PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CINF vs. CB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CINF and CB is 0.51, 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.


-0.50.00.51.00.5

Performance

CINF vs. CB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cincinnati Financial Corporation (CINF) and Chubb Limited (CB). The values are adjusted to include any dividend payments, if applicable.

2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%JulyAugustSeptemberOctoberNovemberDecember
2,126.28%
5,259.07%
CINF
CB

Key characteristics

Sharpe Ratio

CINF:

2.16

CB:

1.54

Sortino Ratio

CINF:

2.79

CB:

2.16

Omega Ratio

CINF:

1.39

CB:

1.29

Calmar Ratio

CINF:

1.93

CB:

2.72

Martin Ratio

CINF:

12.89

CB:

7.08

Ulcer Index

CINF:

3.64%

CB:

3.75%

Daily Std Dev

CINF:

21.74%

CB:

17.20%

Max Drawdown

CINF:

-59.64%

CB:

-64.24%

Current Drawdown

CINF:

-9.22%

CB:

-9.20%

Fundamentals

Market Cap

CINF:

$23.10B

CB:

$111.53B

EPS

CINF:

$19.47

CB:

$24.40

PE Ratio

CINF:

7.59

CB:

11.34

PEG Ratio

CINF:

-158.72

CB:

3.44

Total Revenue (TTM)

CINF:

$12.16B

CB:

$54.87B

Gross Profit (TTM)

CINF:

$12.16B

CB:

$54.83B

EBITDA (TTM)

CINF:

$3.01B

CB:

$12.00B

Returns By Period

In the year-to-date period, CINF achieves a 43.35% return, which is significantly higher than CB's 22.50% return. Over the past 10 years, CINF has outperformed CB with an annualized return of 13.93%, while CB has yielded a comparatively lower 11.12% annualized return.


CINF

YTD

43.35%

1M

-4.11%

6M

26.95%

1Y

45.61%

5Y*

9.69%

10Y*

13.93%

CB

YTD

22.50%

1M

-3.09%

6M

3.92%

1Y

25.83%

5Y*

13.97%

10Y*

11.12%

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

CINF vs. CB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cincinnati Financial Corporation (CINF) and Chubb Limited (CB). 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.


Sharpe ratio
The chart of Sharpe ratio for CINF, currently valued at 2.16, compared to the broader market-4.00-2.000.002.002.161.54
The chart of Sortino ratio for CINF, currently valued at 2.79, compared to the broader market-4.00-2.000.002.004.002.792.16
The chart of Omega ratio for CINF, currently valued at 1.39, compared to the broader market0.501.001.502.001.391.29
The chart of Calmar ratio for CINF, currently valued at 1.93, compared to the broader market0.002.004.006.001.932.72
The chart of Martin ratio for CINF, currently valued at 12.89, compared to the broader market-5.000.005.0010.0015.0020.0025.0012.897.08
CINF
CB

The current CINF Sharpe Ratio is 2.16, which is higher than the CB Sharpe Ratio of 1.54. The chart below compares the historical Sharpe Ratios of CINF and CB, 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 Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
2.16
1.54
CINF
CB

Dividends

CINF vs. CB - Dividend Comparison

CINF's dividend yield for the trailing twelve months is around 2.24%, more than CB's 1.31% yield.


TTM20232022202120202019201820172016201520142013
CINF
Cincinnati Financial Corporation
2.24%2.90%2.70%2.21%2.75%2.13%2.74%3.33%2.53%3.89%3.40%3.16%
CB
Chubb Limited
1.31%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%1.46%

Drawdowns

CINF vs. CB - Drawdown Comparison

The maximum CINF drawdown since its inception was -59.64%, smaller than the maximum CB drawdown of -64.24%. Use the drawdown chart below to compare losses from any high point for CINF and CB. For additional features, visit the drawdowns tool.


-14.00%-12.00%-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.22%
-9.20%
CINF
CB

Volatility

CINF vs. CB - Volatility Comparison

Cincinnati Financial Corporation (CINF) has a higher volatility of 6.84% compared to Chubb Limited (CB) at 4.08%. This indicates that CINF's price experiences larger fluctuations and is considered to be riskier than CB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


3.00%4.00%5.00%6.00%7.00%8.00%9.00%JulyAugustSeptemberOctoberNovemberDecember
6.84%
4.08%
CINF
CB

Financials

CINF vs. CB - Financials Comparison

This section allows you to compare key financial metrics between Cincinnati Financial Corporation and Chubb Limited. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2024 PortfoliosLab