CB vs. TRV
CB (Chubb Limited) and TRV (The Travelers Companies, 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 14.78%/yr for TRV. Their 0.68 correlation means they have sometimes moved together and sometimes differently.
Performance
CB vs. TRV - 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 TRV's 30.07% return. Over the past 10 years, CB has underperformed TRV with an annualized return of 12.89%, while TRV has yielded a comparatively higher 14.78% 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%
TRV
- 1D
- -0.43%
- 1M
- 9.36%
- 6M
- 32.61%
- YTD
- 30.07%
- 1Y
- 47.23%
- 3Y*
- 31.86%
- 5Y*
- 22.60%
- 10Y*
- 14.78%
- ALL TIME*
- 11.85%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $775.34M | $719.59M | $600.51M | |
| $902.70M | $763.57M | $614.43M |
CB vs. TRV - 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% |
TRV The Travelers Companies, Inc. | 30.07% | 22.38% | 28.76% | 3.93% | 22.42% | 13.96% | 5.31% | 17.00% | -9.64% | 13.36% |
Correlation
The correlation between CB and TRV is 0.72, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.72 |
Correlation (3Y) Balances recent behavior with more history. | 0.74 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.79 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.80 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 1996 | 0.68 |
The correlation between CB and TRV shifts across timeframes, from 0.68 (all time) to 0.80 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CB:
$135.29B
TRV:
$78.08B
CB:
$35.80
TRV:
$37.59
CB:
9.80
TRV:
9.96
CB:
0.68
TRV:
0.46
CB:
3.94
TRV:
1.69
CB:
1.70
TRV:
2.41
CB:
$35.28B
TRV:
$48.98B
CB:
$10.23B
TRV:
$17.01B
CB:
$15.23B
TRV:
$11.31B
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Return for Risk
CB vs. TRV — Risk / Return Rank
CB
TRV
CB vs. TRV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and The Travelers Companies, Inc. (TRV). 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 | TRV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.49 | ||
| Sortino ratioReturn per unit of downside risk | -0.76 | ||
| Omega ratioGain probability vs. loss probability | 1.32 | 1.41 | -0.10 |
| Calmar ratioReturn relative to maximum drawdown | 3.60 | 5.58 | -1.98 |
| Martin ratioReturn relative to average drawdown | 9.94 | 14.16 | -4.21 |
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Drawdowns
CB vs. TRV - Drawdown Comparison
The maximum CB drawdown since its inception was -50.99%, smaller than the maximum TRV drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for CB and TRV.
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Drawdown Indicators
| CB | TRV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -55.11% | +4.12% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -8.31% | -1.05% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -12.47% | -1.88% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -18.90% | -0.36% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | -46.28% | +3.69% |
Current DrawdownCurrent decline from peak | -3.53% | -5.75% | +2.22% |
Average DrawdownAverage peak-to-trough decline | -10.65% | -11.07% | +0.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.38% | 3.27% | +0.11% |
Volatility
CB vs. TRV - Volatility Comparison
The current volatility for Chubb Limited (CB) is 8.96%, while The Travelers Companies, Inc. (TRV) has a volatility of 11.55%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than TRV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CB | TRV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.96% | 11.55% | -2.59% |
Volatility (6M)Calculated over the trailing 6-month period | 15.55% | 16.55% | -1.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.27% | 20.71% | -1.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.39% | 22.24% | -1.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.81% | 24.65% | -0.84% |
Dividends
CB vs. TRV - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.12%, less than TRV's 1.22% yield.
| 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% |
TRV The Travelers Companies, Inc. | 1.22% | 1.50% | 1.72% | 2.06% | 1.96% | 2.23% | 2.40% | 2.36% | 2.53% | 2.09% | 2.14% | 2.11% |
Financials
CB vs. TRV - Financials Comparison
This section allows you to compare key financial metrics between Chubb Limited and The Travelers Companies, 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. TRV - 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%.
TRV - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Travelers Companies, Inc. reported a gross profit of 4.45B and revenue of 12.15B. Therefore, the gross margin over that period was 36.6%.
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%.
TRV - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Travelers Companies, Inc. reported an operating income of 2.88B and revenue of 12.15B, resulting in an operating margin of 23.7%.
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%.
TRV - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Travelers Companies, Inc. reported a net income of 2.21B and revenue of 12.15B, resulting in a net margin of 18.2%.
Frequently Asked Questions
CB and TRV have a correlation of 0.72, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TRV has higher volatility (11.55%) compared to CB (8.96%). In terms of maximum drawdown, CB dropped -50.99% vs TRV's -55.11%.
TRV currently has the higher Sharpe Ratio (2.24 vs 1.75), 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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