CB vs. TXRH
CB (Chubb Limited) and TXRH (Texas Roadhouse, Inc.) are both stocks. CB operates in Insurance - Property & Casualty (Financial Services), while TXRH operates in Restaurants (Consumer Cyclical). Over the past 10 years, CB returned 12.26%/yr vs 15.87%/yr for TXRH. At a 0.32 correlation, their price movements are largely independent.
Performance
CB vs. TXRH - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CB achieves a 5.39% return, which is significantly higher than TXRH's 1.81% return. Over the past 10 years, CB has underperformed TXRH with an annualized return of 12.26%, while TXRH has yielded a comparatively higher 15.87% annualized return.
CB
- 1D
- -0.36%
- 1M
- 1.18%
- YTD
- 5.39%
- 6M
- 5.22%
- 1Y
- 15.46%
- 3Y*
- 20.42%
- 5Y*
- 16.13%
- 10Y*
- 12.26%
TXRH
- 1D
- -0.19%
- 1M
- -5.46%
- YTD
- 1.81%
- 6M
- -0.42%
- 1Y
- -6.55%
- 3Y*
- 16.95%
- 5Y*
- 14.15%
- 10Y*
- 15.87%
CB vs. TXRH - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 5.39% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
TXRH Texas Roadhouse, Inc. | 1.81% | -6.57% | 49.78% | 37.15% | 4.16% | 15.71% | 39.83% | -3.62% | 15.11% | 11.16% |
Correlation
The correlation between CB and TXRH is 0.02, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.18 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.27 |
Correlation (All Time) Calculated using the full available price history since Oct 5, 2004 | 0.32 |
Over the past year, the correlation between CB and TXRH has dropped to 0.02 - well below their long-term average of 0.32, suggesting their price drivers have been diverging.
Fundamentals
CB:
$129.01B
TXRH:
$11.08B
CB:
$28.35
TXRH:
$6.26
CB:
11.53
TXRH:
26.77
CB:
0.80
TXRH:
1.67
CB:
2.71
TXRH:
1.83
CB:
$48.15B
TXRH:
$6.06B
CB:
$17.01B
TXRH:
$1.14B
CB:
$12.22B
TXRH:
$701.29M
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CB vs. TXRH — Risk / Return Rank
CB
TXRH
CB vs. TXRH - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and Texas Roadhouse, Inc. (TXRH). 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 | TXRH | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.11 | ||
| Sortino ratioReturn per unit of downside risk | +1.52 | ||
| Omega ratioGain probability vs. loss probability | 1.17 | 0.98 | +0.18 |
| Calmar ratioReturn relative to maximum drawdown | 1.66 | -0.34 | +1.99 |
| Martin ratioReturn relative to average drawdown | 3.77 | -0.58 | +4.35 |
Loading charts...
Drawdowns
CB vs. TXRH - Drawdown Comparison
The maximum CB drawdown since its inception was -50.99%, smaller than the maximum TXRH drawdown of -76.59%. Use the drawdown chart below to compare losses from any high point for CB and TXRH.
Loading charts...
Drawdown Indicators
| CB | TXRH | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -76.59% | +25.60% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -19.61% | +10.25% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -24.82% | +10.47% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -30.45% | +11.19% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | -58.04% | +15.45% |
Current DrawdownCurrent decline from peak | -4.03% | -16.13% | +12.10% |
Average DrawdownAverage peak-to-trough decline | -10.68% | -16.15% | +5.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.11% | 11.36% | -7.25% |
Volatility
CB vs. TXRH - Volatility Comparison
The current volatility for Chubb Limited (CB) is 5.99%, while Texas Roadhouse, Inc. (TXRH) has a volatility of 9.69%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than TXRH based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CB | TXRH | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.99% | 9.69% | -3.70% |
Volatility (6M)Calculated over the trailing 6-month period | 12.76% | 22.58% | -9.82% |
Volatility (1Y)Calculated over the trailing 1-year period | 17.66% | 29.24% | -11.58% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.33% | 30.58% | -10.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.69% | 35.63% | -11.94% |
Dividends
CB vs. TXRH - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.20%, less than TXRH's 1.71% 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% |
TXRH Texas Roadhouse, Inc. | 1.71% | 1.64% | 1.35% | 1.80% | 2.02% | 1.34% | 0.46% | 2.13% | 1.68% | 1.59% | 1.58% | 1.90% |
Financials
CB vs. TXRH - Financials Comparison
This section allows you to compare key financial metrics between Chubb Limited and Texas Roadhouse, 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 TXRH 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.
TXRH has higher volatility (9.69%) compared to CB (5.99%). In terms of maximum drawdown, CB dropped -50.99% vs TXRH's -76.59%.
CB currently has the higher Sharpe Ratio (0.88 vs -0.23), 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.
Find the right allocation for CB and TXRH
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer