CB vs. TKOMY
CB (Chubb Limited) and TKOMY (Tokio Marine Holdings Inc) are both stocks. Both operate in the Insurance - Property & Casualty industry within the Financial Services sector. Over the past 10 years, CB returned 12.89%/yr vs 15.72%/yr for TKOMY. Their 0.26 correlation means their historical movements had little consistent relationship.
Performance
CB vs. TKOMY - Performance Comparison
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Returns By Period
In the year-to-date period, CB achieves a 13.04% return, which is significantly lower than TKOMY's 36.99% return. Over the past 10 years, CB has underperformed TKOMY with an annualized return of 12.89%, while TKOMY has yielded a comparatively higher 15.72% annualized return.
CB
- 1D
- 0.15%
- 1M
- -2.90%
- 6M
- 13.97%
- YTD
- 13.04%
- 1Y
- 32.82%
- 3Y*
- 21.57%
- 5Y*
- 17.48%
- 10Y*
- 12.89%
- ALL TIME*
- 11.11%
TKOMY
- 1D
- -2.07%
- 1M
- 14.36%
- 6M
- 35.85%
- YTD
- 36.99%
- 1Y
- 25.24%
- 3Y*
- 33.07%
- 5Y*
- 26.78%
- 10Y*
- 15.72%
- ALL TIME*
- 7.84%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $775.34M | $719.59M | $600.51M | |
| $4.13M | $10.82M | $6.87M |
CB vs. TKOMY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 13.04% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
TKOMY Tokio Marine Holdings Inc | 36.99% | 4.28% | 46.61% | 16.29% | 14.78% | 6.20% | -5.38% | 17.55% | 3.65% | 13.57% |
Correlation
The correlation between CB and TKOMY is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2007 | 0.26 |
Over the past year, the correlation between CB and TKOMY has dropped to 0.02 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.
Fundamentals
CB:
$135.29B
TKOMY:
$96.32B
CB:
$35.80
TKOMY:
¥522.23
CB:
9.80
TKOMY:
15.28
CB:
0.68
TKOMY:
0.46
CB:
3.94
TKOMY:
1.96
CB:
1.70
TKOMY:
2.75
CB:
$35.28B
TKOMY:
¥7.71T
CB:
$10.23B
TKOMY:
¥4.70T
CB:
$15.23B
TKOMY:
¥804.94B
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Return for Risk
CB vs. TKOMY — Risk / Return Rank
CB
TKOMY
CB vs. TKOMY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and Tokio Marine Holdings Inc (TKOMY). 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 | TKOMY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.05 | ||
| Sortino ratioReturn per unit of downside risk | +1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.16 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 0.97 | +2.63 |
| Martin ratioReturn relative to average drawdown | 9.94 | 2.11 | +7.83 |
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Drawdowns
CB vs. TKOMY - Drawdown Comparison
The maximum CB drawdown since its inception was -50.99%, smaller than the maximum TKOMY drawdown of -56.95%. Use the drawdown chart below to compare losses from any high point for CB and TKOMY.
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Drawdown Indicators
| CB | TKOMY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -56.95% | +5.96% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -26.18% | +16.82% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -27.67% | +13.32% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -27.67% | +8.41% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | -32.32% | -10.27% |
Current DrawdownCurrent decline from peak | -3.53% | -2.07% | -1.46% |
Average DrawdownAverage peak-to-trough decline | -10.65% | -16.49% | +5.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 11.98% | -8.60% |
Volatility
CB vs. TKOMY - Volatility Comparison
The current volatility for Chubb Limited (CB) is 8.96%, while Tokio Marine Holdings Inc (TKOMY) has a volatility of 10.00%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than TKOMY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CB | TKOMY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.96% | 10.00% | -1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 15.55% | 29.87% | -14.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.27% | 36.45% | -17.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.39% | 31.13% | -10.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.81% | 27.74% | -3.93% |
Dividends
CB vs. TKOMY - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.12%, while TKOMY has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.12% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
TKOMY Tokio Marine Holdings Inc | 0.00% | 1.69% | 1.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.41% | 2.81% | 0.00% |
Financials
CB vs. TKOMY - Financials Comparison
This section allows you to compare key financial metrics between Chubb Limited and Tokio Marine Holdings 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
CB vs. TKOMY - Profitability Comparison
CB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Chubb Limited reported a gross profit of -6.85B and revenue of -10.99B. Therefore, the gross margin over that period was 62.3%.
TKOMY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Tokio Marine Holdings Inc reported a gross profit of 132.23B and revenue of 1.22T. Therefore, the gross margin over that period was 10.8%.
CB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Chubb Limited reported an operating income of 14.07M and revenue of -10.99B, resulting in an operating margin of -0.1%.
TKOMY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Tokio Marine Holdings Inc reported an operating income of 144.24B and revenue of 1.22T, resulting in an operating margin of 11.8%.
CB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Chubb Limited reported a net income of 5.88B and revenue of -10.99B, resulting in a net margin of -53.5%.
TKOMY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Tokio Marine Holdings Inc reported a net income of 82.65B and revenue of 1.22T, resulting in a net margin of 6.8%.
Frequently Asked Questions
CB and TKOMY have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TKOMY has higher volatility (10.00%) compared to CB (8.96%). In terms of maximum drawdown, CB dropped -50.99% vs TKOMY's -56.95%.
CB currently has the higher Sharpe Ratio (1.75 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.
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