CB vs. TALO

Last updated Jun 13, 2026

CB (Chubb Limited) and TALO (Talos Energy Inc.) are both stocks. CB operates in Insurance - Property & Casualty (Financial Services), while TALO operates in Oil & Gas E&P (Energy). Over the past 5 years, CB returned 16.27%/yr vs -2.42%/yr for TALO. At a 0.21 correlation, their price movements are largely independent.

Performance

CB vs. TALO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chubb Limited (CB) and Talos Energy Inc. (TALO). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, CB achieves a 5.77% return, which is significantly lower than TALO's 35.75% return.

CB

• 1D: 0.38%
• 1M: 1.55%
• YTD: 5.77%
• 6M: 7.02%
• 1Y: 15.88%
• 3Y*: 21.39%
• 5Y*: 16.27%
• 10Y*: 12.26%

TALO

• 1D: 1.08%
• 1M: -3.05%
• YTD: 35.75%
• 6M: 31.46%
• 1Y: 60.00%
• 3Y*: 2.24%
• 5Y*: -2.42%
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

CB vs. TALO - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
CB Chubb Limited	5.77%	14.46%	23.89%	4.20%	15.97%	27.85%	1.41%	22.94%	-2.47%
TALO Talos Energy Inc.	35.75%	13.49%	-31.76%	-24.63%	92.65%	18.93%	-72.67%	84.74%	-53.37%

Correlation

The correlation between CB and TALO is 0.00, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.00
Correlation (3Y) Calculated over the trailing 3-year period	0.03
Correlation (5Y) Calculated over the trailing 5-year period	0.17
Correlation (All Time) Calculated using the full available price history since May 10, 2018	0.21

Over the past year, the correlation between CB and TALO has dropped to 0.00 - well below their long-term average of 0.21, suggesting their price drivers have been diverging.

Fundamentals

Market Cap CB : $129.48B TALO : $2.52B
EPS CB : $28.35 TALO : -$4.28
PS Ratio CB : 2.72 TALO : 1.49
PB Ratio CB : 1.62 TALO : 1.34
Total Revenue (TTM) CB : $48.15B TALO : $1.74B
Gross Profit (TTM) CB : $17.01B TALO : $40.64M
EBITDA (TTM) CB : $12.22B TALO : $480.10M

Return for Risk

CB vs. TALO — Risk / Return Rank

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

CB

CB Risk / Return Rank: 69
CB Sharpe Ratio Rank: 71
CB Sortino Ratio Rank: 65
CB Omega Ratio Rank: 63
CB Calmar Ratio Rank: 72
CB Martin Ratio Rank: 72

TALO

TALO Risk / Return Rank: 79
TALO Sharpe Ratio Rank: 80
TALO Sortino Ratio Rank: 73
TALO Omega Ratio Rank: 72
TALO Calmar Ratio Rank: 87
TALO Martin Ratio Rank: 86

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CB vs. TALO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and Talos Energy Inc. (TALO). 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	TALO	Difference
Sharpe ratio: Return per unit of total volatility	0.87	1.32	-0.45
Sortino ratio: Return per unit of downside risk	1.37	1.79	-0.42
Omega ratio: Gain probability vs. loss probability	1.17	1.23	-0.06
Calmar ratio: Return relative to maximum drawdown	1.64	3.48	-1.85
Martin ratio: Return relative to average drawdown	3.73	8.53	-4.81

CB vs. TALO - Sharpe Ratio Comparison

The current CB Sharpe Ratio is 0.87, which is lower than the TALO Sharpe Ratio of 1.32. The chart below compares the historical Sharpe Ratios of CB and TALO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

CB vs. TALO - Drawdown Comparison

The maximum CB drawdown since its inception was -50.99%, smaller than the maximum TALO drawdown of -86.34%. Use the drawdown chart below to compare losses from any high point for CB and TALO.

Drawdown Indicators

	CB	TALO	Difference
Max Drawdown Largest peak-to-trough decline	-50.99%	-86.34%	+35.35%
Max Drawdown (1Y) Largest decline over 1 year	-9.36%	-18.53%	+9.17%
Max Drawdown (3Y) Largest decline over 3 years	-14.35%	-63.16%	+48.81%
Max Drawdown (5Y) Largest decline over 5 years	-19.26%	-74.63%	+55.37%
Max Drawdown (10Y) Largest decline over 10 years	-42.59%	—	—
Current Drawdown Current decline from peak	-3.68%	-60.07%	+56.39%
Average Drawdown Average peak-to-trough decline	-10.68%	-58.56%	+47.88%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.11%	7.55%	-3.44%

Volatility

CB vs. TALO - Volatility Comparison

The current volatility for Chubb Limited (CB) is 6.08%, while Talos Energy Inc. (TALO) has a volatility of 15.13%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than TALO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	CB	TALO	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.08%	15.13%	-9.05%
Volatility (6M) Calculated over the trailing 6-month period	13.12%	38.25%	-25.13%
Volatility (1Y) Calculated over the trailing 1-year period	17.67%	48.80%	-31.13%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	20.33%	55.92%	-35.59%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	23.69%	64.35%	-40.66%

Dividends

CB vs. TALO - Dividend Comparison

CB's dividend yield for the trailing twelve months is around 1.49%, while TALO has not paid dividends to shareholders.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CB Chubb Limited	1.20%	1.22%	1.30%	1.51%	1.49%	1.65%	2.01%	1.91%	2.24%	1.93%	2.07%	4.23%
TALO Talos Energy Inc.	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both CB and TALO in my portfolio?

CB and TALO have a correlation of 0.00, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CB or TALO?

TALO has higher volatility (15.13%) compared to CB (6.08%). In terms of maximum drawdown, CB dropped -50.99% vs TALO's -86.34%.

Which has better risk-adjusted returns?

TALO currently has the higher Sharpe Ratio (1.32 vs 0.87), 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.