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

Performance

LPX vs. CB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Louisiana-Pacific Corporation (LPX) 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, LPX achieves a -5.47% return, which is significantly lower than CB's 4.82% return. Over the past 10 years, LPX has outperformed CB with an annualized return of 17.84%, while CB has yielded a comparatively lower 12.20% annualized return.


LPX

1D
-2.35%
1M
7.42%
YTD
-5.47%
6M
-7.40%
1Y
-11.27%
3Y*
5.12%
5Y*
6.85%
10Y*
17.84%

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%
*Multi-year figures are annualized to reflect compound growth (CAGR)

LPX vs. CB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
LPX
Louisiana-Pacific Corporation
-5.47%-21.05%47.93%21.55%-23.38%113.30%27.96%36.40%-13.75%38.72%
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 LPX and CB is 0.08, 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

0.08

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

0.11

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

0.23

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

0.26

Correlation (All Time)
Calculated using the full available price history since Mar 24, 1993

0.29

Over the past year, the correlation between LPX and CB has dropped to 0.08 - well below their long-term average of 0.29, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

LPX:

$5.30B

CB:

$128.32B

EPS

LPX:

$1.17

CB:

$28.35

PE Ratio

LPX:

64.66

CB:

11.47

PS Ratio

LPX:

2.07

CB:

2.70

PB Ratio

LPX:

3.06

CB:

1.61

Total Revenue (TTM)

LPX:

$2.56B

CB:

$48.15B

Gross Profit (TTM)

LPX:

$507.00M

CB:

$17.01B

EBITDA (TTM)

LPX:

$247.00M

CB:

$12.22B

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Return for Risk

LPX vs. CB — Risk / Return Rank

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

LPX
LPX Risk / Return Rank: 3030
Overall Rank
LPX Sharpe Ratio Rank: 3131
Sharpe Ratio Rank
LPX Sortino Ratio Rank: 2828
Sortino Ratio Rank
LPX Omega Ratio Rank: 2929
Omega Ratio Rank
LPX Calmar Ratio Rank: 3131
Calmar Ratio Rank
LPX Martin Ratio Rank: 3232
Martin Ratio Rank

CB
CB Risk / Return Rank: 6868
Overall Rank
CB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CB Sortino Ratio Rank: 6565
Sortino Ratio Rank
CB Omega Ratio Rank: 6363
Omega Ratio Rank
CB Calmar Ratio Rank: 7272
Calmar Ratio Rank
CB Martin Ratio Rank: 7272
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.

LPX vs. CB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Louisiana-Pacific Corporation (LPX) 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.


LPXCBDifference
Sharpe ratioReturn per unit of total volatility

-1.18

Sortino ratioReturn per unit of downside risk

-1.54

Omega ratioGain probability vs. loss probability

0.99

1.17

-0.19

Calmar ratioReturn relative to maximum drawdown

-0.33

1.72

-2.06

Martin ratioReturn relative to average drawdown

-0.59

3.88

-4.47

LPX vs. CB - Sharpe Ratio Comparison

The current LPX Sharpe Ratio is -0.27, which is lower than the CB Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of LPX 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

LPX vs. CB - Drawdown Comparison

The maximum LPX drawdown since its inception was -96.41%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for LPX and CB.


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Drawdown Indicators


LPXCBDifference

Max Drawdown

Largest peak-to-trough decline

-96.41%

-50.99%

-45.42%

Max Drawdown (1Y)

Largest decline over 1 year

-33.83%

-9.36%

-24.47%

Max Drawdown (3Y)

Largest decline over 3 years

-43.14%

-14.35%

-28.79%

Max Drawdown (5Y)

Largest decline over 5 years

-43.14%

-19.26%

-23.88%

Max Drawdown (10Y)

Largest decline over 10 years

-59.45%

-42.59%

-16.86%

Current Drawdown

Current decline from peak

-35.74%

-4.55%

-31.19%

Average Drawdown

Average peak-to-trough decline

-37.86%

-10.67%

-27.19%

Ulcer Index

Depth and duration of drawdowns from previous peaks

19.03%

4.15%

+14.88%

Volatility

LPX vs. CB - Volatility Comparison

Louisiana-Pacific Corporation (LPX) has a higher volatility of 10.32% compared to Chubb Limited (CB) at 5.77%. This indicates that LPX'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


LPXCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.32%

5.77%

+4.55%

Volatility (6M)

Calculated over the trailing 6-month period

32.01%

12.73%

+19.28%

Volatility (1Y)

Calculated over the trailing 1-year period

41.82%

17.69%

+24.13%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

39.95%

20.22%

+19.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

40.89%

23.69%

+17.20%

Dividends

LPX vs. CB - Dividend Comparison

LPX's dividend yield for the trailing twelve months is around 1.53%, more than CB's 1.21% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
LPX
Louisiana-Pacific Corporation
1.53%1.39%1.00%1.36%1.49%0.87%1.56%1.82%2.34%0.00%0.00%0.00%

Financials

LPX vs. CB - Financials Comparison

This section allows you to compare key financial metrics between Louisiana-Pacific Corporation 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
574.00M
1.88B
(LPX) Total Revenue
(CB) Total Revenue
Values in USD except per share items

Frequently Asked Questions


LPX and CB have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

LPX has higher volatility (10.32%) compared to CB (5.77%). In terms of maximum drawdown, LPX dropped -96.41% vs CB's -50.99%.

CB currently has the higher Sharpe Ratio (0.91 vs -0.27), 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

Find the right allocation for LPX and CB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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