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

Key characteristics


RYHCB

Correlation

-0.50.00.51.00.5

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.

Performance

RYH vs. CB - Performance Comparison

The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember0
11.14%
RYH
CB

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 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.


RYH
Sharpe ratio
No data
Calmar ratio
The chart of Calmar ratio for RYH, currently valued at 0.00, compared to the broader market0.005.0010.0015.000.00
CB
Sharpe ratio
The chart of Sharpe ratio for CB, currently valued at 1.75, compared to the broader market-2.000.002.004.001.75
Sortino ratio
The chart of Sortino ratio for CB, currently valued at 2.44, compared to the broader market-2.000.002.004.006.008.0010.0012.002.44
Omega ratio
The chart of Omega ratio for CB, currently valued at 1.33, compared to the broader market1.001.502.002.503.001.33
Calmar ratio
The chart of Calmar ratio for CB, currently valued at 3.54, compared to the broader market0.005.0010.0015.003.54
Martin ratio
The chart of Martin ratio for CB, currently valued at 9.84, compared to the broader market0.0020.0040.0060.0080.00100.009.84

RYH vs. CB - Sharpe Ratio Comparison


Rolling 12-month Sharpe Ratio-1.000.001.002.003.00JuneJulyAugustSeptemberOctoberNovember
-1.00
1.75
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 1.26%.


TTM20232022202120202019201820172016201520142013
RYH
Invesco S&P 500® Equal Weight Health Care ETF
0.00%0.69%0.64%0.50%0.51%0.54%0.53%0.47%0.48%0.49%0.43%0.42%
CB
Chubb Limited
1.26%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%1.46%

Drawdowns

RYH vs. CB - Drawdown Comparison


-10.00%-8.00%-6.00%-4.00%-2.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.07%
-6.80%
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 5.61%. 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%JuneJulyAugustSeptemberOctoberNovember0
5.61%
RYH
CB