RDN vs. CB
RDN (Radian Group Inc.) and CB (Chubb Limited) are both stocks. Both are in the Financial Services sector — RDN in Insurance - Specialty, CB in Insurance - Property & Casualty. Over the past 10 years, RDN returned 13.25%/yr vs 11.41%/yr for CB. At a 0.38 correlation, their price movements are largely independent.
Performance
RDN vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, RDN achieves a -5.01% return, which is significantly lower than CB's 0.50% return. Over the past 10 years, RDN has outperformed CB with an annualized return of 13.25%, while CB has yielded a comparatively lower 11.41% annualized return.
RDN
- 1D
- -0.36%
- 1M
- -4.33%
- YTD
- -5.01%
- 6M
- -3.53%
- 1Y
- 2.74%
- 3Y*
- 12.25%
- 5Y*
- 11.53%
- 10Y*
- 13.25%
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%
RDN vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
RDN Radian Group Inc. | -5.01% | 16.90% | 14.55% | 55.31% | -6.35% | 6.97% | -17.20% | 53.86% | -20.58% | 14.69% |
CB Chubb Limited | 0.50% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
Correlation
The correlation between RDN and CB is 0.47, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.47 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.40 |
Correlation (All Time) Calculated using the full available price history since Mar 25, 1993 | 0.38 |
Fundamentals
RDN:
$4.22
CB:
$28.35
RDN:
7.98
CB:
11.03
RDN:
0.93
CB:
0.77
RDN:
3.73
CB:
2.60
RDN:
$1.25B
CB:
$48.15B
RDN:
$1.15B
CB:
$17.01B
RDN:
$872.38M
CB:
$12.22B
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Return for Risk
RDN vs. CB — Risk / Return Rank
RDN
CB
RDN vs. CB - Risk-Adjusted Trends 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.
| RDN | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.28 | ||
| Sortino ratioReturn per unit of downside risk | -0.36 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.08 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 0.19 | 0.74 | -0.55 |
| Martin ratioReturn relative to average drawdown | 0.40 | 1.55 | -1.15 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| RDN | CB | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.12 | 0.40 | -0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.45 | 0.71 | -0.26 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.35 | 0.48 | -0.13 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.11 | 0.40 | -0.29 |
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 -50.99%. Use the drawdown chart below to compare losses from any high point for RDN and CB.
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Drawdown Indicators
| RDN | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.83% | -50.99% | -47.84% |
Max Drawdown (1Y)Largest decline over 1 year | -14.34% | -9.36% | -4.98% |
Max Drawdown (3Y)Largest decline over 3 years | -16.50% | -14.35% | -2.15% |
Max Drawdown (5Y)Largest decline over 5 years | -25.84% | -19.26% | -6.58% |
Max Drawdown (10Y)Largest decline over 10 years | -62.80% | -42.59% | -20.21% |
Current DrawdownCurrent decline from peak | -36.37% | -8.49% | -27.88% |
Average DrawdownAverage peak-to-trough decline | -46.98% | -10.68% | -36.30% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 6.88% | 4.87% | +2.01% |
Volatility
RDN vs. CB - Volatility Comparison
Radian Group Inc. (RDN) has a higher volatility of 7.93% compared to Chubb Limited (CB) at 4.57%. 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.
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Volatility by Period
| RDN | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.93% | 4.57% | +3.36% |
Volatility (6M)Calculated over the trailing 6-month period | 18.34% | 12.54% | +5.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.93% | 17.33% | +6.60% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 25.82% | 20.28% | +5.54% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.90% | 23.65% | +14.25% |
Dividends
RDN vs. CB - Dividend Comparison
RDN's dividend yield for the trailing twelve months is around 3.03%, more than CB's 1.24% yield.
| 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% |
RDN Radian Group Inc. | 3.03% | 2.83% | 3.09% | 3.15% | 4.20% | 2.58% | 2.47% | 0.04% | 0.06% | 0.05% | 0.06% | 0.07% |
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
Frequently Asked Questions
RDN and CB have a correlation of 0.47, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
RDN has higher volatility (7.93%) compared to CB (4.57%). In terms of maximum drawdown, RDN dropped -98.83% vs CB's -50.99%.
CB currently has the higher Sharpe Ratio (0.40 vs 0.12), 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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