EG vs. CB
Compare and contrast key facts about Everest Group Ltd (EG) and Chubb Limited (CB).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: EG or CB.
Key characteristics
| EG | CB | |
|---|---|---|
| YTD Return | 6.04% | 25.44% |
| 1Y Return | -2.12% | 27.94% |
| 3Y Return (Ann) | 12.82% | 15.21% |
| 5Y Return (Ann) | 9.20% | 15.13% |
| 10Y Return (Ann) | 10.54% | 12.01% |
| Sharpe Ratio | -0.04 | 1.74 |
| Sortino Ratio | 0.12 | 2.43 |
| Omega Ratio | 1.02 | 1.32 |
| Calmar Ratio | -0.06 | 3.51 |
| Martin Ratio | -0.12 | 9.67 |
| Ulcer Index | 8.24% | 3.11% |
| Daily Std Dev | 25.80% | 17.28% |
| Max Drawdown | -52.96% | -64.24% |
| Current Drawdown | -9.24% | -7.02% |
Fundamentals
| EG | CB | |
|---|---|---|
| Market Cap | $15.88B | $113.15B |
| EPS | $64.09 | $24.39 |
| PE Ratio | 5.76 | 11.51 |
| PEG Ratio | -50.00 | 3.51 |
| Total Revenue (TTM) | $16.30B | $54.89B |
| Gross Profit (TTM) | $16.33B | $54.85B |
| EBITDA (TTM) | $1.48B | $3.89B |
Correlation
The correlation between EG and CB is 0.53, 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.
Performance
EG vs. CB - Performance Comparison
In the year-to-date period, EG achieves a 6.04% return, which is significantly lower than CB's 25.44% return. Over the past 10 years, EG has underperformed CB with an annualized return of 10.54%, while CB has yielded a comparatively higher 12.01% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
EG vs. CB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Everest Group Ltd (EG) 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.
Dividends
EG vs. CB - Dividend Comparison
EG's dividend yield for the trailing twelve months is around 2.03%, more than CB's 1.26% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
EG Everest Group Ltd | 2.03% | 1.92% | 1.96% | 2.26% | 2.65% | 2.08% | 2.43% | 2.28% | 2.17% | 2.18% | 1.88% | 1.41% |
CB Chubb Limited | 1.26% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 2.28% | 2.79% | 1.46% |
Drawdowns
EG vs. CB - Drawdown Comparison
The maximum EG drawdown since its inception was -52.96%, smaller than the maximum CB drawdown of -64.24%. Use the drawdown chart below to compare losses from any high point for EG and CB. For additional features, visit the drawdowns tool.
Volatility
EG vs. CB - Volatility Comparison
Everest Group Ltd (EG) has a higher volatility of 9.16% compared to Chubb Limited (CB) at 5.55%. This indicates that EG'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.
Financials
EG vs. CB - Financials Comparison
This section allows you to compare key financial metrics between Everest Group Ltd 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