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

Performance

LILA vs. CB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty Latin America Ltd. (LILA) 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, LILA achieves a 15.81% return, which is significantly higher than CB's 0.50% return. Over the past 10 years, LILA has underperformed CB with an annualized return of -13.12%, while CB has yielded a comparatively higher 11.41% annualized return.


LILA

1D
-1.89%
1M
8.47%
YTD
15.81%
6M
-1.41%
1Y
69.13%
3Y*
3.54%
5Y*
-9.95%
10Y*
-13.12%

CB

1D
0.15%
1M
-3.80%
YTD
0.50%
6M
6.65%
1Y
6.88%
3Y*
19.24%
5Y*
14.29%
10Y*
11.41%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LILA vs. CB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LILA
Liberty Latin America Ltd.
15.81%16.19%-13.00%-2.92%-35.42%4.76%-38.81%33.29%-28.14%-8.24%
CB
Chubb Limited
0.50%14.46%23.89%4.20%15.97%27.85%1.41%22.94%-9.63%12.82%

Correlation

The correlation between LILA and CB is 0.11, which is low. Their price movements are largely independent, making them effective diversification partners.


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

0.11

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

0.09

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

0.20

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

0.26

Correlation (All Time)
Calculated using the full available price history since Jul 6, 2015

0.26

The correlation between LILA and CB shifts across timeframes, from 0.09 (3 years) to 0.26 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS

LILA:

-$3.32

CB:

$28.35

PS Ratio

LILA:

0.26

CB:

2.60

Total Revenue (TTM)

LILA:

$4.44B

CB:

$48.15B

Gross Profit (TTM)

LILA:

$2.25B

CB:

$17.01B

EBITDA (TTM)

LILA:

$650.40M

CB:

$12.22B

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Return for Risk

LILA vs. CB — Risk / Return Rank

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

LILA
LILA Risk / Return Rank: 8282
Overall Rank
LILA Sharpe Ratio Rank: 8585
Sharpe Ratio Rank
LILA Sortino Ratio Rank: 8383
Sortino Ratio Rank
LILA Omega Ratio Rank: 7878
Omega Ratio Rank
LILA Calmar Ratio Rank: 8282
Calmar Ratio Rank
LILA Martin Ratio Rank: 8383
Martin Ratio Rank

CB
CB Risk / Return Rank: 5151
Overall Rank
CB Sharpe Ratio Rank: 5454
Sharpe Ratio Rank
CB Sortino Ratio Rank: 4646
Sortino Ratio Rank
CB Omega Ratio Rank: 4545
Omega Ratio Rank
CB Calmar Ratio Rank: 5656
Calmar Ratio Rank
CB Martin Ratio Rank: 5656
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.

LILA vs. CB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Liberty Latin America Ltd. (LILA) 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.


LILACBDifference
Sharpe ratioReturn per unit of total volatility

+1.39

Sortino ratioReturn per unit of downside risk

+1.81

Omega ratioGain probability vs. loss probability

1.29

1.08

+0.20

Calmar ratioReturn relative to maximum drawdown

3.04

0.74

+2.30

Martin ratioReturn relative to average drawdown

8.01

1.55

+6.47

LILA vs. CB - Sharpe Ratio Comparison

The current LILA Sharpe Ratio is 1.79, which is higher than the CB Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of LILA 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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Sharpe Ratios by Period


LILACBDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.79

0.40

+1.39

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

-0.23

0.71

-0.93

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

-0.29

0.48

-0.77

Sharpe Ratio (All Time)

Calculated using the full available price history

-0.32

0.40

-0.72

Drawdowns

LILA vs. CB - Drawdown Comparison

The maximum LILA drawdown since its inception was -90.45%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for LILA and CB.


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Drawdown Indicators


LILACBDifference

Max Drawdown

Largest peak-to-trough decline

-90.45%

-50.99%

-39.46%

Max Drawdown (1Y)

Largest decline over 1 year

-22.89%

-9.36%

-13.53%

Max Drawdown (3Y)

Largest decline over 3 years

-57.06%

-14.35%

-42.71%

Max Drawdown (5Y)

Largest decline over 5 years

-69.01%

-19.26%

-49.75%

Max Drawdown (10Y)

Largest decline over 10 years

-87.27%

-42.59%

-44.68%

Current Drawdown

Current decline from peak

-81.84%

-8.49%

-73.35%

Average Drawdown

Average peak-to-trough decline

-68.01%

-10.68%

-57.33%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.66%

4.87%

+3.79%

Volatility

LILA vs. CB - Volatility Comparison

Liberty Latin America Ltd. (LILA) has a higher volatility of 17.06% compared to Chubb Limited (CB) at 4.57%. This indicates that LILA'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


LILACBDifference

Volatility (1M)

Calculated over the trailing 1-month period

17.06%

4.57%

+12.49%

Volatility (6M)

Calculated over the trailing 6-month period

27.56%

12.54%

+15.02%

Volatility (1Y)

Calculated over the trailing 1-year period

38.98%

17.33%

+21.65%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

44.26%

20.28%

+23.98%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

45.64%

23.65%

+21.99%

Dividends

LILA vs. CB - Dividend Comparison

LILA has not paid dividends to shareholders, while CB's dividend yield for the trailing twelve months is around 1.24%.


PositionTTM20252024202320222021202020192018201720162015
CB
Chubb Limited
1.24%1.22%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%4.23%
LILA
Liberty Latin America Ltd.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

LILA vs. CB - Financials Comparison

This section allows you to compare key financial metrics between Liberty Latin America 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.


Quarterly
Annual

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


0.005.00B10.00B15.00B20222023202420252026
1.08B
1.88B
(LILA) Total Revenue
(CB) Total Revenue
Values in USD except per share items

Frequently Asked Questions


LILA and CB have a correlation of 0.11, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LILA has higher volatility (17.06%) compared to CB (4.57%). In terms of maximum drawdown, LILA dropped -90.45% vs CB's -50.99%.

LILA currently has the higher Sharpe Ratio (1.79 vs 0.40), 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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