RDN vs. CB
Compare and contrast key facts about Radian Group Inc. (RDN) and Chubb Limited (CB).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RDN or CB.
Key characteristics
| RDN | CB | |
|---|---|---|
| YTD Return | 8.64% | 11.10% |
| 1Y Return | 34.48% | 28.54% |
| 3Y Return (Ann) | 11.25% | 15.22% |
| 5Y Return (Ann) | 8.10% | 13.66% |
| 10Y Return (Ann) | 9.48% | 11.67% |
| Sharpe Ratio | 1.55 | 1.56 |
| Daily Std Dev | 23.01% | 17.22% |
| Max Drawdown | -98.83% | -64.24% |
| Current Drawdown | -45.65% | -3.51% |
Fundamentals
| RDN | CB | |
|---|---|---|
| Market Cap | $4.60B | $99.66B |
| EPS | $3.77 | $22.51 |
| PE Ratio | 8.05 | 10.90 |
| PEG Ratio | 1.18 | 3.53 |
| Revenue (TTM) | $1.24B | $51.39B |
| Gross Profit (TTM) | $1.42B | $10.63B |
| EBITDA (TTM) | $948.10M | $10.13B |
Correlation
The correlation between RDN and CB is 0.34, 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.
Performance
RDN vs. CB - Performance Comparison
In the year-to-date period, RDN achieves a 8.64% return, which is significantly lower than CB's 11.10% return. Over the past 10 years, RDN has underperformed CB with an annualized return of 9.48%, while CB has yielded a comparatively higher 11.67% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.
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Risk-Adjusted Performance
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.
Dividends
RDN vs. CB - Dividend Comparison
RDN's dividend yield for the trailing twelve months is around 2.99%, more than CB's 1.37% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RDN Radian Group Inc. | 2.99% | 3.15% | 4.20% | 2.58% | 2.47% | 0.04% | 0.06% | 0.05% | 0.06% | 0.07% | 0.06% | 0.07% |
CB Chubb Limited | 1.37% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 2.28% | 2.79% | 1.46% |
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.
Volatility
RDN vs. CB - Volatility Comparison
Radian Group Inc. (RDN) has a higher volatility of 8.54% compared to Chubb Limited (CB) at 5.15%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities