
CB:
11.35
SPGI:
26.42
CB:
0.79
SPGI:
3.45
CB:
2.67
SPGI:
8.02
CB:
1.59
SPGI:
3.97
CB:
$48.15B
SPGI:
$15.73B
CB:
$17.01B
SPGI:
$8.15B
CB:
$12.22B
SPGI:
$7.83B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CB vs. SPGI — Risk / Return Rank
CB
SPGI
CB vs. SPGI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and S&P Global Inc. (SPGI). 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 | SPGI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.32 | ||
| Sortino ratioReturn per unit of downside risk | +1.80 | ||
| Omega ratioGain probability vs. loss probability | 1.12 | 0.89 | +0.24 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | -0.63 | +1.80 |
| Martin ratioReturn relative to average drawdown | 2.70 | -1.21 | +3.90 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CB | SPGI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.62 | -0.70 | +1.32 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.78 | 0.10 | +0.68 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.50 | 0.60 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.45 | -0.05 |
Drawdowns
CB vs. SPGI - Drawdown Comparison
The maximum CB drawdown since its inception was -50.99%, smaller than the maximum SPGI drawdown of -74.67%. Use the drawdown chart below to compare losses from any high point for CB and SPGI.
Loading charts...
Drawdown Indicators
| CB | SPGI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -74.67% | +23.68% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -30.48% | +21.12% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -30.48% | +16.13% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -39.76% | +20.50% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | -39.76% | -2.83% |
Current DrawdownCurrent decline from peak | -5.81% | -25.45% | +19.64% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -15.22% | +4.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.52% | 15.77% | -11.25% |
Volatility
CB vs. SPGI - Volatility Comparison
The current volatility for Chubb Limited (CB) is 6.11%, while S&P Global Inc. (SPGI) has a volatility of 8.15%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than SPGI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CB | SPGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.11% | 8.15% | -2.04% |
Volatility (6M)Calculated over the trailing 6-month period | 13.14% | 23.85% | -10.71% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.69% | 27.42% | -9.73% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.34% | 24.47% | -4.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 26.03% | -2.34% |
Dividends
CB vs. SPGI - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.21%, more than SPGI's 0.93% 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% |
SPGI S&P Global Inc. | 0.93% | 0.73% | 0.73% | 0.82% | 0.99% | 0.65% | 0.82% | 0.84% | 1.18% | 0.97% | 1.34% | 1.34% |
Financials
CB vs. SPGI - Financials Comparison
This section allows you to compare key financial metrics between Chubb Limited and S&P Global 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 SPGI have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SPGI has higher volatility (8.15%) compared to CB (6.11%). In terms of maximum drawdown, CB dropped -50.99% vs SPGI's -74.67%.
CB currently has the higher Sharpe Ratio (0.62 vs -0.70), 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.
Find the right allocation for CB and SPGI
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer