ETN vs. CB
ETN (Eaton Corporation plc) and CB (Chubb Limited) are both stocks. ETN operates in Specialty Industrial Machinery (Industrials), while CB operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, ETN returned 23.50%/yr vs 11.89%/yr for CB. At a 0.36 correlation, their price movements are largely independent.
Performance
ETN vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, ETN achieves a 27.32% return, which is significantly higher than CB's 3.43% return. Over the past 10 years, ETN has outperformed CB with an annualized return of 23.50%, while CB has yielded a comparatively lower 11.89% annualized return.
ETN
- 1D
- 1.82%
- 1M
- 0.41%
- YTD
- 27.32%
- 6M
- 18.09%
- 1Y
- 23.03%
- 3Y*
- 30.80%
- 5Y*
- 24.42%
- 10Y*
- 23.50%
CB
- 1D
- -1.35%
- 1M
- 0.70%
- YTD
- 3.43%
- 6M
- 8.96%
- 1Y
- 10.97%
- 3Y*
- 20.64%
- 5Y*
- 15.72%
- 10Y*
- 11.89%
ETN vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ETN Eaton Corporation plc | 27.32% | -2.79% | 39.51% | 56.22% | -7.18% | 46.70% | 29.88% | 42.76% | -10.04% | 21.54% |
CB Chubb Limited | 3.43% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
Correlation
The correlation between ETN and CB is -0.10, 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 | -0.10 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.24 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 1993 | 0.36 |
The correlation between ETN and CB shifts across timeframes, from -0.10 (1 year) to 0.36 (all time), reflecting how their relationship changes across market environments.
Fundamentals
ETN:
$156.90B
CB:
$127.01B
ETN:
$10.22
CB:
$28.35
ETN:
39.43
CB:
11.35
ETN:
2.14
CB:
0.79
ETN:
5.52
CB:
2.67
ETN:
7.94
CB:
1.59
ETN:
$28.52B
CB:
$48.15B
ETN:
$7.87B
CB:
$17.01B
ETN:
$4.75B
CB:
$12.22B
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Return for Risk
ETN vs. CB — Risk / Return Rank
ETN
CB
ETN vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Eaton Corporation plc (ETN) 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.
| ETN | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.12 | ||
| Omega ratioGain probability vs. loss probability | 1.14 | 1.12 | +0.02 |
| Calmar ratioReturn relative to maximum drawdown | 1.21 | 1.18 | +0.03 |
| Martin ratioReturn relative to average drawdown | 2.63 | 2.70 | -0.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ETN | CB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.71 | 0.62 | +0.09 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.82 | 0.78 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.79 | 0.50 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.42 | 0.40 | +0.02 |
Drawdowns
ETN vs. CB - Drawdown Comparison
The maximum ETN drawdown since its inception was -68.95%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for ETN and CB.
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Drawdown Indicators
| ETN | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.95% | -50.99% | -17.96% |
Max Drawdown (1Y)Largest decline over 1 year | -19.14% | -9.36% | -9.78% |
Max Drawdown (3Y)Largest decline over 3 years | -34.46% | -14.35% | -20.11% |
Max Drawdown (5Y)Largest decline over 5 years | -34.46% | -19.26% | -15.20% |
Max Drawdown (10Y)Largest decline over 10 years | -44.55% | -42.59% | -1.96% |
Current DrawdownCurrent decline from peak | -6.64% | -5.81% | -0.83% |
Average DrawdownAverage peak-to-trough decline | -14.90% | -10.68% | -4.22% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.78% | 4.52% | +4.26% |
Volatility
ETN vs. CB - Volatility Comparison
Eaton Corporation plc (ETN) has a higher volatility of 12.39% compared to Chubb Limited (CB) at 6.11%. This indicates that ETN'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
| ETN | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.39% | 6.11% | +6.28% |
Volatility (6M)Calculated over the trailing 6-month period | 25.71% | 13.14% | +12.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.58% | 17.69% | +14.89% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.03% | 20.34% | +9.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.01% | 23.69% | +6.32% |
Dividends
ETN vs. CB - Dividend Comparison
ETN's dividend yield for the trailing twelve months is around 1.06%, 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% |
ETN Eaton Corporation plc | 1.06% | 1.31% | 1.13% | 1.43% | 2.06% | 1.76% | 1.88% | 3.00% | 3.85% | 3.04% | 3.40% | 4.23% |
Financials
ETN vs. CB - Financials Comparison
This section allows you to compare key financial metrics between Eaton Corporation plc 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
ETN and CB have a correlation of -0.10, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
ETN has higher volatility (12.39%) compared to CB (6.11%). In terms of maximum drawdown, ETN dropped -68.95% vs CB's -50.99%.
ETN currently has the higher Sharpe Ratio (0.71 vs 0.62), 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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