PortfoliosLab logo
CB vs. VTI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

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.


-0.50.00.51.0
Correlation: 0.6

Performance

CB vs. VTI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chubb Limited (CB) and Vanguard Total Stock Market ETF (VTI). The values are adjusted to include any dividend payments, if applicable.

600.00%700.00%800.00%900.00%1,000.00%1,100.00%1,200.00%NovemberDecember2025FebruaryMarchApril
1,090.93%
622.23%
CB
VTI

Key characteristics

Sharpe Ratio

CB:

0.62

VTI:

0.47

Sortino Ratio

CB:

0.97

VTI:

0.80

Omega Ratio

CB:

1.13

VTI:

1.12

Calmar Ratio

CB:

0.92

VTI:

0.49

Martin Ratio

CB:

2.28

VTI:

1.99

Ulcer Index

CB:

5.78%

VTI:

4.76%

Daily Std Dev

CB:

21.21%

VTI:

20.05%

Max Drawdown

CB:

-64.24%

VTI:

-55.45%

Current Drawdown

CB:

-7.72%

VTI:

-10.40%

Returns By Period

In the year-to-date period, CB achieves a 1.34% return, which is significantly higher than VTI's -6.29% return. Over the past 10 years, CB has outperformed VTI with an annualized return of 12.08%, while VTI has yielded a comparatively lower 11.38% annualized return.


CB

YTD

1.34%

1M

-5.49%

6M

-2.45%

1Y

14.97%

5Y*

23.97%

10Y*

12.08%

VTI

YTD

-6.29%

1M

-3.40%

6M

-4.58%

1Y

9.95%

5Y*

15.58%

10Y*

11.38%

*Annualized

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. VTI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CB
The Risk-Adjusted Performance Rank of CB is 7272
Overall Rank
The Sharpe Ratio Rank of CB is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of CB is 6565
Sortino Ratio Rank
The Omega Ratio Rank of CB is 6464
Omega Ratio Rank
The Calmar Ratio Rank of CB is 8383
Calmar Ratio Rank
The Martin Ratio Rank of CB is 7575
Martin Ratio Rank

VTI
The Risk-Adjusted Performance Rank of VTI is 5757
Overall Rank
The Sharpe Ratio Rank of VTI is 5454
Sharpe Ratio Rank
The Sortino Ratio Rank of VTI is 5555
Sortino Ratio Rank
The Omega Ratio Rank of VTI is 5757
Omega Ratio Rank
The Calmar Ratio Rank of VTI is 5959
Calmar Ratio Rank
The Martin Ratio Rank of VTI is 5858
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The chart of Sharpe ratio for CB, currently valued at 0.62, compared to the broader market-2.00-1.000.001.002.003.00
CB: 0.62
VTI: 0.47
The chart of Sortino ratio for CB, currently valued at 0.97, compared to the broader market-6.00-4.00-2.000.002.004.00
CB: 0.97
VTI: 0.80
The chart of Omega ratio for CB, currently valued at 1.13, compared to the broader market0.501.001.502.00
CB: 1.13
VTI: 1.12
The chart of Calmar ratio for CB, currently valued at 0.92, compared to the broader market0.001.002.003.004.005.00
CB: 0.92
VTI: 0.49
The chart of Martin ratio for CB, currently valued at 2.28, compared to the broader market-5.000.005.0010.0015.0020.00
CB: 2.28
VTI: 1.99

The current CB Sharpe Ratio is 0.62, which is higher than the VTI Sharpe Ratio of 0.47. The chart below compares the historical Sharpe Ratios of CB and VTI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.62
0.47
CB
VTI

Dividends

CB vs. VTI - Dividend Comparison

CB's dividend yield for the trailing twelve months is around 1.30%, less than VTI's 1.39% yield.


TTM20242023202220212020201920182017201620152014
CB
Chubb Limited
1.30%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%
VTI
Vanguard Total Stock Market ETF
1.39%1.27%1.44%1.67%1.21%1.42%1.78%2.04%1.71%1.92%1.98%1.76%

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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-7.72%
-10.40%
CB
VTI

Volatility

CB vs. VTI - Volatility Comparison

The current volatility for Chubb Limited (CB) is 10.56%, while Vanguard Total Stock Market ETF (VTI) has a volatility of 14.83%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
10.56%
14.83%
CB
VTI