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

Performance

HLT vs. CB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Hilton Worldwide Holdings Inc. (HLT) and Chubb Limited (CB). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, HLT achieves a 20.95% return, which is significantly higher than CB's 5.39% return. Over the past 10 years, HLT has outperformed CB with an annualized return of 48.07%, while CB has yielded a comparatively lower 12.26% annualized return.


HLT

1D
0.34%
1M
9.84%
YTD
20.95%
6M
21.54%
1Y
42.62%
3Y*
35.44%
5Y*
22.62%
10Y*
48.07%

CB

1D
-0.36%
1M
1.18%
YTD
5.39%
6M
5.22%
1Y
15.46%
3Y*
20.42%
5Y*
16.13%
10Y*
12.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HLT vs. CB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HLT
Hilton Worldwide Holdings Inc.
20.95%16.49%36.11%44.68%-18.72%40.20%0.47%55.48%-9.40%829.98%
CB
Chubb Limited
5.39%14.46%23.89%4.20%15.97%27.85%1.41%22.94%-9.63%12.82%

Correlation

The correlation between HLT and CB is 0.22, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.22

Correlation (3Y)
Calculated over the trailing 3-year period

0.24

Correlation (5Y)
Calculated over the trailing 5-year period

0.31

Correlation (10Y)
Calculated over the trailing 10-year period

0.34

Correlation (All Time)
Calculated using the full available price history since Dec 12, 2013

0.35

The correlation between HLT and CB shifts across timeframes, from 0.22 (1 year) to 0.35 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

HLT:

$80.53B

CB:

$129.01B

EPS

HLT:

$6.50

CB:

$28.35

PE Ratio

HLT:

53.41

CB:

11.53

PEG Ratio

HLT:

0.86

CB:

0.80

PS Ratio

HLT:

6.71

CB:

2.71

Total Revenue (TTM)

HLT:

$12.28B

CB:

$48.15B

Gross Profit (TTM)

HLT:

$5.44B

CB:

$17.01B

EBITDA (TTM)

HLT:

$3.00B

CB:

$12.22B

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Return for Risk

HLT vs. CB — Risk / Return Rank

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

HLT
HLT Risk / Return Rank: 8787
Overall Rank
HLT Sharpe Ratio Rank: 8888
Sharpe Ratio Rank
HLT Sortino Ratio Rank: 8686
Sortino Ratio Rank
HLT Omega Ratio Rank: 8383
Omega Ratio Rank
HLT Calmar Ratio Rank: 9090
Calmar Ratio Rank
HLT Martin Ratio Rank: 8888
Martin Ratio Rank

CB
CB Risk / Return Rank: 6868
Overall Rank
CB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CB Sortino Ratio Rank: 6464
Sortino Ratio Rank
CB Omega Ratio Rank: 6363
Omega Ratio Rank
CB Calmar Ratio Rank: 7272
Calmar Ratio Rank
CB Martin Ratio Rank: 7171
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.

HLT vs. CB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Hilton Worldwide Holdings Inc. (HLT) 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.


HLTCBDifference
Sharpe ratioReturn per unit of total volatility

+0.99

Sortino ratioReturn per unit of downside risk

+1.29

Omega ratioGain probability vs. loss probability

1.32

1.17

+0.15

Calmar ratioReturn relative to maximum drawdown

4.16

1.66

+2.50

Martin ratioReturn relative to average drawdown

9.69

3.77

+5.92

HLT vs. CB - Sharpe Ratio Comparison

The current HLT Sharpe Ratio is 1.87, which is higher than the CB Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of HLT and CB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

HLT vs. CB - Drawdown Comparison

The maximum HLT drawdown since its inception was -50.82%, roughly equal to the maximum CB drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for HLT and CB.


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Drawdown Indicators


HLTCBDifference

Max Drawdown

Largest peak-to-trough decline

-50.82%

-50.99%

+0.17%

Max Drawdown (1Y)

Largest decline over 1 year

-10.29%

-9.36%

-0.93%

Max Drawdown (3Y)

Largest decline over 3 years

-26.35%

-14.35%

-12.00%

Max Drawdown (5Y)

Largest decline over 5 years

-32.65%

-19.26%

-13.39%

Max Drawdown (10Y)

Largest decline over 10 years

-50.82%

-42.59%

-8.23%

Current Drawdown

Current decline from peak

0.00%

-4.03%

+4.03%

Average Drawdown

Average peak-to-trough decline

-9.71%

-10.68%

+0.97%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.41%

4.11%

+0.30%

Volatility

HLT vs. CB - Volatility Comparison

Hilton Worldwide Holdings Inc. (HLT) has a higher volatility of 6.73% compared to Chubb Limited (CB) at 5.99%. This indicates that HLT'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


HLTCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.73%

5.99%

+0.74%

Volatility (6M)

Calculated over the trailing 6-month period

17.23%

12.76%

+4.47%

Volatility (1Y)

Calculated over the trailing 1-year period

22.99%

17.66%

+5.33%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

27.07%

20.33%

+6.74%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

181.03%

23.69%

+157.34%

Dividends

HLT vs. CB - Dividend Comparison

HLT's dividend yield for the trailing twelve months is around 0.17%, less than CB's 1.20% yield.


PositionTTM20252024202320222021202020192018201720162015
CB
Chubb Limited
1.20%1.22%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%4.23%
HLT
Hilton Worldwide Holdings Inc.
0.17%0.21%0.24%0.33%0.36%0.00%0.13%0.54%0.84%31.40%1.03%0.65%

Financials

HLT vs. CB - Financials Comparison

This section allows you to compare key financial metrics between Hilton Worldwide Holdings 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


0.005.00B10.00B15.00B20222023202420252026
2.94B
1.88B
(HLT) Total Revenue
(CB) Total Revenue
Values in USD except per share items

Frequently Asked Questions


HLT and CB have a correlation of 0.22, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HLT has higher volatility (6.73%) compared to CB (5.99%). In terms of maximum drawdown, HLT dropped -50.82% vs CB's -50.99%.

HLT currently has the higher Sharpe Ratio (1.87 vs 0.88), 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.

Portfolio Optimizer

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