RYAN vs. CB
Compare and contrast key facts about Ryan Specialty Group Holdings, Inc. (RYAN) and Chubb Limited (CB).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: RYAN or CB.
Performance
RYAN vs. CB - Performance Comparison
Returns By Period
In the year-to-date period, RYAN achieves a 66.48% return, which is significantly higher than CB's 28.71% return.
RYAN
66.48%
0.64%
31.33%
59.26%
N/A
N/A
CB
28.71%
-4.53%
5.70%
31.15%
15.65%
12.10%
Fundamentals
| RYAN | CB | |
|---|---|---|
| Market Cap | $18.76B | $114.03B |
| EPS | $0.77 | $24.39 |
| PE Ratio | 93.05 | 11.60 |
| Total Revenue (TTM) | $2.42B | $54.89B |
| Gross Profit (TTM) | $1.23B | $54.85B |
| EBITDA (TTM) | $646.31M | $3.89B |
Key characteristics
| RYAN | CB | |
|---|---|---|
| Sharpe Ratio | 2.15 | 1.96 |
| Sortino Ratio | 3.14 | 2.69 |
| Omega Ratio | 1.40 | 1.37 |
| Calmar Ratio | 3.82 | 3.95 |
| Martin Ratio | 11.05 | 10.63 |
| Ulcer Index | 5.28% | 3.18% |
| Daily Std Dev | 27.10% | 17.23% |
| Max Drawdown | -30.16% | -64.24% |
| Current Drawdown | -1.97% | -4.60% |
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Correlation
The correlation between RYAN 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.
Risk-Adjusted Performance
RYAN vs. CB - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Ryan Specialty Group Holdings, Inc. (RYAN) 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
RYAN vs. CB - Dividend Comparison
RYAN's dividend yield for the trailing twelve months is around 0.79%, less than CB's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
RYAN Ryan Specialty Group Holdings, Inc. | 0.79% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
CB Chubb Limited | 1.23% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 2.28% | 2.79% | 1.46% |
Drawdowns
RYAN vs. CB - Drawdown Comparison
The maximum RYAN drawdown since its inception was -30.16%, smaller than the maximum CB drawdown of -64.24%. Use the drawdown chart below to compare losses from any high point for RYAN and CB. For additional features, visit the drawdowns tool.
Volatility
RYAN vs. CB - Volatility Comparison
Ryan Specialty Group Holdings, Inc. (RYAN) has a higher volatility of 7.90% compared to Chubb Limited (CB) at 4.30%. This indicates that RYAN'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
RYAN vs. CB - Financials Comparison
This section allows you to compare key financial metrics between Ryan Specialty Group Holdings, 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