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 12.64%/yr vs 16.05%/yr for SPGI. At a 0.39 correlation, their price movements are largely independent.
Performance
CB vs. SPGI - Performance Comparison
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Returns By Period
In the year-to-date period, CB achieves a 13.63% return, which is significantly higher than SPGI's -8.87% return. Over the past 10 years, CB has underperformed SPGI with an annualized return of 12.64%, while SPGI has yielded a comparatively higher 16.05% annualized return.
CB
- 1D
- 0.11%
- 1M
- 9.01%
- 6M
- 17.92%
- YTD
- 13.63%
- 1Y
- 30.24%
- 3Y*
- 22.47%
- 5Y*
- 17.51%
- 10Y*
- 12.64%
- ALL TIME*
- 11.14%
SPGI
- 1D
- -0.55%
- 1M
- 15.35%
- 6M
- -12.84%
- YTD
- -8.87%
- 1Y
- -8.85%
- 3Y*
- 4.69%
- 5Y*
- 3.46%
- 10Y*
- 16.05%
- ALL TIME*
- 13.43%
CB vs. SPGI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 13.63% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
SPGI S&P Global Inc. | -8.87% | 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 | 0.28 |
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 2, 2001 | 0.39 |
The correlation between CB and SPGI shifts across timeframes, from 0.19 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CB:
$136.73B
SPGI:
$132.71B
CB:
$28.45
SPGI:
$15.85
CB:
12.39
SPGI:
28.29
CB:
0.86
SPGI:
3.70
CB:
2.91
SPGI:
8.59
CB:
1.74
SPGI:
4.26
CB:
$48.15B
SPGI:
$15.73B
CB:
$17.01B
SPGI:
$8.15B
CB:
$12.22B
SPGI:
$7.83B
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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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CB | SPGI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.91 | ||
| Sortino ratioReturn per unit of downside risk | +2.62 | ||
| Omega ratioGain probability vs. loss probability | 1.29 | 0.97 | +0.32 |
| Calmar ratioReturn relative to maximum drawdown | 3.25 | -0.29 | +3.54 |
| Martin ratioReturn relative to average drawdown | 8.75 | -0.51 | +9.26 |
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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.
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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 | -2.39% | -15.27% | +12.88% |
Average DrawdownAverage peak-to-trough decline | -10.65% | -15.25% | +4.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.47% | 17.44% | -13.97% |
Volatility
CB vs. SPGI - Volatility Comparison
The current volatility for Chubb Limited (CB) is 8.47%, while S&P Global Inc. (SPGI) has a volatility of 11.70%. 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.
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Volatility by Period
| CB | SPGI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.47% | 11.70% | -3.23% |
Volatility (6M)Calculated over the trailing 6-month period | 14.42% | 26.55% | -12.13% |
Volatility (1Y)Calculated over the trailing 1-year period | 18.80% | 30.16% | -11.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.27% | 25.06% | -4.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.75% | 26.15% | -2.40% |
Dividends
CB vs. SPGI - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.11%, less than SPGI's 5.78% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.11% | 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. | 5.78% | 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 (11.70%) compared to CB (8.47%). In terms of maximum drawdown, CB dropped -50.99% vs SPGI's -74.67%.
CB currently has the higher Sharpe Ratio (1.62 vs -0.29), 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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