PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
RYH vs. CB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility

Correlation

The correlation between RYH and CB is 0.47, 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.


-0.50.00.51.00.5

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.

0.00%5.00%10.00%15.00%AugustSeptemberOctoberNovemberDecember20250
4.37%
RYH
CB

Key characteristics

Returns By Period


RYH

YTD

N/A

1M

N/A

6M

N/A

1Y

N/A

5Y*

N/A

10Y*

N/A

CB

YTD

-2.47%

1M

-1.35%

6M

4.37%

1Y

15.07%

5Y*

13.94%

10Y*

11.53%

*Annualized

Compare stocks, funds, or ETFs

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


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 7777
Overall Rank
The Sharpe Ratio Rank of CB is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of CB is 7373
Sortino Ratio Rank
The Omega Ratio Rank of CB is 7272
Omega Ratio Rank
The Calmar Ratio Rank of CB is 8484
Calmar Ratio Rank
The Martin Ratio Rank of CB is 7878
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.


Sharpe ratio
No data
The chart of Calmar ratio for RYH, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.001.37
RYH
CB


Rolling 12-month Sharpe Ratio1.001.502.002.50AugustSeptemberOctoberNovemberDecember2025
1.09
RYH
CB

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 1.33%.


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
1.33%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%3.34%

Drawdowns

RYH vs. CB - Drawdown Comparison


-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-10.07%
-10.44%
RYH
CB

Volatility

RYH vs. CB - Volatility Comparison

The current volatility for Invesco S&P 500® Equal Weight Health Care ETF (RYH) is 0.00%, while Chubb Limited (CB) has a volatility of 6.01%. This indicates that RYH experiences smaller price fluctuations and is considered to be less risky than CB based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


0.00%2.00%4.00%6.00%8.00%AugustSeptemberOctoberNovemberDecember20250
6.01%
RYH
CB
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab