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CNA vs. WRB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CNA vs. WRB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in CNA Financial Corporation (CNA) and W. R. Berkley Corporation (WRB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with CNA having a -6.60% return and WRB slightly lower at -6.77%. Over the past 10 years, CNA has underperformed WRB with an annualized return of 10.36%, while WRB has yielded a comparatively higher 17.21% annualized return.


CNA

1D
-0.78%
1M
-4.17%
YTD
-6.60%
6M
-3.09%
1Y
-5.30%
3Y*
11.87%
5Y*
5.19%
10Y*
10.36%

WRB

1D
0.17%
1M
-1.55%
YTD
-6.77%
6M
-7.30%
1Y
-10.33%
3Y*
22.22%
5Y*
16.44%
10Y*
17.21%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CNA vs. WRB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CNA
CNA Financial Corporation
-6.60%6.96%23.96%7.14%3.82%19.07%-5.42%9.47%-11.12%36.94%
WRB
W. R. Berkley Corporation
-6.77%23.02%27.19%0.25%33.92%27.39%-3.14%43.80%5.96%10.21%

Correlation

The correlation between CNA and WRB is 0.66, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.66

Correlation (3Y)
Calculated over the trailing 3-year period

0.64

Correlation (5Y)
Calculated over the trailing 5-year period

0.68

Correlation (10Y)
Calculated over the trailing 10-year period

0.67

Correlation (All Time)
Calculated using the full available price history since Jul 12, 1985

0.40

Over the past year, CNA and WRB have become more correlated (0.66) than their long-term average of 0.40, meaning their price movements have been converging.

Fundamentals

EPS

CNA:

$4.88

WRB:

$4.45

PE Ratio

CNA:

8.59

WRB:

14.67

PEG Ratio

CNA:

0.74

WRB:

0.86

PS Ratio

CNA:

0.77

WRB:

1.78

Total Revenue (TTM)

CNA:

$14.82B

WRB:

$14.71B

Gross Profit (TTM)

CNA:

$4.95B

WRB:

$2.91B

EBITDA (TTM)

CNA:

$1.73B

WRB:

$2.37B

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Return for Risk

CNA vs. WRB — Risk / Return Rank

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

CNA
CNA Risk / Return Rank: 2626
Overall Rank
CNA Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
CNA Sortino Ratio Rank: 2424
Sortino Ratio Rank
CNA Omega Ratio Rank: 2424
Omega Ratio Rank
CNA Calmar Ratio Rank: 2828
Calmar Ratio Rank
CNA Martin Ratio Rank: 2424
Martin Ratio Rank

WRB
WRB Risk / Return Rank: 1818
Overall Rank
WRB Sharpe Ratio Rank: 1919
Sharpe Ratio Rank
WRB Sortino Ratio Rank: 1818
Sortino Ratio Rank
WRB Omega Ratio Rank: 1818
Omega Ratio Rank
WRB Calmar Ratio Rank: 2020
Calmar Ratio Rank
WRB Martin Ratio Rank: 1616
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CNA vs. WRB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for CNA Financial Corporation (CNA) and W. R. Berkley Corporation (WRB). 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.


CNAWRBDifference
Sharpe ratioReturn per unit of total volatility

+0.22

Sortino ratioReturn per unit of downside risk

+0.29

Omega ratioGain probability vs. loss probability

0.97

0.93

+0.04

Calmar ratioReturn relative to maximum drawdown

-0.37

-0.59

+0.22

Martin ratioReturn relative to average drawdown

-0.85

-1.14

+0.29

CNA vs. WRB - Sharpe Ratio Comparison

The current CNA Sharpe Ratio is -0.28, which is higher than the WRB Sharpe Ratio of -0.50. The chart below compares the historical Sharpe Ratios of CNA and WRB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CNAWRBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.28

-0.50

+0.22

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.24

0.73

-0.48

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.42

0.70

-0.29

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.58

-0.43

Drawdowns

CNA vs. WRB - Drawdown Comparison

The maximum CNA drawdown since its inception was -87.48%, which is greater than WRB's maximum drawdown of -69.33%. Use the drawdown chart below to compare losses from any high point for CNA and WRB.


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Drawdown Indicators


CNAWRBDifference

Max Drawdown

Largest peak-to-trough decline

-87.48%

-69.33%

-18.15%

Max Drawdown (1Y)

Largest decline over 1 year

-14.55%

-17.62%

+3.07%

Max Drawdown (3Y)

Largest decline over 3 years

-14.55%

-17.62%

+3.07%

Max Drawdown (5Y)

Largest decline over 5 years

-25.67%

-26.29%

+0.62%

Max Drawdown (10Y)

Largest decline over 10 years

-45.91%

-45.35%

-0.56%

Current Drawdown

Current decline from peak

-14.53%

-15.35%

+0.82%

Average Drawdown

Average peak-to-trough decline

-25.55%

-14.58%

-10.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

6.49%

9.11%

-2.62%

Volatility

CNA vs. WRB - Volatility Comparison

The current volatility for CNA Financial Corporation (CNA) is 5.56%, while W. R. Berkley Corporation (WRB) has a volatility of 6.28%. This indicates that CNA experiences smaller price fluctuations and is considered to be less risky than WRB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CNAWRBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.56%

6.28%

-0.72%

Volatility (6M)

Calculated over the trailing 6-month period

14.95%

15.59%

-0.64%

Volatility (1Y)

Calculated over the trailing 1-year period

19.25%

20.95%

-1.70%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.44%

22.75%

-1.31%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

24.93%

24.51%

+0.42%

Dividends

CNA vs. WRB - Dividend Comparison

CNA's dividend yield for the trailing twelve months is around 9.26%, more than WRB's 2.85% yield.


PositionTTM20252024202320222021202020192018201720162015
CNA
CNA Financial Corporation
9.26%8.04%7.77%6.81%8.51%5.15%8.93%7.59%7.47%5.84%7.23%8.53%
WRB
W. R. Berkley Corporation
2.85%2.64%2.39%2.73%1.22%2.44%0.71%2.43%2.83%2.16%2.27%0.86%

Financials

CNA vs. WRB - Financials Comparison

This section allows you to compare key financial metrics between CNA Financial Corporation and W. R. Berkley Corporation. 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


2.00B2.50B3.00B3.50B20222023202420252026
3.68B
3.72B
(CNA) Total Revenue
(WRB) Total Revenue
Values in USD except per share items

CNA vs. WRB - Profitability Comparison

The chart below illustrates the profitability comparison between CNA Financial Corporation and W. R. Berkley Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

15.0%20.0%25.0%30.0%35.0%40.0%20222023202420252026
40.9%
20.6%
Portfolio components
CNA - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, CNA Financial Corporation reported a gross profit of 1.50B and revenue of 3.68B. Therefore, the gross margin over that period was 40.9%.

WRB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, W. R. Berkley Corporation reported a gross profit of 765.46M and revenue of 3.72B. Therefore, the gross margin over that period was 20.6%.

CNA - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, CNA Financial Corporation reported an operating income of 300.00M and revenue of 3.68B, resulting in an operating margin of 8.2%.

WRB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, W. R. Berkley Corporation reported an operating income of 606.51M and revenue of 3.72B, resulting in an operating margin of 16.3%.

CNA - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, CNA Financial Corporation reported a net income of 323.00M and revenue of 3.68B, resulting in a net margin of 8.8%.

WRB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, W. R. Berkley Corporation reported a net income of 449.51M and revenue of 3.72B, resulting in a net margin of 12.1%.


Frequently Asked Questions


CNA and WRB have a correlation of 0.66, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

WRB has higher volatility (6.28%) compared to CNA (5.56%). In terms of maximum drawdown, CNA dropped -87.48% vs WRB's -69.33%.

CNA currently has the higher Sharpe Ratio (-0.28 vs -0.50), 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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