DAL vs. CB
DAL (Delta Air Lines, Inc.) and CB (Chubb Limited) are both stocks. DAL operates in Airlines (Industrials), while CB operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, DAL returned 10.68%/yr vs 12.20%/yr for CB. At a 0.33 correlation, their price movements are largely independent.
Performance
DAL vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, DAL achieves a 24.47% return, which is significantly higher than CB's 4.82% return. Over the past 10 years, DAL has underperformed CB with an annualized return of 10.68%, while CB has yielded a comparatively higher 12.20% annualized return.
DAL
- 1D
- 2.07%
- 1M
- 12.84%
- YTD
- 24.47%
- 6M
- 19.87%
- 1Y
- 84.21%
- 3Y*
- 27.48%
- 5Y*
- 14.42%
- 10Y*
- 10.68%
CB
- 1D
- 0.56%
- 1M
- -0.51%
- YTD
- 4.82%
- 6M
- 5.22%
- 1Y
- 16.04%
- 3Y*
- 20.56%
- 5Y*
- 17.03%
- 10Y*
- 12.20%
DAL vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
DAL Delta Air Lines, Inc. | 24.47% | 16.09% | 52.00% | 23.03% | -15.92% | -2.81% | -30.77% | 20.38% | -8.66% | 16.23% |
CB Chubb Limited | 4.82% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
Correlation
The correlation between DAL and CB is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.22 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since May 3, 2007 | 0.33 |
The correlation between DAL and CB shifts across timeframes, from -0.03 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
Fundamentals
DAL:
$56.02B
CB:
$128.32B
DAL:
$6.85
CB:
$28.35
DAL:
12.54
CB:
11.47
DAL:
0.08
CB:
0.80
DAL:
0.86
CB:
2.70
DAL:
2.75
CB:
1.61
DAL:
$65.18B
CB:
$48.15B
DAL:
$17.07B
CB:
$17.01B
DAL:
$9.66B
CB:
$12.22B
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Return for Risk
DAL vs. CB — Risk / Return Rank
DAL
CB
DAL vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Delta Air Lines, Inc. (DAL) 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.
| DAL | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.14 | ||
| Sortino ratioReturn per unit of downside risk | +1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.33 | 1.17 | +0.16 |
| Calmar ratioReturn relative to maximum drawdown | 3.70 | 1.72 | +1.98 |
| Martin ratioReturn relative to average drawdown | 11.81 | 3.88 | +7.93 |
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Drawdowns
DAL vs. CB - Drawdown Comparison
The maximum DAL drawdown since its inception was -81.93%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for DAL and CB.
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Drawdown Indicators
| DAL | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -81.93% | -50.99% | -30.94% |
Max Drawdown (1Y)Largest decline over 1 year | -22.90% | -9.36% | -13.54% |
Max Drawdown (3Y)Largest decline over 3 years | -47.92% | -14.35% | -33.57% |
Max Drawdown (5Y)Largest decline over 5 years | -47.92% | -19.26% | -28.66% |
Max Drawdown (10Y)Largest decline over 10 years | -69.18% | -42.59% | -26.59% |
Current DrawdownCurrent decline from peak | 0.00% | -4.55% | +4.55% |
Average DrawdownAverage peak-to-trough decline | -29.09% | -10.67% | -18.42% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.16% | 4.15% | +3.01% |
Volatility
DAL vs. CB - Volatility Comparison
Delta Air Lines, Inc. (DAL) has a higher volatility of 12.24% compared to Chubb Limited (CB) at 5.77%. This indicates that DAL'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
| DAL | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.24% | 5.77% | +6.47% |
Volatility (6M)Calculated over the trailing 6-month period | 30.06% | 12.73% | +17.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 41.43% | 17.69% | +23.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 41.00% | 20.22% | +20.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 42.25% | 23.69% | +18.56% |
Dividends
DAL vs. CB - Dividend Comparison
DAL's dividend yield for the trailing twelve months is around 0.87%, less than CB's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.21% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
DAL Delta Air Lines, Inc. | 0.87% | 0.97% | 0.83% | 0.50% | 0.00% | 0.00% | 1.00% | 2.57% | 2.63% | 1.81% | 1.37% | 0.89% |
Financials
DAL vs. CB - Financials Comparison
This section allows you to compare key financial metrics between Delta Air Lines, 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
DAL and CB have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DAL has higher volatility (12.24%) compared to CB (5.77%). In terms of maximum drawdown, DAL dropped -81.93% vs CB's -50.99%.
DAL currently has the higher Sharpe Ratio (2.05 vs 0.91), 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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