PortfoliosLab logo
RYH vs. CB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RYH and CB is 0.57, 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.


Performance

RYH vs. CB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Invesco S&P 500® Equal Weight Health Care ETF (RYH) and Chubb Limited (CB). The values are adjusted to include any dividend payments, if applicable.

Loading data...

Key characteristics

Returns By Period


RYH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

3Y*

N/A

5Y*

N/A

10Y*

N/A

CB

YTD

8.90%

1M

4.39%

6M

4.13%

1Y

12.21%

3Y*

14.61%

5Y*

20.89%

10Y*

13.29%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Chubb Limited

Go deeper with the Portfolio Analysis tool — backtest performance, assess risk, compare to benchmarks, and more

Risk-Adjusted Performance

RYH vs. CB — Risk-Adjusted Performance Rank

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

RYH
The Risk-Adjusted Performance Rank of RYH is 1515
Overall Rank
The Sharpe Ratio Rank of RYH is 1515
Sharpe Ratio Rank
The Sortino Ratio Rank of RYH is 1515
Sortino Ratio Rank
The Omega Ratio Rank of RYH is 1515
Omega Ratio Rank
The Calmar Ratio Rank of RYH is 1717
Calmar Ratio Rank
The Martin Ratio Rank of RYH is 1515
Martin Ratio Rank

CB
The Risk-Adjusted Performance Rank of CB is 7474
Overall Rank
The Sharpe Ratio Rank of CB is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of CB is 6969
Sortino Ratio Rank
The Omega Ratio Rank of CB is 6969
Omega Ratio Rank
The Calmar Ratio Rank of CB is 8585
Calmar Ratio Rank
The Martin Ratio Rank of CB is 7777
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.

RYH vs. CB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Invesco S&P 500® Equal Weight Health Care ETF (RYH) 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.



Loading data...

Go to the full Sharpe Ratio tool to analyze any stock or portfolio. Customize time frames, set your own risk-free rate, and more

Dividends

RYH vs. CB - Dividend Comparison

RYH has not paid dividends to shareholders, while CB's dividend yield for the trailing twelve months is around 1.21%.


TTM20242023202220212020201920182017201620152014
RYH
Invesco S&P 500® Equal Weight Health Care ETF
0.00%0.00%0.69%0.64%0.50%0.51%0.54%0.53%0.47%0.48%0.49%0.43%
CB
Chubb Limited
1.21%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%

Drawdowns

RYH vs. CB - Drawdown Comparison


Loading data...

Go to the full Drawdowns tool for more analysis options, including inflation-adjusted drawdowns, and more

Volatility

RYH vs. CB - Volatility Comparison


Loading data...