LOW vs. CB
LOW (Lowe's Companies, Inc.) and CB (Chubb Limited) are both stocks. LOW operates in Home Improvement Retail (Consumer Cyclical), while CB operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, LOW returned 12.33%/yr vs 11.89%/yr for CB. At a 0.33 correlation, their price movements are largely independent.
Performance
LOW vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, LOW achieves a -12.96% return, which is significantly lower than CB's 3.43% return. Both investments have delivered pretty close results over the past 10 years, with LOW having a 12.33% annualized return and CB not far behind at 11.89%.
LOW
- 1D
- -1.31%
- 1M
- -9.26%
- YTD
- -12.96%
- 6M
- -14.26%
- 1Y
- -5.86%
- 3Y*
- 1.78%
- 5Y*
- 3.71%
- 10Y*
- 12.33%
CB
- 1D
- -1.35%
- 1M
- 0.70%
- YTD
- 3.43%
- 6M
- 8.96%
- 1Y
- 10.97%
- 3Y*
- 20.64%
- 5Y*
- 15.72%
- 10Y*
- 11.89%
LOW vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LOW Lowe's Companies, Inc. | -12.96% | -0.33% | 13.01% | 14.03% | -21.49% | 63.34% | 36.40% | 32.23% | 1.22% | 33.29% |
CB Chubb Limited | 3.43% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
Correlation
The correlation between LOW and CB is 0.19, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.19 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.21 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.28 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.29 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 1993 | 0.33 |
The correlation between LOW and CB shifts across timeframes, from 0.19 (1 year) to 0.33 (all time), reflecting how their relationship changes across market environments.
Fundamentals
LOW:
$116.46B
CB:
$127.01B
LOW:
$11.86
CB:
$28.35
LOW:
17.54
CB:
11.35
LOW:
19.16
CB:
0.79
LOW:
1.32
CB:
2.67
LOW:
$88.43B
CB:
$48.15B
LOW:
$29.89B
CB:
$17.01B
LOW:
$11.50B
CB:
$12.22B
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Return for Risk
LOW vs. CB — Risk / Return Rank
LOW
CB
LOW vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lowe's Companies, Inc. (LOW) 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.
| LOW | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.85 | ||
| Sortino ratioReturn per unit of downside risk | -1.19 | ||
| Omega ratioGain probability vs. loss probability | 0.98 | 1.12 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.21 | 1.18 | -1.39 |
| Martin ratioReturn relative to average drawdown | -0.49 | 2.70 | -3.19 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| LOW | CB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.23 | 0.62 | -0.85 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.14 | 0.78 | -0.63 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.42 | 0.50 | -0.08 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.46 | 0.40 | +0.06 |
Drawdowns
LOW vs. CB - Drawdown Comparison
The maximum LOW drawdown since its inception was -62.52%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for LOW and CB.
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Drawdown Indicators
| LOW | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -62.52% | -50.99% | -11.53% |
Max Drawdown (1Y)Largest decline over 1 year | -27.75% | -9.36% | -18.39% |
Max Drawdown (3Y)Largest decline over 3 years | -27.75% | -14.35% | -13.40% |
Max Drawdown (5Y)Largest decline over 5 years | -33.86% | -19.26% | -14.60% |
Max Drawdown (10Y)Largest decline over 10 years | -48.63% | -42.59% | -6.04% |
Current DrawdownCurrent decline from peak | -27.29% | -5.81% | -21.48% |
Average DrawdownAverage peak-to-trough decline | -16.60% | -10.68% | -5.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.96% | 4.52% | +7.44% |
Volatility
LOW vs. CB - Volatility Comparison
Lowe's Companies, Inc. (LOW) and Chubb Limited (CB) have volatilities of 6.36% and 6.11%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| LOW | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.36% | 6.11% | +0.25% |
Volatility (6M)Calculated over the trailing 6-month period | 19.88% | 13.14% | +6.74% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.77% | 17.69% | +8.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.15% | 20.34% | +5.81% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 29.14% | 23.69% | +5.45% |
Dividends
LOW vs. CB - Dividend Comparison
LOW's dividend yield for the trailing twelve months is around 2.31%, 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% |
LOW Lowe's Companies, Inc. | 2.31% | 1.95% | 1.82% | 1.93% | 1.86% | 1.08% | 1.40% | 1.72% | 1.93% | 1.64% | 1.77% | 1.34% |
Financials
LOW vs. CB - Financials Comparison
This section allows you to compare key financial metrics between Lowe's Companies, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
LOW and CB have a correlation of 0.19, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
LOW has higher volatility (6.36%) compared to CB (6.11%). In terms of maximum drawdown, LOW dropped -62.52% vs CB's -50.99%.
CB currently has the higher Sharpe Ratio (0.62 vs -0.23), 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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