RCG vs. CB
RCG (RENN Fund, Inc.) and CB (Chubb Limited) are both stocks. Both are in the Financial Services sector — RCG in Asset Management, CB in Insurance - Property & Casualty. Over the past 10 years, RCG returned 10.74%/yr vs 12.89%/yr for CB. Their 0.09 correlation means their historical movements had little consistent relationship.
Performance
RCG vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, RCG achieves a 17.32% return, which is significantly higher than CB's 13.04% return. Over the past 10 years, RCG has underperformed CB with an annualized return of 10.74%, while CB has yielded a comparatively higher 12.89% annualized return.
RCG
- 1D
- 0.67%
- 1M
- 0.17%
- 6M
- 11.94%
- YTD
- 17.32%
- 1Y
- 17.04%
- 3Y*
- 19.15%
- 5Y*
- 6.38%
- 10Y*
- 10.74%
- ALL TIME*
- 0.69%
CB
- 1D
- 0.15%
- 1M
- -2.90%
- 6M
- 13.97%
- YTD
- 13.04%
- 1Y
- 32.82%
- 3Y*
- 21.57%
- 5Y*
- 17.48%
- 10Y*
- 12.89%
- ALL TIME*
- 11.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $775.34M | $719.59M | $600.51M | |
| $21.34K | $17.17K | $17.01K |
RCG vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RCG RENN Fund, Inc. | 17.32% | 16.21% | 31.58% | -4.67% | -31.48% | 56.38% | 4.25% | 10.07% | -0.67% | 22.95% |
CB Chubb Limited | 13.04% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
Correlation
The correlation between RCG and CB is -0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.08 |
Correlation (All Time) Calculated using the full available price history since May 15, 1996 | 0.09 |
The correlation between RCG and CB shifts across timeframes, from -0.02 (1 year) to 0.09 (all time), reflecting how their relationship changes across market environments.
Fundamentals
RCG:
$21.15M
CB:
$135.29B
RCG:
$0.90
CB:
$35.80
RCG:
3.36
CB:
9.80
RCG:
0.15
CB:
0.68
RCG:
27.91
CB:
3.94
RCG:
1.07
CB:
1.70
RCG:
$758.01K
CB:
$35.28B
RCG:
$6.07M
CB:
$10.23B
RCG:
$6.26M
CB:
$15.23B
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Return for Risk
RCG vs. CB — Risk / Return Rank
RCG
CB
RCG vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for RENN Fund, Inc. (RCG) 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.
| RCG | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.47 | ||
| Omega ratioGain probability vs. loss probability | 1.13 | 1.32 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | 0.88 | 3.60 | -2.72 |
| Martin ratioReturn relative to average drawdown | 2.10 | 9.94 | -7.84 |
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Drawdowns
RCG vs. CB - Drawdown Comparison
The maximum RCG drawdown since its inception was -93.52%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for RCG and CB.
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Drawdown Indicators
| RCG | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -93.52% | -50.99% | -42.53% |
Max Drawdown (1Y)Largest decline over 1 year | -19.95% | -9.36% | -10.59% |
Max Drawdown (3Y)Largest decline over 3 years | -19.95% | -14.35% | -5.60% |
Max Drawdown (5Y)Largest decline over 5 years | -50.69% | -19.26% | -31.43% |
Max Drawdown (10Y)Largest decline over 10 years | -50.69% | -42.59% | -8.10% |
Current DrawdownCurrent decline from peak | -73.29% | -3.53% | -69.76% |
Average DrawdownAverage peak-to-trough decline | -58.19% | -10.65% | -47.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.29% | 3.38% | +4.91% |
Volatility
RCG vs. CB - Volatility Comparison
The current volatility for RENN Fund, Inc. (RCG) is 6.78%, while Chubb Limited (CB) has a volatility of 8.96%. This indicates that RCG experiences smaller price fluctuations and is considered to be less risky 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
| RCG | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.78% | 8.96% | -2.18% |
Volatility (6M)Calculated over the trailing 6-month period | 20.81% | 15.55% | +5.26% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.03% | 19.27% | +8.76% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 37.86% | 20.39% | +17.47% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 41.45% | 23.81% | +17.64% |
Dividends
RCG vs. CB - Dividend Comparison
RCG's dividend yield for the trailing twelve months is around 0.71%, less than CB's 1.12% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.12% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
RCG RENN Fund, Inc. | 0.71% | 0.83% | 1.00% | 0.89% | 0.42% | 0.85% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
RCG vs. CB - Financials Comparison
This section allows you to compare key financial metrics between RENN Fund, 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
RCG and CB have a correlation of -0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CB has higher volatility (8.96%) compared to RCG (6.78%). In terms of maximum drawdown, RCG dropped -93.52% vs CB's -50.99%.
CB currently has the higher Sharpe Ratio (1.75 vs 0.62), 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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