SAABY vs. CB
SAABY (Saab AB (publ)) and CB (Chubb Limited) are both stocks. SAABY operates in Aerospace & Defense (Industrials), while CB operates in Insurance - Property & Casualty (Financial Services). Over the past 5 years, SAABY returned 50.73%/yr vs 16.27%/yr for CB. At a 0.05 correlation, their price movements are largely independent.
Performance
SAABY vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, SAABY achieves a -4.59% return, which is significantly lower than CB's 5.77% return.
SAABY
- 1D
- -3.70%
- 1M
- 4.71%
- YTD
- -4.59%
- 6M
- 0.99%
- 1Y
- 17.14%
- 3Y*
- 60.00%
- 5Y*
- 50.73%
- 10Y*
- —
CB
- 1D
- 0.38%
- 1M
- 4.16%
- YTD
- 5.77%
- 6M
- 7.02%
- 1Y
- 15.26%
- 3Y*
- 21.39%
- 5Y*
- 16.27%
- 10Y*
- 12.26%
SAABY vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
SAABY Saab AB (publ) | -4.59% | 177.56% | 39.85% | 47.07% | 67.28% | -48.79% | 82.51% |
CB Chubb Limited | 5.77% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 27.89% |
Correlation
The correlation between SAABY and CB is -0.03, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.03 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (All Time) Calculated using the full available price history since Apr 15, 2020 | 0.05 |
The correlation between SAABY and CB shifts across timeframes, from -0.03 (1 year) to 0.08 (3 years), reflecting how their relationship changes across market environments.
Fundamentals
SAABY:
$29.87B
CB:
$129.48B
SAABY:
SEK 5.98
CB:
$28.35
SAABY:
43.63
CB:
11.58
SAABY:
1.33
CB:
0.80
SAABY:
3.43
CB:
2.72
SAABY:
6.32
CB:
1.62
SAABY:
SEK 82.29B
CB:
$48.15B
SAABY:
SEK 17.87B
CB:
$17.01B
SAABY:
SEK 9.44B
CB:
$12.22B
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Return for Risk
SAABY vs. CB — Risk / Return Rank
SAABY
CB
SAABY vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Saab AB (publ) (SAABY) 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.
| SAABY | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.51 | ||
| Sortino ratioReturn per unit of downside risk | -0.50 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 1.17 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.46 | 1.64 | -1.17 |
| Martin ratioReturn relative to average drawdown | 1.14 | 3.73 | -2.58 |
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Drawdowns
SAABY vs. CB - Drawdown Comparison
The maximum SAABY drawdown since its inception was -52.75%, roughly equal to the maximum CB drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for SAABY and CB.
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Drawdown Indicators
| SAABY | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -52.75% | -50.99% | -1.76% |
Max Drawdown (1Y)Largest decline over 1 year | -37.04% | -9.36% | -27.68% |
Max Drawdown (3Y)Largest decline over 3 years | -37.04% | -14.35% | -22.69% |
Max Drawdown (5Y)Largest decline over 5 years | -37.04% | -19.26% | -17.78% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.59% | — |
Current DrawdownCurrent decline from peak | -31.92% | -3.68% | -28.24% |
Average DrawdownAverage peak-to-trough decline | -16.96% | -10.68% | -6.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.01% | 4.11% | +10.90% |
Volatility
SAABY vs. CB - Volatility Comparison
Saab AB (publ) (SAABY) has a higher volatility of 15.37% compared to Chubb Limited (CB) at 6.08%. This indicates that SAABY'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
| SAABY | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.37% | 6.08% | +9.29% |
Volatility (6M)Calculated over the trailing 6-month period | 33.13% | 13.12% | +20.01% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.86% | 17.67% | +30.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 47.05% | 20.33% | +26.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 57.50% | 23.69% | +33.81% |
Dividends
SAABY vs. CB - Dividend Comparison
SAABY's dividend yield for the trailing twelve months is around 0.43%, less than CB's 1.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.49% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
SAABY Saab AB (publ) | 0.43% | 0.36% | 0.73% | 0.84% | 1.24% | 2.19% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
SAABY vs. CB - Financials Comparison
This section allows you to compare key financial metrics between Saab AB (publ) 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
Frequently Asked Questions
SAABY and CB have a correlation of -0.03, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SAABY has higher volatility (15.37%) compared to CB (6.08%). In terms of maximum drawdown, SAABY dropped -52.75% vs CB's -50.99%.
CB currently has the higher Sharpe Ratio (0.87 vs 0.36), 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.
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