MCY vs. CB
MCY (Mercury General Corporation) and CB (Chubb Limited) are both stocks. Both operate in the Insurance - Property & Casualty industry within the Financial Services sector. Over the past 10 years, MCY returned 11.59%/yr vs 12.20%/yr for CB. At a 0.43 correlation, their price movements are largely independent.
Performance
MCY vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, MCY achieves a 10.40% return, which is significantly higher than CB's 4.82% return. Over the past 10 years, MCY has underperformed CB with an annualized return of 11.59%, while CB has yielded a comparatively higher 12.20% annualized return.
MCY
- 1D
- 0.47%
- 1M
- 2.42%
- YTD
- 10.40%
- 6M
- 8.99%
- 1Y
- 63.30%
- 3Y*
- 53.29%
- 5Y*
- 14.39%
- 10Y*
- 11.59%
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%
MCY vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MCY Mercury General Corporation | 10.40% | 44.10% | 82.26% | 13.59% | -32.61% | 6.18% | 13.44% | -1.23% | 1.68% | -7.23% |
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 MCY and CB is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.43 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.41 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.46 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 1993 | 0.43 |
Fundamentals
MCY:
$5.71B
CB:
$128.32B
MCY:
$11.73
CB:
$28.35
MCY:
8.80
CB:
11.47
MCY:
0.11
CB:
0.80
MCY:
1.24
CB:
2.70
MCY:
578.69
CB:
1.61
MCY:
$4.60B
CB:
$48.15B
MCY:
$2.09B
CB:
$17.01B
MCY:
$885.13M
CB:
$12.22B
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Return for Risk
MCY vs. CB — Risk / Return Rank
MCY
CB
MCY vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Mercury General Corporation (MCY) 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.
| MCY | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.54 | ||
| Sortino ratioReturn per unit of downside risk | +1.64 | ||
| Omega ratioGain probability vs. loss probability | 1.39 | 1.17 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 4.94 | 1.72 | +3.22 |
| Martin ratioReturn relative to average drawdown | 13.56 | 3.88 | +9.68 |
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Drawdowns
MCY vs. CB - Drawdown Comparison
The maximum MCY drawdown since its inception was -68.83%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for MCY and CB.
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Drawdown Indicators
| MCY | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.83% | -50.99% | -17.84% |
Max Drawdown (1Y)Largest decline over 1 year | -12.87% | -9.36% | -3.51% |
Max Drawdown (3Y)Largest decline over 3 years | -39.99% | -14.35% | -25.64% |
Max Drawdown (5Y)Largest decline over 5 years | -54.32% | -19.26% | -35.06% |
Max Drawdown (10Y)Largest decline over 10 years | -55.28% | -42.59% | -12.69% |
Current DrawdownCurrent decline from peak | 0.00% | -4.55% | +4.55% |
Average DrawdownAverage peak-to-trough decline | -18.75% | -10.67% | -8.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.68% | 4.15% | +0.53% |
Volatility
MCY vs. CB - Volatility Comparison
Mercury General Corporation (MCY) has a higher volatility of 7.26% compared to Chubb Limited (CB) at 5.77%. This indicates that MCY'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
| MCY | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.26% | 5.77% | +1.49% |
Volatility (6M)Calculated over the trailing 6-month period | 19.64% | 12.73% | +6.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 25.98% | 17.69% | +8.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 34.12% | 20.22% | +13.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.89% | 23.69% | +8.20% |
Dividends
MCY vs. CB - Dividend Comparison
MCY's dividend yield for the trailing twelve months is around 1.23%, 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% |
MCY Mercury General Corporation | 1.23% | 1.35% | 1.91% | 3.40% | 5.57% | 4.77% | 4.83% | 5.16% | 4.84% | 4.66% | 4.12% | 5.31% |
Financials
MCY vs. CB - Financials Comparison
This section allows you to compare key financial metrics between Mercury General 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
MCY and CB have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MCY has higher volatility (7.26%) compared to CB (5.77%). In terms of maximum drawdown, MCY dropped -68.83% vs CB's -50.99%.
MCY currently has the higher Sharpe Ratio (2.45 vs 0.91), 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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