PortfoliosLab logo
PRPL vs. CB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PRPL and CB is 0.46, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Performance

PRPL vs. CB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Purple Innovation, Inc. (PRPL) and Chubb Limited (CB). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Sharpe Ratio

PRPL:

-0.41

CB:

0.67

Sortino Ratio

PRPL:

-0.05

CB:

1.08

Omega Ratio

PRPL:

0.99

CB:

1.14

Calmar Ratio

PRPL:

-0.33

CB:

1.02

Martin Ratio

PRPL:

-0.90

CB:

2.53

Ulcer Index

PRPL:

36.23%

CB:

5.80%

Daily Std Dev

PRPL:

88.10%

CB:

20.54%

Max Drawdown

PRPL:

-98.59%

CB:

-64.24%

Current Drawdown

PRPL:

-98.01%

CB:

-1.74%

Fundamentals

Market Cap

PRPL:

$86.52M

CB:

$117.88B

EPS

PRPL:

-$0.63

CB:

$21.12

PEG Ratio

PRPL:

2.00

CB:

2.47

PS Ratio

PRPL:

0.18

CB:

2.09

PB Ratio

PRPL:

64.57

CB:

1.76

Total Revenue (TTM)

PRPL:

$472.02M

CB:

$56.48B

Gross Profit (TTM)

PRPL:

$180.46M

CB:

$56.44B

EBITDA (TTM)

PRPL:

-$33.77M

CB:

$11.55B

Returns By Period

In the year-to-date period, PRPL achieves a 2.13% return, which is significantly lower than CB's 7.90% return.


PRPL

YTD

2.13%

1M

17.70%

6M

-16.97%

1Y

-35.76%

3Y*

-46.41%

5Y*

-43.90%

10Y*

N/A

CB

YTD

7.90%

1M

3.89%

6M

3.60%

1Y

13.56%

3Y*

13.76%

5Y*

21.55%

10Y*

13.00%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Purple Innovation, Inc.

Chubb Limited

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

PRPL vs. CB — Risk-Adjusted Performance Rank

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

PRPL
The Risk-Adjusted Performance Rank of PRPL is 3131
Overall Rank
The Sharpe Ratio Rank of PRPL is 2727
Sharpe Ratio Rank
The Sortino Ratio Rank of PRPL is 3434
Sortino Ratio Rank
The Omega Ratio Rank of PRPL is 3535
Omega Ratio Rank
The Calmar Ratio Rank of PRPL is 2929
Calmar Ratio Rank
The Martin Ratio Rank of PRPL is 3030
Martin Ratio Rank

CB
The Risk-Adjusted Performance Rank of CB is 7373
Overall Rank
The Sharpe Ratio Rank of CB is 7373
Sharpe Ratio Rank
The Sortino Ratio Rank of CB is 6767
Sortino Ratio Rank
The Omega Ratio Rank of CB is 6666
Omega Ratio Rank
The Calmar Ratio Rank of CB is 8383
Calmar Ratio Rank
The Martin Ratio Rank of CB is 7676
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

PRPL vs. CB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Purple Innovation, Inc. (PRPL) 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.


The current PRPL Sharpe Ratio is -0.41, which is lower than the CB Sharpe Ratio of 0.67. The chart below compares the historical Sharpe Ratios of PRPL and CB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

PRPL vs. CB - Dividend Comparison

PRPL has not paid dividends to shareholders, while CB's dividend yield for the trailing twelve months is around 1.22%.


TTM20242023202220212020201920182017201620152014
PRPL
Purple Innovation, Inc.
0.00%0.00%0.10%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CB
Chubb Limited
1.22%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%

Drawdowns

PRPL vs. CB - Drawdown Comparison

The maximum PRPL drawdown since its inception was -98.59%, which is greater than CB's maximum drawdown of -64.24%. Use the drawdown chart below to compare losses from any high point for PRPL and CB.


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

PRPL vs. CB - Volatility Comparison

Purple Innovation, Inc. (PRPL) has a higher volatility of 29.22% compared to Chubb Limited (CB) at 5.62%. This indicates that PRPL'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.


Loading data...

Financials

PRPL vs. CB - Financials Comparison

This section allows you to compare key financial metrics between Purple Innovation, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.005.00B10.00B15.00B20212022202320242025
104.17M
13.48B
(PRPL) Total Revenue
(CB) Total Revenue
Values in USD except per share items

PRPL vs. CB - Profitability Comparison

The chart below illustrates the profitability comparison between Purple Innovation, Inc. and Chubb Limited over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20212022202320242025
39.4%
100.0%
(PRPL) Gross Margin
(CB) Gross Margin
PRPL - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Purple Innovation, Inc. reported a gross profit of 41.05M and revenue of 104.17M. Therefore, the gross margin over that period was 39.4%.

CB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Chubb Limited reported a gross profit of 13.48B and revenue of 13.48B. Therefore, the gross margin over that period was 100.0%.

PRPL - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Purple Innovation, Inc. reported an operating income of -14.48M and revenue of 104.17M, resulting in an operating margin of -13.9%.

CB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Chubb Limited reported an operating income of 1.66B and revenue of 13.48B, resulting in an operating margin of 12.3%.

PRPL - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Purple Innovation, Inc. reported a net income of -19.14M and revenue of 104.17M, resulting in a net margin of -18.4%.

CB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Chubb Limited reported a net income of 1.33B and revenue of 13.48B, resulting in a net margin of 9.9%.