LILAK vs. CB

Last updated Jun 4, 2026

LILAK (Liberty Latin America Ltd.) and CB (Chubb Limited) are both stocks. LILAK operates in Telecom Services (Communication Services), while CB operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, LILAK returned -13.20%/yr vs 11.41%/yr for CB. At a 0.26 correlation, their price movements are largely independent.

Performance

LILAK vs. CB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Liberty Latin America Ltd. (LILAK) and Chubb Limited (CB). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, LILAK achieves a 15.90% return, which is significantly higher than CB's 0.50% return. Over the past 10 years, LILAK has underperformed CB with an annualized return of -13.20%, while CB has yielded a comparatively higher 11.41% annualized return.

LILAK

• 1D: -2.00%
• 1M: 7.40%
• YTD: 15.90%
• 6M: -1.30%
• 1Y: 68.21%
• 3Y*: 4.12%
• 5Y*: -10.00%
• 10Y*: -13.20%

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)

LILAK vs. CB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
LILAK Liberty Latin America Ltd.	15.90%	17.67%	-13.62%	-3.42%	-33.33%	2.80%	-39.48%	33.56%	-26.75%	-6.05%
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 LILAK 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	0.08
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 LILAK and CB shifts across timeframes, from 0.08 (3 years) to 0.26 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS LILAK : -$3.32 CB : $28.35
PS Ratio LILAK : 0.27 CB : 2.60
Total Revenue (TTM) LILAK : $4.44B CB : $48.15B
Gross Profit (TTM) LILAK : $2.25B CB : $17.01B
EBITDA (TTM) LILAK : $650.40M CB : $12.22B

Return for Risk

LILAK vs. CB — Risk / Return Rank

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

LILAK

LILAK Risk / Return Rank: 82
LILAK Sharpe Ratio Rank: 85
LILAK Sortino Ratio Rank: 82
LILAK Omega Ratio Rank: 78
LILAK Calmar Ratio Rank: 82
LILAK Martin Ratio Rank: 84

CB

CB Risk / Return Rank: 51
CB Sharpe Ratio Rank: 54
CB Sortino Ratio Rank: 46
CB Omega Ratio Rank: 45
CB Calmar Ratio Rank: 56
CB Martin Ratio Rank: 56

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.

LILAK vs. CB - Risk-Adjusted Trends Comparison

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

	LILAK	CB	Difference
Sharpe ratio: Return per unit of total volatility	1.78	0.40	+1.38
Sortino ratio: Return per unit of downside risk	2.48	0.70	+1.78
Omega ratio: Gain probability vs. loss probability	1.29	1.08	+0.20
Calmar ratio: Return relative to maximum drawdown	3.04	0.74	+2.30
Martin ratio: Return relative to average drawdown	8.24	1.55	+6.69
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

LILAK vs. CB - Sharpe Ratio Comparison

The current LILAK Sharpe Ratio is 1.78, which is higher than the CB Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of LILAK 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.

Sharpe Ratios by Period

	LILAK	CB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.78	0.40	+1.38
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	-0.78
Sharpe Ratio (All Time) Calculated using the full available price history	-0.31	0.40	-0.71

Drawdowns

LILAK vs. CB - Drawdown Comparison

The maximum LILAK drawdown since its inception was -90.14%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for LILAK and CB.

Drawdown Indicators

	LILAK	CB	Difference
Max Drawdown Largest peak-to-trough decline	-90.14%	-50.99%	-39.15%
Max Drawdown (1Y) Largest decline over 1 year	-22.55%	-9.36%	-13.19%
Max Drawdown (3Y) Largest decline over 3 years	-57.17%	-14.35%	-42.82%
Max Drawdown (5Y) Largest decline over 5 years	-69.20%	-19.26%	-49.94%
Max Drawdown (10Y) Largest decline over 10 years	-87.38%	-42.59%	-44.79%
Current Drawdown Current decline from peak	-81.22%	-8.49%	-72.73%
Average Drawdown Average peak-to-trough decline	-67.09%	-10.68%	-56.41%
Ulcer Index Depth and duration of drawdowns from previous peaks	8.31%	4.87%	+3.44%

Volatility

LILAK vs. CB - Volatility Comparison

Liberty Latin America Ltd. (LILAK) has a higher volatility of 16.32% compared to Chubb Limited (CB) at 4.57%. This indicates that LILAK'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.

Volatility by Period

	LILAK	CB	Difference
Volatility (1M) Calculated over the trailing 1-month period	16.32%	4.57%	+11.75%
Volatility (6M) Calculated over the trailing 6-month period	27.38%	12.54%	+14.84%
Volatility (1Y) Calculated over the trailing 1-year period	38.53%	17.33%	+21.20%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	44.59%	20.28%	+24.31%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	45.48%	23.65%	+21.83%

Dividends

LILAK vs. CB - Dividend Comparison

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

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
LILAK 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

Frequently Asked Questions

Can I hold both LILAK and CB in my portfolio?

LILAK 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.

Which is riskier, LILAK or CB?

LILAK has higher volatility (16.32%) compared to CB (4.57%). In terms of maximum drawdown, LILAK dropped -90.14% vs CB's -50.99%.

Which has better risk-adjusted returns?

LILAK currently has the higher Sharpe Ratio (1.78 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.