LUMN vs. CB
LUMN (Lumen Technologies, Inc.) and CB (Chubb Limited) are both stocks. LUMN operates in Telecom Services (Communication Services), while CB operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, LUMN returned -5.46%/yr vs 12.26%/yr for CB. At a 0.27 correlation, their price movements are largely independent.
Performance
LUMN vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, LUMN achieves a 9.27% return, which is significantly higher than CB's 5.77% return. Over the past 10 years, LUMN has underperformed CB with an annualized return of -5.46%, while CB has yielded a comparatively higher 12.26% annualized return.
LUMN
- 1D
- 0.00%
- 1M
- -15.52%
- YTD
- 9.27%
- 6M
- -0.12%
- 1Y
- 110.15%
- 3Y*
- 58.55%
- 5Y*
- -8.90%
- 10Y*
- -5.46%
CB
- 1D
- 0.38%
- 1M
- 1.55%
- YTD
- 5.77%
- 6M
- 7.02%
- 1Y
- 15.88%
- 3Y*
- 21.39%
- 5Y*
- 16.27%
- 10Y*
- 12.26%
LUMN vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LUMN Lumen Technologies, Inc. | 9.27% | 46.33% | 190.16% | -64.94% | -55.48% | 38.82% | -19.18% | -5.22% | 2.00% | -21.73% |
CB Chubb Limited | 5.77% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
Correlation
The correlation between LUMN 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 | -0.01 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.13 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 1993 | 0.27 |
The correlation between LUMN and CB shifts across timeframes, from -0.10 (1 year) to 0.27 (all time), reflecting how their relationship changes across market environments.
Fundamentals
LUMN:
$8.48B
CB:
$129.48B
LUMN:
-$1.75
CB:
$28.35
LUMN:
0.70
CB:
2.72
LUMN:
0.73
CB:
1.62
LUMN:
$12.12B
CB:
$48.15B
LUMN:
$1.52B
CB:
$17.01B
LUMN:
$1.12B
CB:
$12.22B
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Return for Risk
LUMN vs. CB — Risk / Return Rank
LUMN
CB
LUMN vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lumen Technologies, Inc. (LUMN) 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.
| LUMN | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.41 | ||
| Sortino ratioReturn per unit of downside risk | +0.68 | ||
| Omega ratioGain probability vs. loss probability | 1.26 | 1.17 | +0.10 |
| Calmar ratioReturn relative to maximum drawdown | 2.17 | 1.64 | +0.53 |
| Martin ratioReturn relative to average drawdown | 4.11 | 3.73 | +0.38 |
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Drawdowns
LUMN vs. CB - Drawdown Comparison
The maximum LUMN drawdown since its inception was -95.26%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for LUMN and CB.
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Drawdown Indicators
| LUMN | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -95.26% | -50.99% | -44.27% |
Max Drawdown (1Y)Largest decline over 1 year | -47.34% | -9.36% | -37.98% |
Max Drawdown (3Y)Largest decline over 3 years | -69.66% | -14.35% | -55.31% |
Max Drawdown (5Y)Largest decline over 5 years | -92.54% | -19.26% | -73.28% |
Max Drawdown (10Y)Largest decline over 10 years | -94.44% | -42.59% | -51.85% |
Current DrawdownCurrent decline from peak | -58.92% | -3.68% | -55.24% |
Average DrawdownAverage peak-to-trough decline | -27.66% | -10.68% | -16.98% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.94% | 4.11% | +20.83% |
Volatility
LUMN vs. CB - Volatility Comparison
Lumen Technologies, Inc. (LUMN) has a higher volatility of 22.04% compared to Chubb Limited (CB) at 6.08%. This indicates that LUMN'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
| LUMN | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 22.04% | 6.08% | +15.96% |
Volatility (6M)Calculated over the trailing 6-month period | 57.12% | 13.12% | +44.00% |
Volatility (1Y)Calculated over the trailing 1-year period | 80.17% | 17.67% | +62.50% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 85.30% | 20.33% | +64.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 67.61% | 23.69% | +43.92% |
Dividends
LUMN vs. CB - Dividend Comparison
LUMN has not paid dividends to shareholders, while CB's dividend yield for the trailing twelve months is around 1.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.20% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
LUMN Lumen Technologies, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 14.37% | 7.97% | 10.26% | 7.57% | 14.26% | 12.95% | 9.08% | 8.59% |
Financials
LUMN vs. CB - Financials Comparison
This section allows you to compare key financial metrics between Lumen Technologies, 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
LUMN 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.
LUMN has higher volatility (22.04%) compared to CB (6.08%). In terms of maximum drawdown, LUMN dropped -95.26% vs CB's -50.99%.
LUMN currently has the higher Sharpe Ratio (1.28 vs 0.87), 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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