KHC vs. CB
KHC (The Kraft Heinz Company) and CB (Chubb Limited) are both stocks. KHC operates in Packaged Foods (Consumer Defensive), while CB operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, KHC returned -8.39%/yr vs 12.20%/yr for CB. At a 0.33 correlation, their price movements are largely independent.
Performance
KHC vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, KHC achieves a -5.96% return, which is significantly lower than CB's 4.82% return. Over the past 10 years, KHC has underperformed CB with an annualized return of -8.39%, while CB has yielded a comparatively higher 12.20% annualized return.
KHC
- 1D
- -3.46%
- 1M
- -5.72%
- YTD
- -5.96%
- 6M
- -5.57%
- 1Y
- -8.88%
- 3Y*
- -10.28%
- 5Y*
- -6.80%
- 10Y*
- -8.39%
CB
- 1D
- 0.56%
- 1M
- -0.51%
- YTD
- 4.82%
- 6M
- 5.22%
- 1Y
- 16.04%
- 3Y*
- 20.56%
- 5Y*
- 17.03%
- 10Y*
- 12.20%
KHC vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KHC The Kraft Heinz Company | -5.96% | -16.31% | -12.96% | -5.04% | 18.18% | 7.98% | 13.78% | -21.20% | -42.25% | -8.37% |
CB Chubb Limited | 4.82% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
Correlation
The correlation between KHC and CB is 0.13, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.13 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.31 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2015 | 0.33 |
Over the past year, the correlation between KHC and CB has dropped to 0.13 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
Fundamentals
KHC:
$26.17B
CB:
$128.32B
KHC:
-$4.85
CB:
$28.35
KHC:
1.05
CB:
2.70
KHC:
0.62
CB:
1.61
KHC:
$24.99B
CB:
$48.15B
KHC:
$8.46B
CB:
$17.01B
KHC:
-$3.86B
CB:
$12.22B
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Return for Risk
KHC vs. CB — Risk / Return Rank
KHC
CB
KHC vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Kraft Heinz Company (KHC) 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.
| KHC | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.26 | ||
| Sortino ratioReturn per unit of downside risk | -1.73 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.17 | -0.21 |
| Calmar ratioReturn relative to maximum drawdown | -0.38 | 1.72 | -2.11 |
| Martin ratioReturn relative to average drawdown | -0.68 | 3.88 | -4.56 |
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Drawdowns
KHC vs. CB - Drawdown Comparison
The maximum KHC drawdown since its inception was -76.07%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for KHC and CB.
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Drawdown Indicators
| KHC | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.07% | -50.99% | -25.08% |
Max Drawdown (1Y)Largest decline over 1 year | -23.19% | -9.36% | -13.83% |
Max Drawdown (3Y)Largest decline over 3 years | -38.72% | -14.35% | -24.37% |
Max Drawdown (5Y)Largest decline over 5 years | -41.69% | -19.26% | -22.43% |
Max Drawdown (10Y)Largest decline over 10 years | -76.07% | -42.59% | -33.48% |
Current DrawdownCurrent decline from peak | -64.42% | -4.55% | -59.87% |
Average DrawdownAverage peak-to-trough decline | -42.47% | -10.67% | -31.80% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.04% | 4.15% | +8.89% |
Volatility
KHC vs. CB - Volatility Comparison
The Kraft Heinz Company (KHC) has a higher volatility of 8.57% compared to Chubb Limited (CB) at 5.77%. This indicates that KHC'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
| KHC | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.57% | 5.77% | +2.80% |
Volatility (6M)Calculated over the trailing 6-month period | 19.37% | 12.73% | +6.64% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.99% | 17.69% | +8.30% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.50% | 20.22% | +2.28% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.14% | 23.69% | +3.45% |
Dividends
KHC vs. CB - Dividend Comparison
KHC's dividend yield for the trailing twelve months is around 7.26%, more 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% |
KHC The Kraft Heinz Company | 7.26% | 6.60% | 5.21% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 25.01% |
Financials
KHC vs. CB - Financials Comparison
This section allows you to compare key financial metrics between The Kraft Heinz Company 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
KHC and CB have a correlation of 0.13, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
KHC has higher volatility (8.57%) compared to CB (5.77%). In terms of maximum drawdown, KHC dropped -76.07% vs CB's -50.99%.
CB currently has the higher Sharpe Ratio (0.91 vs -0.34), 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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