CB vs. TMUS
CB (Chubb Limited) and TMUS (T-Mobile US, Inc.) are both stocks. CB operates in Insurance - Property & Casualty (Financial Services), while TMUS operates in Telecom Services (Communication Services). Over the past 10 years, CB returned 12.26%/yr vs 16.66%/yr for TMUS. At a 0.31 correlation, their price movements are largely independent.
Performance
CB vs. TMUS - Performance Comparison
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Returns By Period
In the year-to-date period, CB achieves a 5.77% return, which is significantly higher than TMUS's -5.91% return. Over the past 10 years, CB has underperformed TMUS with an annualized return of 12.26%, while TMUS has yielded a comparatively higher 16.66% annualized 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%
TMUS
- 1D
- 1.77%
- 1M
- 2.65%
- YTD
- -5.91%
- 6M
- -2.11%
- 1Y
- -15.50%
- 3Y*
- 15.04%
- 5Y*
- 6.35%
- 10Y*
- 16.66%
CB vs. TMUS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 5.77% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
TMUS T-Mobile US, Inc. | -5.91% | -6.58% | 39.70% | 15.02% | 20.71% | -13.99% | 71.96% | 23.28% | 0.16% | 10.43% |
Correlation
The correlation between CB and TMUS is 0.30, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.30 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.33 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.33 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.30 |
Correlation (All Time) Calculated using the full available price history since Apr 19, 2007 | 0.31 |
Fundamentals
CB:
$129.48B
TMUS:
$208.40B
CB:
$28.35
TMUS:
$9.41
CB:
11.58
TMUS:
20.09
CB:
0.80
TMUS:
0.31
CB:
2.72
TMUS:
2.34
CB:
1.62
TMUS:
3.73
CB:
$48.15B
TMUS:
$90.53B
CB:
$17.01B
TMUS:
$34.92B
CB:
$12.22B
TMUS:
$28.22B
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Return for Risk
CB vs. TMUS — Risk / Return Rank
CB
TMUS
CB vs. TMUS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and T-Mobile US, Inc. (TMUS). 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 | TMUS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.50 | ||
| Sortino ratioReturn per unit of downside risk | +2.16 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.91 | +0.26 |
| Calmar ratioReturn relative to maximum drawdown | 1.64 | -0.52 | +2.16 |
| Martin ratioReturn relative to average drawdown | 3.73 | -0.88 | +4.61 |
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Drawdowns
CB vs. TMUS - Drawdown Comparison
The maximum CB drawdown since its inception was -50.99%, smaller than the maximum TMUS drawdown of -86.29%. Use the drawdown chart below to compare losses from any high point for CB and TMUS.
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Drawdown Indicators
| CB | TMUS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -86.29% | +35.30% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -30.37% | +21.01% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -33.65% | +19.30% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -33.65% | +14.39% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | -33.65% | -8.94% |
Current DrawdownCurrent decline from peak | -3.68% | -29.12% | +25.44% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -25.96% | +15.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 17.87% | -13.76% |
Volatility
CB vs. TMUS - Volatility Comparison
The current volatility for Chubb Limited (CB) is 6.08%, while T-Mobile US, Inc. (TMUS) has a volatility of 7.72%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than TMUS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CB | TMUS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.08% | 7.72% | -1.64% |
Volatility (6M)Calculated over the trailing 6-month period | 13.12% | 19.08% | -5.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.67% | 24.99% | -7.32% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.33% | 23.90% | -3.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 26.08% | -2.39% |
Dividends
CB vs. TMUS - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.49%, less than TMUS's 2.08% yield.
| 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% |
TMUS T-Mobile US, Inc. | 2.08% | 1.80% | 1.28% | 0.41% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
CB vs. TMUS - Financials Comparison
This section allows you to compare key financial metrics between Chubb Limited and T-Mobile US, 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 TMUS have a correlation of 0.30, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMUS has higher volatility (7.72%) compared to CB (6.08%). In terms of maximum drawdown, CB dropped -50.99% vs TMUS's -86.29%.
CB currently has the higher Sharpe Ratio (0.87 vs -0.63), 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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