CME vs. CB
CME (CME Group Inc.) and CB (Chubb Limited) are both stocks. Both are in the Financial Services sector — CME in Financial Data & Stock Exchanges, CB in Insurance - Property & Casualty. Over the past 10 years, CME returned 15.38%/yr vs 12.26%/yr for CB. At a 0.36 correlation, their price movements are largely independent.
Performance
CME vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, CME achieves a 1.58% return, which is significantly lower than CB's 5.77% return. Over the past 10 years, CME has outperformed CB with an annualized return of 15.38%, while CB has yielded a comparatively lower 12.26% annualized return.
CME
- 1D
- 2.80%
- 1M
- -9.35%
- YTD
- 1.58%
- 6M
- 1.41%
- 1Y
- 3.90%
- 3Y*
- 19.92%
- 5Y*
- 9.17%
- 10Y*
- 15.38%
CB
- 1D
- 0.38%
- 1M
- 1.55%
- YTD
- 5.77%
- 6M
- 7.02%
- 1Y
- 15.88%
- 3Y*
- 21.39%
- 5Y*
- 16.27%
- 10Y*
- 12.26%
CME vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CME CME Group Inc. | 1.58% | 19.83% | 15.41% | 31.32% | -22.89% | 29.47% | -6.34% | 9.67% | 32.15% | 32.35% |
CB Chubb Limited | 5.77% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
Correlation
The correlation between CME and CB is 0.28, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.28 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.28 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Dec 6, 2002 | 0.36 |
Fundamentals
CME:
$97.90B
CB:
$129.48B
CME:
$11.75
CB:
$28.35
CME:
22.94
CB:
11.58
CME:
2.00
CB:
0.80
CME:
14.40
CB:
2.72
CME:
3.68
CB:
1.62
CME:
$6.76B
CB:
$48.15B
CME:
$5.84B
CB:
$17.01B
CME:
$5.69B
CB:
$12.22B
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Return for Risk
CME vs. CB — Risk / Return Rank
CME
CB
CME vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for CME Group Inc. (CME) 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.
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.
| CME | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.71 | ||
| Sortino ratioReturn per unit of downside risk | -1.01 | ||
| Omega ratioGain probability vs. loss probability | 1.05 | 1.17 | -0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.16 | 1.64 | -1.48 |
| Martin ratioReturn relative to average drawdown | 0.50 | 3.73 | -3.23 |
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Drawdowns
CME vs. CB - Drawdown Comparison
The maximum CME drawdown since its inception was -77.50%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for CME and CB.
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Drawdown Indicators
| CME | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.50% | -50.99% | -26.51% |
Max Drawdown (1Y)Largest decline over 1 year | -21.42% | -9.36% | -12.06% |
Max Drawdown (3Y)Largest decline over 3 years | -21.42% | -14.35% | -7.07% |
Max Drawdown (5Y)Largest decline over 5 years | -31.74% | -19.26% | -12.48% |
Max Drawdown (10Y)Largest decline over 10 years | -37.36% | -42.59% | +5.23% |
Current DrawdownCurrent decline from peak | -15.03% | -3.68% | -11.35% |
Average DrawdownAverage peak-to-trough decline | -20.68% | -10.68% | -10.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.70% | 4.11% | +2.59% |
Volatility
CME vs. CB - Volatility Comparison
CME Group Inc. (CME) has a higher volatility of 10.45% compared to Chubb Limited (CB) at 6.08%. This indicates that CME'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.
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Volatility by Period
| CME | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.45% | 6.08% | +4.37% |
Volatility (6M)Calculated over the trailing 6-month period | 17.44% | 13.12% | +4.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 20.74% | 17.67% | +3.07% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 20.15% | 20.33% | -0.18% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 23.93% | 23.69% | +0.24% |
Dividends
CME vs. CB - Dividend Comparison
CME's dividend yield for the trailing twelve months is around 4.17%, more than CB's 1.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.20% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
CME CME Group Inc. | 4.17% | 1.83% | 4.48% | 4.58% | 5.05% | 3.00% | 3.24% | 2.74% | 2.42% | 4.20% | 4.90% | 5.41% |
Financials
CME vs. CB - Financials Comparison
This section allows you to compare key financial metrics between CME Group Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
CME and CB have a correlation of 0.28, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CME has higher volatility (10.45%) compared to CB (6.08%). In terms of maximum drawdown, CME dropped -77.50% vs CB's -50.99%.
CB currently has the higher Sharpe Ratio (0.87 vs 0.16), 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.
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