CB vs. USD
CB (Chubb Limited) is a stock, while USD (ProShares Ultra Semiconductors) is Leveraged Equities fund tracking the Dow Jones U.S. Semiconductors Index (200%). Over the past 10 years, CB returned 12.77%/yr vs 55.62%/yr for USD. Their 0.29 correlation means their historical movements had little consistent relationship.
Performance
CB vs. USD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CB achieves a 13.64% return, which is significantly lower than USD's 73.03% return. Over the past 10 years, CB has underperformed USD with an annualized return of 12.77%, while USD has yielded a comparatively higher 55.62% annualized return.
CB
- 1D
- 1.22%
- 1M
- -1.12%
- 6M
- 7.66%
- YTD
- 13.64%
- 1Y
- 33.38%
- 3Y*
- 22.25%
- 5Y*
- 16.75%
- 10Y*
- 12.77%
- ALL TIME*
- 11.12%
USD
- 1D
- 0.95%
- 1M
- 0.29%
- 6M
- 81.72%
- YTD
- 73.03%
- 1Y
- 112.45%
- 3Y*
- 102.64%
- 5Y*
- 58.12%
- 10Y*
- 55.62%
- ALL TIME*
- 28.97%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $642.27M | $699.14M | $607.36M | |
| $74.30M | $71.34M | $95.45M |
CB vs. USD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 13.64% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
USD ProShares Ultra Semiconductors | 73.03% | 62.08% | 139.64% | 228.79% | -68.57% | 104.27% | 68.16% | 110.37% | -26.88% | 81.72% |
Correlation
The correlation between CB and USD is -0.43, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.43 |
Correlation (3Y) Balances recent behavior with more history. | -0.20 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.00 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.11 |
Correlation (All Time) Calculated using the full available price history since Feb 1, 2007 | 0.29 |
The correlation between CB and USD shifts across timeframes, from -0.43 (1 year) to 0.29 (all time), reflecting how their relationship changes across market environments.
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. USD — Risk / Return Rank
CB
USD
CB vs. USD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and ProShares Ultra Semiconductors (USD). 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 | USD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.21 | ||
| Sortino ratioReturn per unit of downside risk | +0.52 | ||
| Omega ratioGain probability vs. loss probability | 1.31 | 1.26 | +0.05 |
| Calmar ratioReturn relative to maximum drawdown | 3.58 | 2.88 | +0.71 |
| Martin ratioReturn relative to average drawdown | 9.84 | 8.14 | +1.69 |
Loading charts...
Drawdowns
CB vs. USD - Drawdown Comparison
The maximum CB drawdown since its inception was -50.99%, smaller than the maximum USD drawdown of -88.63%. Use the drawdown chart below to compare losses from any high point for CB and USD.
Loading charts...
Drawdown Indicators
| CB | USD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -50.99% | -88.63% | +37.64% |
Max Drawdown (1Y)Largest decline over 1 year | -9.36% | -39.33% | +29.97% |
Max Drawdown (3Y)Largest decline over 3 years | -14.35% | -64.46% | +50.11% |
Max Drawdown (5Y)Largest decline over 5 years | -19.26% | -77.85% | +58.59% |
Max Drawdown (10Y)Largest decline over 10 years | -42.59% | -77.85% | +35.26% |
Current DrawdownCurrent decline from peak | -3.02% | -20.06% | +17.04% |
Average DrawdownAverage peak-to-trough decline | -10.64% | -32.23% | +21.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.40% | 13.86% | -10.46% |
Volatility
CB vs. USD - Volatility Comparison
The current volatility for Chubb Limited (CB) is 8.51%, while ProShares Ultra Semiconductors (USD) has a volatility of 28.60%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than USD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CB | USD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.51% | 28.60% | -20.09% |
Volatility (6M)Calculated over the trailing 6-month period | 15.57% | 61.51% | -45.94% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.31% | 74.08% | -54.77% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.39% | 78.90% | -58.51% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.81% | 70.45% | -46.64% |
Dividends
CB vs. USD - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.11%, more than USD's 0.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.11% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
USD ProShares Ultra Semiconductors | 0.33% | 0.39% | 0.10% | 0.05% | 0.30% | 0.00% | 0.14% | 0.72% | 0.93% | 0.32% | 0.46% | 0.39% |
Frequently Asked Questions
CB and USD have a correlation of -0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
USD has higher volatility (28.60%) compared to CB (8.51%). In terms of maximum drawdown, CB dropped -50.99% vs USD's -88.63%.
CB currently has the higher Sharpe Ratio (1.74 vs 1.53), 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 USD
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