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HIG vs. CB
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

HIG vs. CB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hartford Financial Services Group, Inc. (HIG) and Chubb Limited (CB). The values are adjusted to include any dividend payments, if applicable.

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HIG vs. CB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HIG
The Hartford Financial Services Group, Inc.
-1.45%28.09%38.54%8.55%12.31%44.23%-16.98%39.71%-19.24%20.25%
CB
Chubb Limited
4.73%14.46%23.89%4.20%15.97%27.85%1.41%22.94%-9.63%12.82%

Fundamentals

Market Cap

HIG:

$38.22B

CB:

$129.23B

EPS

HIG:

$13.45

CB:

$25.61

PE Ratio

HIG:

10.05

CB:

12.73

PEG Ratio

HIG:

0.46

CB:

0.85

PS Ratio

HIG:

1.36

CB:

2.81

PB Ratio

HIG:

2.05

CB:

1.62

Total Revenue (TTM)

HIG:

$28.34B

CB:

$46.59B

Gross Profit (TTM)

HIG:

$13.10B

CB:

$12.47B

EBITDA (TTM)

HIG:

$5.22B

CB:

$10.09B

Returns By Period

In the year-to-date period, HIG achieves a -1.45% return, which is significantly lower than CB's 4.73% return. Over the past 10 years, HIG has outperformed CB with an annualized return of 13.60%, while CB has yielded a comparatively lower 12.48% annualized return.


HIG

1D
0.59%
1M
-3.57%
YTD
-1.45%
6M
2.26%
1Y
11.12%
3Y*
27.12%
5Y*
16.99%
10Y*
13.60%

CB

1D
0.18%
1M
-4.10%
YTD
4.73%
6M
16.18%
1Y
9.33%
3Y*
20.51%
5Y*
17.20%
10Y*
12.48%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

HIG vs. CB — Risk / Return Rank

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

HIG
HIG Risk / Return Rank: 6060
Overall Rank
HIG Sharpe Ratio Rank: 6161
Sharpe Ratio Rank
HIG Sortino Ratio Rank: 5353
Sortino Ratio Rank
HIG Omega Ratio Rank: 5252
Omega Ratio Rank
HIG Calmar Ratio Rank: 6565
Calmar Ratio Rank
HIG Martin Ratio Rank: 6868
Martin Ratio Rank

CB
CB Risk / Return Rank: 5757
Overall Rank
CB Sharpe Ratio Rank: 5959
Sharpe Ratio Rank
CB Sortino Ratio Rank: 5151
Sortino Ratio Rank
CB Omega Ratio Rank: 5151
Omega Ratio Rank
CB Calmar Ratio Rank: 6464
Calmar Ratio Rank
CB Martin Ratio Rank: 6161
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.

HIG vs. CB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hartford Financial Services Group, Inc. (HIG) 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.


HIGCBDifference

Sharpe ratio

Return per unit of total volatility

0.53

0.48

+0.05

Sortino ratio

Return per unit of downside risk

0.86

0.79

+0.07

Omega ratio

Gain probability vs. loss probability

1.11

1.10

+0.01

Calmar ratio

Return relative to maximum drawdown

1.04

0.97

+0.07

Martin ratio

Return relative to average drawdown

2.90

1.93

+0.97

HIG vs. CB - Sharpe Ratio Comparison

The current HIG Sharpe Ratio is 0.53, which is comparable to the CB Sharpe Ratio of 0.48. The chart below compares the historical Sharpe Ratios of HIG and CB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Sharpe Ratios by Period


HIGCBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.53

0.48

+0.05

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.78

0.85

-0.07

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.47

0.53

-0.06

Sharpe Ratio (All Time)

Calculated using the full available price history

0.16

0.40

-0.24

Correlation

The correlation between HIG and CB is 0.61, 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.


Dividends

HIG vs. CB - Dividend Comparison

HIG's dividend yield for the trailing twelve months is around 1.66%, more than CB's 1.19% yield.


TTM20252024202320222021202020192018201720162015
HIG
The Hartford Financial Services Group, Inc.
1.66%1.57%1.76%2.17%2.08%2.08%2.65%1.97%2.47%1.67%1.80%1.79%
CB
Chubb Limited
1.19%1.22%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%4.23%

Drawdowns

HIG vs. CB - Drawdown Comparison

The maximum HIG drawdown since its inception was -96.25%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for HIG and CB.


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Drawdown Indicators


HIGCBDifference

Max Drawdown

Largest peak-to-trough decline

-96.25%

-50.99%

-45.26%

Max Drawdown (1Y)

Largest decline over 1 year

-12.04%

-11.76%

-0.28%

Max Drawdown (5Y)

Largest decline over 5 years

-18.63%

-19.26%

+0.63%

Max Drawdown (10Y)

Largest decline over 10 years

-57.59%

-42.59%

-15.00%

Current Drawdown

Current decline from peak

-5.38%

-4.63%

-0.75%

Average Drawdown

Average peak-to-trough decline

-31.01%

-10.71%

-20.30%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.30%

5.89%

-1.59%

Volatility

HIG vs. CB - Volatility Comparison

The Hartford Financial Services Group, Inc. (HIG) has a higher volatility of 5.46% compared to Chubb Limited (CB) at 4.79%. This indicates that HIG'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


HIGCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.46%

4.79%

+0.67%

Volatility (6M)

Calculated over the trailing 6-month period

12.95%

13.06%

-0.11%

Volatility (1Y)

Calculated over the trailing 1-year period

21.17%

19.81%

+1.36%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

21.93%

20.41%

+1.52%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.07%

23.68%

+5.39%

Financials

HIG vs. CB - Financials Comparison

This section allows you to compare key financial metrics between The Hartford Financial Services Group, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


5.00B10.00B15.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
7.31B
2.08B
(HIG) Total Revenue
(CB) Total Revenue
Values in USD except per share items