CB vs. TRV
Compare and contrast key facts about Chubb Limited (CB) and The Travelers Companies, Inc. (TRV).
Performance
CB vs. TRV - Performance Comparison
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CB vs. TRV - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 4.73% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
TRV The Travelers Companies, Inc. | 0.92% | 22.38% | 28.76% | 3.93% | 22.42% | 13.96% | 5.31% | 17.00% | -9.64% | 13.36% |
Fundamentals
CB:
$25.61
TRV:
$25.72
CB:
12.73
TRV:
11.34
CB:
0.85
TRV:
0.47
CB:
2.81
TRV:
1.38
CB:
$46.59B
TRV:
$48.41B
CB:
$12.47B
TRV:
$15.60B
CB:
$10.09B
TRV:
$10.06B
Returns By Period
In the year-to-date period, CB achieves a 4.73% return, which is significantly higher than TRV's 0.92% return. Both investments have delivered pretty close results over the past 10 years, with CB having a 12.48% annualized return and TRV not far behind at 11.93%.
CB
- 1D
- 0.18%
- 1M
- -4.10%
- YTD
- 4.73%
- 6M
- 16.18%
- 1Y
- 9.33%
- 3Y*
- 20.51%
- 5Y*
- 17.20%
- 10Y*
- 12.48%
TRV
- 1D
- -0.05%
- 1M
- -5.15%
- YTD
- 0.92%
- 6M
- 5.26%
- 1Y
- 12.04%
- 3Y*
- 21.61%
- 5Y*
- 16.40%
- 10Y*
- 11.93%
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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.
| CB | TRV | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.48 | 0.57 | -0.09 |
Sortino ratioReturn per unit of downside risk | 0.79 | 0.91 | -0.12 |
Omega ratioGain probability vs. loss probability | 1.10 | 1.12 | -0.02 |
Calmar ratioReturn relative to maximum drawdown | 0.97 | 1.14 | -0.17 |
Martin ratioReturn relative to average drawdown | 1.93 | 3.45 | -1.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CB | TRV | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.48 | 0.57 | -0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.85 | 0.76 | +0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.53 | 0.49 | +0.04 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.40 | 0.39 | +0.01 |
Correlation
The correlation between CB and TRV is 0.68, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Dividends
CB vs. TRV - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.19%, less than TRV's 1.51% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.19% | 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. | 1.51% | 1.50% | 1.72% | 2.06% | 1.96% | 2.23% | 2.40% | 2.36% | 2.53% | 2.09% | 2.14% | 2.11% |
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 | -11.76% | -11.61% | -0.15% |
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 | -4.63% | -6.18% | +1.55% |
Average DrawdownAverage peak-to-trough decline | -10.71% | -11.16% | +0.45% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.89% | 3.82% | +2.07% |
Volatility
CB vs. TRV - Volatility Comparison
Chubb Limited (CB) and The Travelers Companies, Inc. (TRV) have volatilities of 4.79% and 4.82%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. 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 | 4.79% | 4.82% | -0.03% |
Volatility (6M)Calculated over the trailing 6-month period | 13.06% | 12.68% | +0.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.81% | 21.35% | -1.54% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.41% | 21.83% | -1.42% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.68% | 24.39% | -0.71% |
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