PRPL vs. CB

Last updated Jun 4, 2026

PRPL (Purple Innovation, Inc.) and CB (Chubb Limited) are both stocks. PRPL operates in Furnishings, Fixtures & Appliances (Consumer Cyclical), while CB operates in Insurance - Property & Casualty (Financial Services). Over the past 5 years, PRPL returned -57.24%/yr vs 14.29%/yr for CB. At a 0.08 correlation, their price movements are largely independent.

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.

Returns By Period

In the year-to-date period, PRPL achieves a -42.61% return, which is significantly lower than CB's 0.50% return.

PRPL

• 1D: -2.82%
• 1M: -16.45%
• YTD: -42.61%
• 6M: -46.86%
• 1Y: -50.49%
• 3Y*: -48.78%
• 5Y*: -57.24%
• 10Y*: —

CB

• 1D: 0.15%
• 1M: -3.80%
• YTD: 0.50%
• 6M: 6.65%
• 1Y: 6.88%
• 3Y*: 19.24%
• 5Y*: 14.29%
• 10Y*: 11.41%

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

PRPL vs. CB - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018
PRPL Purple Innovation, Inc.	-42.61%	-11.47%	-24.27%	-78.49%	-63.90%	-59.71%	278.19%	47.88%	-44.24%
CB Chubb Limited	0.50%	14.46%	23.89%	4.20%	15.97%	27.85%	1.41%	22.94%	-10.38%

Correlation

The correlation between PRPL and CB is -0.09, 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	-0.09
Correlation (3Y) Calculated over the trailing 3-year period	-0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.07
Correlation (All Time) Calculated using the full available price history since Feb 6, 2018	0.08

The correlation between PRPL and CB shifts across timeframes, from -0.09 (1 year) to 0.08 (all time), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap PRPL : $42.90M CB : $123.41B
EPS PRPL : -$0.47 CB : $28.35
PS Ratio PRPL : 0.09 CB : 2.60
Total Revenue (TTM) PRPL : $468.73M CB : $48.15B
Gross Profit (TTM) PRPL : $188.56M CB : $17.01B
EBITDA (TTM) PRPL : -$5.01M CB : $12.22B

Return for Risk

PRPL vs. CB — Risk / Return Rank

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

PRPL

PRPL Risk / Return Rank: 13
PRPL Sharpe Ratio Rank: 12
PRPL Sortino Ratio Rank: 14
PRPL Omega Ratio Rank: 15
PRPL Calmar Ratio Rank: 14
PRPL Martin Ratio Rank: 10

CB

CB Risk / Return Rank: 51
CB Sharpe Ratio Rank: 54
CB Sortino Ratio Rank: 46
CB Omega Ratio Rank: 45
CB Calmar Ratio Rank: 56
CB Martin Ratio Rank: 56

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.

PRPL vs. CB - Risk-Adjusted Trends 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.

	PRPL	CB	Difference
Sharpe ratio Return per unit of total volatility	-0.68	0.40	-1.08
Sortino ratio Return per unit of downside risk	-0.83	0.70	-1.53
Omega ratio Gain probability vs. loss probability	0.90	1.08	-0.18
Calmar ratio Return relative to maximum drawdown	-0.74	0.74	-1.48
Martin ratio Return relative to average drawdown	-1.32	1.55	-2.87
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

PRPL vs. CB - Sharpe Ratio Comparison

The current PRPL Sharpe Ratio is -0.68, which is lower than the CB Sharpe Ratio of 0.40. The chart below compares the historical Sharpe Ratios of PRPL 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.

Sharpe Ratios by Period

	PRPL	CB	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.68	0.40	-1.08
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.62	0.71	-1.33
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.48	—
Sharpe Ratio (All Time) Calculated using the full available price history	-0.37	0.40	-0.77

Drawdowns

PRPL vs. CB - Drawdown Comparison

The maximum PRPL drawdown since its inception was -99.01%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for PRPL and CB.

Drawdown Indicators

	PRPL	CB	Difference
Max Drawdown Largest peak-to-trough decline	-99.01%	-50.99%	-48.02%
Max Drawdown (1Y) Largest decline over 1 year	-68.30%	-9.36%	-58.94%
Max Drawdown (3Y) Largest decline over 3 years	-87.99%	-14.35%	-73.64%
Max Drawdown (5Y) Largest decline over 5 years	-98.64%	-19.26%	-79.38%
Max Drawdown (10Y) Largest decline over 10 years	—	-42.59%	—
Current Drawdown Current decline from peak	-99.01%	-8.49%	-90.52%
Average Drawdown Average peak-to-trough decline	-66.33%	-10.68%	-55.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	38.22%	4.87%	+33.35%

Volatility

PRPL vs. CB - Volatility Comparison

Purple Innovation, Inc. (PRPL) has a higher volatility of 20.80% compared to Chubb Limited (CB) at 4.57%. 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.

Volatility by Period

	PRPL	CB	Difference
Volatility (1M) Calculated over the trailing 1-month period	20.80%	4.57%	+16.23%
Volatility (6M) Calculated over the trailing 6-month period	46.85%	12.54%	+34.31%
Volatility (1Y) Calculated over the trailing 1-year period	74.87%	17.33%	+57.54%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	92.93%	20.28%	+72.65%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	87.33%	23.65%	+63.68%

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 1.24%.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
CB Chubb Limited	1.24%	1.22%	1.30%	1.51%	1.49%	1.65%	2.01%	1.91%	2.24%	1.93%	2.07%	4.23%
PRPL Purple Innovation, Inc.	0.00%	0.00%	0.00%	0.10%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

Frequently Asked Questions

Can I hold both PRPL and CB in my portfolio?

PRPL and CB have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, PRPL or CB?

PRPL has higher volatility (20.80%) compared to CB (4.57%). In terms of maximum drawdown, PRPL dropped -99.01% vs CB's -50.99%.

Which has better risk-adjusted returns?

CB currently has the higher Sharpe Ratio (0.40 vs -0.68), 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.