CB vs. XLU
Compare and contrast key facts about Chubb Limited (CB) and Utilities Select Sector SPDR Fund (XLU).
XLU is a passively managed fund by State Street that tracks the performance of the Utilities Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CB or XLU.
Performance
CB vs. XLU - Performance Comparison
Returns By Period
The year-to-date returns for both stocks are quite close, with CB having a 28.71% return and XLU slightly lower at 28.05%. Over the past 10 years, CB has outperformed XLU with an annualized return of 12.10%, while XLU has yielded a comparatively lower 9.21% annualized return.
CB
28.71%
-4.53%
5.70%
31.15%
15.65%
12.10%
XLU
28.05%
-3.60%
11.18%
31.78%
8.14%
9.21%
Key characteristics
| CB | XLU | |
|---|---|---|
| Sharpe Ratio | 1.96 | 2.08 |
| Sortino Ratio | 2.69 | 2.85 |
| Omega Ratio | 1.37 | 1.36 |
| Calmar Ratio | 3.95 | 1.67 |
| Martin Ratio | 10.63 | 9.92 |
| Ulcer Index | 3.18% | 3.28% |
| Daily Std Dev | 17.23% | 15.58% |
| Max Drawdown | -64.24% | -52.27% |
| Current Drawdown | -4.60% | -3.60% |
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Correlation
The correlation between CB and XLU is 0.37, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
CB vs. XLU - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) and Utilities Select Sector SPDR Fund (XLU). 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. XLU - Dividend Comparison
CB's dividend yield for the trailing twelve months is around 1.23%, less than XLU's 2.79% 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% |
XLU Utilities Select Sector SPDR Fund | 2.79% | 3.39% | 2.92% | 2.79% | 3.14% | 2.95% | 3.33% | 3.33% | 3.42% | 3.67% | 3.19% | 3.86% |
Drawdowns
CB vs. XLU - Drawdown Comparison
The maximum CB drawdown since its inception was -64.24%, which is greater than XLU's maximum drawdown of -52.27%. Use the drawdown chart below to compare losses from any high point for CB and XLU. For additional features, visit the drawdowns tool.
Volatility
CB vs. XLU - Volatility Comparison
The current volatility for Chubb Limited (CB) is 4.30%, while Utilities Select Sector SPDR Fund (XLU) has a volatility of 5.37%. This indicates that CB experiences smaller price fluctuations and is considered to be less risky than XLU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.