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RSG vs. CB
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

RSG vs. CB - Performance Comparison

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

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Returns By Period

In the year-to-date period, RSG achieves a -1.24% return, which is significantly lower than CB's 5.39% return. Over the past 10 years, RSG has outperformed CB with an annualized return of 17.42%, while CB has yielded a comparatively lower 12.26% annualized return.


RSG

1D
-0.87%
1M
-0.11%
YTD
-1.24%
6M
-2.80%
1Y
-16.27%
3Y*
13.92%
5Y*
15.23%
10Y*
17.42%

CB

1D
-0.36%
1M
1.18%
YTD
5.39%
6M
5.22%
1Y
15.46%
3Y*
20.42%
5Y*
16.13%
10Y*
12.26%
*Multi-year figures are annualized to reflect compound growth (CAGR)

RSG vs. CB - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
RSG
Republic Services, Inc.
-1.24%6.44%23.03%29.64%-6.16%47.03%9.53%26.62%8.85%20.96%
CB
Chubb Limited
5.39%14.46%23.89%4.20%15.97%27.85%1.41%22.94%-9.63%12.82%

Correlation

The correlation between RSG and CB is 0.42, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.42

Correlation (3Y)
Calculated over the trailing 3-year period

0.38

Correlation (5Y)
Calculated over the trailing 5-year period

0.43

Correlation (10Y)
Calculated over the trailing 10-year period

0.45

Correlation (All Time)
Calculated using the full available price history since Jul 1, 1998

0.37

Fundamentals

Market Cap

RSG:

$64.32B

CB:

$129.01B

EPS

RSG:

$6.98

CB:

$28.35

PE Ratio

RSG:

29.81

CB:

11.53

PEG Ratio

RSG:

2.10

CB:

0.80

PS Ratio

RSG:

3.87

CB:

2.71

PB Ratio

RSG:

5.37

CB:

1.61

Total Revenue (TTM)

RSG:

$16.70B

CB:

$48.15B

Gross Profit (TTM)

RSG:

$3.80B

CB:

$17.01B

EBITDA (TTM)

RSG:

$4.89B

CB:

$12.22B

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Return for Risk

RSG vs. CB — Risk / Return Rank

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

RSG
RSG Risk / Return Rank: 1010
Overall Rank
RSG Sharpe Ratio Rank: 88
Sharpe Ratio Rank
RSG Sortino Ratio Rank: 1010
Sortino Ratio Rank
RSG Omega Ratio Rank: 1111
Omega Ratio Rank
RSG Calmar Ratio Rank: 1212
Calmar Ratio Rank
RSG Martin Ratio Rank: 1111
Martin Ratio Rank

CB
CB Risk / Return Rank: 6868
Overall Rank
CB Sharpe Ratio Rank: 7070
Sharpe Ratio Rank
CB Sortino Ratio Rank: 6464
Sortino Ratio Rank
CB Omega Ratio Rank: 6363
Omega Ratio Rank
CB Calmar Ratio Rank: 7272
Calmar Ratio Rank
CB Martin Ratio Rank: 7171
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

RSG vs. CB - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Republic Services, Inc. (RSG) 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.


RSGCBDifference
Sharpe ratioReturn per unit of total volatility

-1.76

Sortino ratioReturn per unit of downside risk

-2.53

Omega ratioGain probability vs. loss probability

0.87

1.17

-0.30

Calmar ratioReturn relative to maximum drawdown

-0.81

1.66

-2.46

Martin ratioReturn relative to average drawdown

-1.34

3.77

-5.10

RSG vs. CB - Sharpe Ratio Comparison

The current RSG Sharpe Ratio is -0.88, which is lower than the CB Sharpe Ratio of 0.88. The chart below compares the historical Sharpe Ratios of RSG and CB, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

RSG vs. CB - Drawdown Comparison

The maximum RSG drawdown since its inception was -65.99%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for RSG and CB.


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Drawdown Indicators


RSGCBDifference

Max Drawdown

Largest peak-to-trough decline

-65.99%

-50.99%

-15.00%

Max Drawdown (1Y)

Largest decline over 1 year

-20.28%

-9.36%

-10.92%

Max Drawdown (3Y)

Largest decline over 3 years

-22.54%

-14.35%

-8.19%

Max Drawdown (5Y)

Largest decline over 5 years

-22.54%

-19.26%

-3.28%

Max Drawdown (10Y)

Largest decline over 10 years

-34.02%

-42.59%

+8.57%

Current Drawdown

Current decline from peak

-18.48%

-4.03%

-14.45%

Average Drawdown

Average peak-to-trough decline

-11.83%

-10.68%

-1.15%

Ulcer Index

Depth and duration of drawdowns from previous peaks

12.36%

4.11%

+8.25%

Volatility

RSG vs. CB - Volatility Comparison

Republic Services, Inc. (RSG) has a higher volatility of 6.88% compared to Chubb Limited (CB) at 5.99%. This indicates that RSG'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


RSGCBDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.88%

5.99%

+0.89%

Volatility (6M)

Calculated over the trailing 6-month period

13.66%

12.76%

+0.90%

Volatility (1Y)

Calculated over the trailing 1-year period

18.66%

17.66%

+1.00%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

18.18%

20.33%

-2.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

19.09%

23.69%

-4.60%

Dividends

RSG vs. CB - Dividend Comparison

RSG's dividend yield for the trailing twelve months is around 1.18%, less than CB's 1.20% yield.


PositionTTM20252024202320222021202020192018201720162015
CB
Chubb Limited
1.20%1.22%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%4.23%
RSG
Republic Services, Inc.
1.18%1.12%0.82%1.25%1.48%1.27%1.72%1.74%2.00%1.97%2.17%2.64%

Financials

RSG vs. CB - Financials Comparison

This section allows you to compare key financial metrics between Republic Services, 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


0.005.00B10.00B15.00B20222023202420252026
4.11B
1.88B
(RSG) Total Revenue
(CB) Total Revenue
Values in USD except per share items

Frequently Asked Questions


RSG and CB have a correlation of 0.42, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

RSG has higher volatility (6.88%) compared to CB (5.99%). In terms of maximum drawdown, RSG dropped -65.99% vs CB's -50.99%.

CB currently has the higher Sharpe Ratio (0.88 vs -0.88), 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.

Portfolio Optimizer

Find the right allocation for RSG and CB

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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