MCO vs. CB
MCO (Moody's Corporation) and CB (Chubb Limited) are both stocks. Both are in the Financial Services sector — MCO in Financial Data & Stock Exchanges, CB in Insurance - Property & Casualty. Over the past 10 years, MCO returned 18.29%/yr vs 12.39%/yr for CB. At a 0.41 correlation, their price movements are largely independent.
Performance
MCO vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, MCO achieves a -4.18% return, which is significantly lower than CB's 12.12% return. Over the past 10 years, MCO has outperformed CB with an annualized return of 18.29%, while CB has yielded a comparatively lower 12.39% annualized return.
MCO
- 1D
- 0.05%
- 1M
- 8.80%
- 6M
- -7.92%
- YTD
- -4.18%
- 1Y
- -1.64%
- 3Y*
- 13.75%
- 5Y*
- 6.29%
- 10Y*
- 18.29%
CB
- 1D
- 0.01%
- 1M
- 6.40%
- 6M
- 14.06%
- YTD
- 12.12%
- 1Y
- 26.69%
- 3Y*
- 23.53%
- 5Y*
- 18.14%
- 10Y*
- 12.39%
MCO vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCO Moody's Corporation | -4.18% | 8.74% | 22.17% | 41.52% | -27.80% | 35.57% | 23.26% | 71.26% | -4.10% | 58.53% |
CB Chubb Limited | 12.12% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
Correlation
The correlation between MCO and CB is 0.17, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.17 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.32 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.35 |
Correlation (All Time) Calculated using the full available price history since Oct 3, 2000 | 0.41 |
Over the past year, the correlation between MCO and CB has dropped to 0.17 - well below their long-term average of 0.41, suggesting their price drivers have been diverging.
Fundamentals
MCO:
$85.13B
CB:
$134.91B
MCO:
$13.96
CB:
$28.45
MCO:
34.91
CB:
12.23
MCO:
4.56
CB:
0.85
MCO:
11.06
CB:
2.88
MCO:
28.86
CB:
1.72
MCO:
$7.87B
CB:
$48.15B
MCO:
$5.49B
CB:
$17.01B
MCO:
$3.95B
CB:
$12.22B
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Return for Risk
MCO vs. CB — Risk / Return Rank
MCO
CB
MCO vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Moody's Corporation (MCO) 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.
| MCO | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.51 | ||
| Sortino ratioReturn per unit of downside risk | -2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.26 | -0.25 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 2.75 | -2.87 |
| Martin ratioReturn relative to average drawdown | -0.25 | 7.41 | -7.65 |
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Drawdowns
MCO vs. CB - Drawdown Comparison
The maximum MCO drawdown since its inception was -78.72%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for MCO and CB.
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Drawdown Indicators
| MCO | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -78.72% | -50.99% | -27.73% |
Max Drawdown (1Y)Largest decline over 1 year | -23.61% | -9.36% | -14.25% |
Max Drawdown (3Y)Largest decline over 3 years | -24.65% | -14.35% | -10.30% |
Max Drawdown (5Y)Largest decline over 5 years | -41.66% | -19.26% | -22.40% |
Max Drawdown (10Y)Largest decline over 10 years | -42.02% | -42.59% | +0.57% |
Current DrawdownCurrent decline from peak | -9.29% | -3.69% | -5.60% |
Average DrawdownAverage peak-to-trough decline | -17.75% | -10.66% | -7.09% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.59% | 3.47% | +8.12% |
Volatility
MCO vs. CB - Volatility Comparison
Moody's Corporation (MCO) has a higher volatility of 9.38% compared to Chubb Limited (CB) at 7.01%. This indicates that MCO'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
| MCO | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.38% | 7.01% | +2.37% |
Volatility (6M)Calculated over the trailing 6-month period | 22.74% | 13.96% | +8.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 27.34% | 18.23% | +9.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 26.55% | 20.30% | +6.25% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.72% | 23.68% | +4.04% |
Dividends
MCO vs. CB - Dividend Comparison
MCO's dividend yield for the trailing twelve months is around 0.81%, less than CB's 1.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.13% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
MCO Moody's Corporation | 0.81% | 0.74% | 0.72% | 0.79% | 1.26% | 0.63% | 0.77% | 0.84% | 1.26% | 1.03% | 1.57% | 1.36% |
Financials
MCO vs. CB - Financials Comparison
This section allows you to compare key financial metrics between Moody's 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
MCO and CB have a correlation of 0.17, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCO has higher volatility (9.38%) compared to CB (7.01%). In terms of maximum drawdown, MCO dropped -78.72% vs CB's -50.99%.
CB currently has the higher Sharpe Ratio (1.41 vs -0.10), 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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