PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
PRPL vs. CB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between PRPL and CB is 0.07, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.1

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.

-40.00%-30.00%-20.00%-10.00%0.00%10.00%SeptemberOctoberNovemberDecember2025February
-24.96%
-2.58%
PRPL
CB

Key characteristics

Sharpe Ratio

PRPL:

-0.42

CB:

0.44

Sortino Ratio

PRPL:

-0.16

CB:

0.75

Omega Ratio

PRPL:

0.98

CB:

1.09

Calmar Ratio

PRPL:

-0.35

CB:

0.56

Martin Ratio

PRPL:

-0.76

CB:

1.46

Ulcer Index

PRPL:

45.03%

CB:

5.56%

Daily Std Dev

PRPL:

81.87%

CB:

18.26%

Max Drawdown

PRPL:

-98.59%

CB:

-64.24%

Current Drawdown

PRPL:

-97.68%

CB:

-11.18%

Fundamentals

Market Cap

PRPL:

$99.99M

CB:

$107.09B

EPS

PRPL:

-$1.02

CB:

$22.52

PEG Ratio

PRPL:

2.00

CB:

3.76

Total Revenue (TTM)

PRPL:

$358.90M

CB:

$41.61B

Gross Profit (TTM)

PRPL:

$125.85M

CB:

$41.59B

EBITDA (TTM)

PRPL:

-$67.58M

CB:

$9.13B

Returns By Period

In the year-to-date period, PRPL achieves a 19.23% return, which is significantly higher than CB's -3.28% return.


PRPL

YTD

19.23%

1M

-20.51%

6M

-25.00%

1Y

-30.08%

5Y*

-43.29%

10Y*

N/A

CB

YTD

-3.28%

1M

-0.40%

6M

-2.58%

1Y

6.02%

5Y*

12.31%

10Y*

11.05%

*Annualized

Compare stocks, funds, or ETFs

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


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 2828
Overall Rank
The Sharpe Ratio Rank of PRPL is 2525
Sharpe Ratio Rank
The Sortino Ratio Rank of PRPL is 2828
Sortino Ratio Rank
The Omega Ratio Rank of PRPL is 2929
Omega Ratio Rank
The Calmar Ratio Rank of PRPL is 2525
Calmar Ratio Rank
The Martin Ratio Rank of PRPL is 3030
Martin Ratio Rank

CB
The Risk-Adjusted Performance Rank of CB is 5959
Overall Rank
The Sharpe Ratio Rank of CB is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of CB is 5252
Sortino Ratio Rank
The Omega Ratio Rank of CB is 5151
Omega Ratio Rank
The Calmar Ratio Rank of CB is 6969
Calmar Ratio Rank
The Martin Ratio Rank of CB is 6262
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.


Sharpe ratio
The chart of Sharpe ratio for PRPL, currently valued at -0.42, compared to the broader market-2.000.002.00-0.420.44
The chart of Sortino ratio for PRPL, currently valued at -0.16, compared to the broader market-4.00-2.000.002.004.006.00-0.160.75
The chart of Omega ratio for PRPL, currently valued at 0.98, compared to the broader market0.501.001.502.000.981.09
The chart of Calmar ratio for PRPL, currently valued at -0.35, compared to the broader market0.002.004.006.00-0.350.56
The chart of Martin ratio for PRPL, currently valued at -0.76, compared to the broader market-10.000.0010.0020.0030.00-0.761.46
PRPL
CB

The current PRPL Sharpe Ratio is -0.42, which is lower than the CB Sharpe Ratio of 0.44. 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.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00SeptemberOctoberNovemberDecember2025February
-0.42
0.44
PRPL
CB

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 1.34%.


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
1.34%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. For additional features, visit the drawdowns tool.


-100.00%-80.00%-60.00%-40.00%-20.00%0.00%SeptemberOctoberNovemberDecember2025February
-97.68%
-11.18%
PRPL
CB

Volatility

PRPL vs. CB - Volatility Comparison

Purple Innovation, Inc. (PRPL) has a higher volatility of 19.49% compared to Chubb Limited (CB) at 5.35%. 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.


5.00%10.00%15.00%20.00%25.00%SeptemberOctoberNovemberDecember2025February
19.49%
5.35%
PRPL
CB

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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab