CB vs. VTI
Compare and contrast key facts about Chubb Limited (CB) and Vanguard Total Stock Market ETF (VTI).
VTI is a passively managed fund by Vanguard that tracks the performance of the CRSP US Total Market Index. It was launched on May 24, 2001.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CB or VTI.
Performance
CB vs. VTI - Performance Comparison
Returns By Period
In the year-to-date period, CB achieves a 28.71% return, which is significantly higher than VTI's 23.63% return. Both investments have delivered pretty close results over the past 10 years, with CB having a 12.10% annualized return and VTI not far ahead at 12.59%.
CB
28.71%
-4.53%
5.70%
31.15%
15.65%
12.10%
VTI
23.63%
0.87%
11.41%
32.34%
14.66%
12.59%
Key characteristics
| CB | VTI | |
|---|---|---|
| Sharpe Ratio | 1.96 | 2.58 |
| Sortino Ratio | 2.69 | 3.45 |
| Omega Ratio | 1.37 | 1.48 |
| Calmar Ratio | 3.95 | 3.76 |
| Martin Ratio | 10.63 | 16.56 |
| Ulcer Index | 3.18% | 1.95% |
| Daily Std Dev | 17.23% | 12.51% |
| Max Drawdown | -64.24% | -55.45% |
| Current Drawdown | -4.60% | -2.43% |
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Correlation
The correlation between CB and VTI is 0.55, 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.
Risk-Adjusted Performance
CB vs. VTI - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and Vanguard Total Stock Market ETF (VTI). 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. VTI - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.23%, less than VTI's 1.29% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.23% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 2.28% | 2.79% | 1.46% |
VTI Vanguard Total Stock Market ETF | 1.29% | 1.44% | 1.67% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% | 1.76% | 1.74% |
Drawdowns
CB vs. VTI - Drawdown Comparison
The maximum CB drawdown since its inception was -64.24%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for CB and VTI. For additional features, visit the drawdowns tool.
Volatility
CB vs. VTI - Volatility Comparison
Chubb Limited (CB) and Vanguard Total Stock Market ETF (VTI) have volatilities of 4.30% and 4.28%, 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.