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RDN vs. CB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between RDN 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.


-0.50.00.51.0
Correlation: 0.5

Performance

RDN vs. CB - Performance Comparison

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

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%6,000.00%NovemberDecember2025FebruaryMarchApril
434.36%
5,392.02%
RDN
CB

Key characteristics

Sharpe Ratio

RDN:

0.21

CB:

0.62

Sortino Ratio

RDN:

0.46

CB:

0.97

Omega Ratio

RDN:

1.06

CB:

1.13

Calmar Ratio

RDN:

0.12

CB:

0.92

Martin Ratio

RDN:

0.69

CB:

2.28

Ulcer Index

RDN:

8.05%

CB:

5.78%

Daily Std Dev

RDN:

26.50%

CB:

21.21%

Max Drawdown

RDN:

-98.83%

CB:

-64.24%

Current Drawdown

RDN:

-42.88%

CB:

-7.72%

Fundamentals

Market Cap

RDN:

$4.51B

CB:

$113.01B

EPS

RDN:

$3.92

CB:

$20.77

PE Ratio

RDN:

8.14

CB:

13.58

PEG Ratio

RDN:

1.18

CB:

2.46

PS Ratio

RDN:

3.49

CB:

2.01

PB Ratio

RDN:

0.97

CB:

1.73

Total Revenue (TTM)

RDN:

$654.86M

CB:

$43.00B

Gross Profit (TTM)

RDN:

$238.57M

CB:

$42.97B

EBITDA (TTM)

RDN:

$216.47M

CB:

$9.63B

Returns By Period

In the year-to-date period, RDN achieves a -0.32% return, which is significantly lower than CB's 1.34% return. Over the past 10 years, RDN has underperformed CB with an annualized return of 7.28%, while CB has yielded a comparatively higher 12.08% annualized return.


RDN

YTD

-0.32%

1M

-5.43%

6M

-5.12%

1Y

6.59%

5Y*

22.68%

10Y*

7.28%

CB

YTD

1.34%

1M

-5.49%

6M

-2.45%

1Y

14.97%

5Y*

23.97%

10Y*

12.08%

*Annualized

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Risk-Adjusted Performance

RDN vs. CB — Risk-Adjusted Performance Rank

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

RDN
The Risk-Adjusted Performance Rank of RDN is 5656
Overall Rank
The Sharpe Ratio Rank of RDN is 6161
Sharpe Ratio Rank
The Sortino Ratio Rank of RDN is 5151
Sortino Ratio Rank
The Omega Ratio Rank of RDN is 5050
Omega Ratio Rank
The Calmar Ratio Rank of RDN is 5858
Calmar Ratio Rank
The Martin Ratio Rank of RDN is 6161
Martin Ratio Rank

CB
The Risk-Adjusted Performance Rank of CB is 7272
Overall Rank
The Sharpe Ratio Rank of CB is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of CB is 6565
Sortino Ratio Rank
The Omega Ratio Rank of CB is 6464
Omega Ratio Rank
The Calmar Ratio Rank of CB is 8383
Calmar Ratio Rank
The Martin Ratio Rank of CB is 7575
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.

RDN vs. CB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Radian Group Inc. (RDN) 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 chart of Sharpe ratio for RDN, currently valued at 0.21, compared to the broader market-2.00-1.000.001.002.003.00
RDN: 0.21
CB: 0.62
The chart of Sortino ratio for RDN, currently valued at 0.46, compared to the broader market-6.00-4.00-2.000.002.004.00
RDN: 0.46
CB: 0.97
The chart of Omega ratio for RDN, currently valued at 1.06, compared to the broader market0.501.001.502.00
RDN: 1.06
CB: 1.13
The chart of Calmar ratio for RDN, currently valued at 0.12, compared to the broader market0.001.002.003.004.005.00
RDN: 0.12
CB: 0.92
The chart of Martin ratio for RDN, currently valued at 0.69, compared to the broader market-5.000.005.0010.0015.0020.00
RDN: 0.69
CB: 2.28

The current RDN Sharpe Ratio is 0.21, which is lower than the CB Sharpe Ratio of 0.62. The chart below compares the historical Sharpe Ratios of RDN 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 Ratio0.000.501.001.502.00NovemberDecember2025FebruaryMarchApril
0.21
0.62
RDN
CB

Dividends

RDN vs. CB - Dividend Comparison

RDN's dividend yield for the trailing twelve months is around 3.16%, more than CB's 1.30% yield.


TTM20242023202220212020201920182017201620152014
RDN
Radian Group Inc.
3.16%3.09%3.15%4.20%2.58%2.47%0.04%0.06%0.05%0.06%0.07%0.06%
CB
Chubb Limited
1.30%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%

Drawdowns

RDN vs. CB - Drawdown Comparison

The maximum RDN drawdown since its inception was -98.83%, which is greater than CB's maximum drawdown of -64.24%. Use the drawdown chart below to compare losses from any high point for RDN and CB. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-42.88%
-7.72%
RDN
CB

Volatility

RDN vs. CB - Volatility Comparison

Radian Group Inc. (RDN) has a higher volatility of 11.35% compared to Chubb Limited (CB) at 10.56%. This indicates that RDN'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.


4.00%6.00%8.00%10.00%12.00%14.00%NovemberDecember2025FebruaryMarchApril
11.35%
10.56%
RDN
CB

Financials

RDN vs. CB - Financials Comparison

This section allows you to compare key financial metrics between Radian Group 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