CB vs. TRV
Compare and contrast key facts about Chubb Limited (CB) and The Travelers Companies, Inc. (TRV).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CB or TRV.
Key characteristics
| CB | TRV | |
|---|---|---|
| YTD Return | 30.98% | 29.32% |
| 1Y Return | 37.49% | 46.25% |
| 3Y Return (Ann) | 19.28% | 18.53% |
| 5Y Return (Ann) | 16.08% | 14.04% |
| 10Y Return (Ann) | 13.12% | 12.60% |
| Sharpe Ratio | 2.21 | 2.23 |
| Sortino Ratio | 3.00 | 2.66 |
| Omega Ratio | 1.41 | 1.44 |
| Calmar Ratio | 4.11 | 2.78 |
| Martin Ratio | 14.05 | 9.43 |
| Ulcer Index | 2.76% | 5.06% |
| Daily Std Dev | 17.62% | 21.40% |
| Max Drawdown | -64.24% | -55.11% |
| Current Drawdown | 0.00% | 0.00% |
Fundamentals
| CB | TRV | |
|---|---|---|
| Market Cap | $116.13B | $55.38B |
| EPS | $23.65 | $15.80 |
| PE Ratio | 12.15 | 15.38 |
| PEG Ratio | 3.58 | 0.83 |
| Total Revenue (TTM) | $40.02B | $33.44B |
| Gross Profit (TTM) | $40.00B | $33.54B |
| EBITDA (TTM) | $1.05B | -$51.00M |
Correlation
The correlation between CB and TRV is 0.58, 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.
Performance
CB vs. TRV - Performance Comparison
In the year-to-date period, CB achieves a 30.98% return, which is significantly higher than TRV's 29.32% return. Both investments have delivered pretty close results over the past 10 years, with CB having a 13.12% annualized return and TRV not far behind at 12.60%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Risk-Adjusted Performance
CB vs. TRV - Risk-Adjusted Performance 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.
Dividends
CB vs. TRV - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.21%, less than TRV's 1.69% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.21% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 2.28% | 2.79% | 1.46% |
TRV The Travelers Companies, Inc. | 1.69% | 2.06% | 1.96% | 2.23% | 2.40% | 2.36% | 2.53% | 2.09% | 2.14% | 2.11% | 2.03% | 2.16% |
Drawdowns
CB vs. TRV - Drawdown Comparison
The maximum CB drawdown since its inception was -64.24%, which is greater than TRV's maximum drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for CB and TRV. For additional features, visit the drawdowns tool.
Volatility
CB vs. TRV - Volatility Comparison
Chubb Limited (CB) and The Travelers Companies, Inc. (TRV) have volatilities of 6.03% and 6.04%, 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.
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