EG vs. CB
EG (Everest Group Ltd) and CB (Chubb Limited) are both stocks. Both are in the Financial Services sector — EG in Insurance - Reinsurance, CB in Insurance - Property & Casualty. Over the past 10 years, EG returned 9.61%/yr vs 12.44%/yr for CB. A 0.53 correlation means they provide meaningful diversification when combined.
Performance
EG vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, EG achieves a 2.48% return, which is significantly lower than CB's 7.05% return. Over the past 10 years, EG has underperformed CB with an annualized return of 9.61%, while CB has yielded a comparatively higher 12.44% annualized return.
EG
- 1D
- 1.26%
- 1M
- -2.01%
- YTD
- 2.48%
- 6M
- 3.18%
- 1Y
- 2.99%
- 3Y*
- 1.97%
- 5Y*
- 8.68%
- 10Y*
- 9.61%
CB
- 1D
- 2.12%
- 1M
- 1.60%
- YTD
- 7.05%
- 6M
- 6.65%
- 1Y
- 16.71%
- 3Y*
- 21.40%
- 5Y*
- 17.28%
- 10Y*
- 12.44%
EG vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
EG Everest Group Ltd | 2.48% | -4.14% | 4.59% | 8.69% | 23.74% | 19.80% | -13.03% | 30.17% | 0.73% | 4.43% |
CB Chubb Limited | 7.05% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
Correlation
The correlation between EG and CB is 0.58, 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 | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.60 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.64 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.62 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 1995 | 0.53 |
The correlation between EG and CB shifts across timeframes, from 0.53 (all time) to 0.64 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
EG:
$64.82
CB:
$28.35
EG:
5.30
CB:
11.72
EG:
0.10
CB:
0.81
EG:
0.63
CB:
2.76
EG:
$17.15B
CB:
$48.15B
EG:
$3.03B
CB:
$17.01B
EG:
$1.78B
CB:
$12.22B
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Return for Risk
EG vs. CB — Risk / Return Rank
EG
CB
EG vs. CB - Risk-Adjusted Trends 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.
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.
| EG | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.82 | ||
| Sortino ratioReturn per unit of downside risk | -1.15 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.18 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | 0.18 | 1.79 | -1.61 |
| Martin ratioReturn relative to average drawdown | 0.40 | 4.04 | -3.64 |
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Drawdowns
EG vs. CB - Drawdown Comparison
The maximum EG drawdown since its inception was -52.97%, roughly equal to the maximum CB drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for EG and CB.
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Drawdown Indicators
| EG | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.97% | -50.99% | -1.98% |
Max Drawdown (1Y)Largest decline over 1 year | -16.43% | -9.36% | -7.07% |
Max Drawdown (3Y)Largest decline over 3 years | -23.39% | -14.35% | -9.04% |
Max Drawdown (5Y)Largest decline over 5 years | -23.39% | -19.26% | -4.13% |
Max Drawdown (10Y)Largest decline over 10 years | -44.21% | -42.59% | -1.62% |
Current DrawdownCurrent decline from peak | -12.06% | -2.52% | -9.54% |
Average DrawdownAverage peak-to-trough decline | -12.14% | -10.67% | -1.47% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.58% | 4.15% | +3.43% |
Volatility
EG vs. CB - Volatility Comparison
Everest Group Ltd (EG) has a higher volatility of 7.66% compared to Chubb Limited (CB) at 6.13%. 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.
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Volatility by Period
| EG | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.66% | 6.13% | +1.53% |
Volatility (6M)Calculated over the trailing 6-month period | 14.60% | 12.88% | +1.72% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.33% | 17.78% | +5.55% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.74% | 20.24% | +5.50% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.26% | 23.67% | +3.59% |
Dividends
EG vs. CB - Dividend Comparison
EG's dividend yield for the trailing twelve months is around 2.33%, more than CB's 1.18% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.18% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
EG Everest Group Ltd | 2.33% | 2.36% | 2.14% | 1.92% | 1.96% | 2.26% | 2.65% | 2.08% | 2.43% | 2.28% | 2.17% | 2.18% |
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
Frequently Asked Questions
EG and CB have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
EG has higher volatility (7.66%) compared to CB (6.13%). In terms of maximum drawdown, EG dropped -52.97% vs CB's -50.99%.
CB currently has the higher Sharpe Ratio (0.95 vs 0.13), 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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