SIRI vs. CB
SIRI (Sirius XM Holdings Inc.) and CB (Chubb Limited) are both stocks. SIRI operates in Broadcasting (Communication Services), while CB operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, SIRI returned -1.06%/yr vs 12.20%/yr for CB. At a 0.19 correlation, their price movements are largely independent.
Performance
SIRI vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, SIRI achieves a 42.95% return, which is significantly higher than CB's 4.82% return. Over the past 10 years, SIRI has underperformed CB with an annualized return of -1.06%, while CB has yielded a comparatively higher 12.20% annualized return.
SIRI
- 1D
- -0.32%
- 1M
- -3.29%
- YTD
- 42.95%
- 6M
- 38.21%
- 1Y
- 34.77%
- 3Y*
- -6.49%
- 5Y*
- -11.82%
- 10Y*
- -1.06%
CB
- 1D
- 0.56%
- 1M
- -0.51%
- YTD
- 4.82%
- 6M
- 5.22%
- 1Y
- 16.04%
- 3Y*
- 20.56%
- 5Y*
- 17.03%
- 10Y*
- 12.20%
SIRI vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIRI Sirius XM Holdings Inc. | 42.95% | -7.97% | -56.93% | -4.27% | -3.21% | 0.74% | -10.11% | 26.24% | 7.28% | 21.42% |
CB Chubb Limited | 4.82% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
Correlation
The correlation between SIRI and CB is 0.08, 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 | 0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.08 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.16 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Sep 13, 1994 | 0.19 |
The correlation between SIRI and CB shifts across timeframes, from 0.08 (3 years) to 0.21 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SIRI:
$9.44B
CB:
$128.32B
SIRI:
$2.41
CB:
$28.35
SIRI:
11.62
CB:
11.47
SIRI:
0.05
CB:
0.80
SIRI:
1.15
CB:
2.70
SIRI:
0.81
CB:
1.61
SIRI:
$8.58B
CB:
$48.15B
SIRI:
$4.10B
CB:
$17.01B
SIRI:
$1.77B
CB:
$12.22B
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Return for Risk
SIRI vs. CB — Risk / Return Rank
SIRI
CB
SIRI vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sirius XM Holdings Inc. (SIRI) 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.
| SIRI | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.09 | ||
| Sortino ratioReturn per unit of downside risk | +0.23 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.17 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 2.00 | 1.72 | +0.28 |
| Martin ratioReturn relative to average drawdown | 3.92 | 3.88 | +0.04 |
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Drawdowns
SIRI vs. CB - Drawdown Comparison
The maximum SIRI drawdown since its inception was -99.92%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for SIRI and CB.
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Drawdown Indicators
| SIRI | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -50.99% | -48.93% |
Max Drawdown (1Y)Largest decline over 1 year | -17.44% | -9.36% | -8.08% |
Max Drawdown (3Y)Largest decline over 3 years | -73.87% | -14.35% | -59.52% |
Max Drawdown (5Y)Largest decline over 5 years | -73.87% | -19.26% | -54.61% |
Max Drawdown (10Y)Largest decline over 10 years | -73.87% | -42.59% | -31.28% |
Current DrawdownCurrent decline from peak | -94.66% | -4.55% | -90.11% |
Average DrawdownAverage peak-to-trough decline | -80.55% | -10.67% | -69.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.90% | 4.15% | +4.75% |
Volatility
SIRI vs. CB - Volatility Comparison
Sirius XM Holdings Inc. (SIRI) has a higher volatility of 9.16% compared to Chubb Limited (CB) at 5.77%. This indicates that SIRI'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
| SIRI | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.16% | 5.77% | +3.39% |
Volatility (6M)Calculated over the trailing 6-month period | 23.70% | 12.73% | +10.97% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.05% | 17.69% | +17.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.91% | 20.22% | +24.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.69% | 23.69% | +14.00% |
Dividends
SIRI vs. CB - Dividend Comparison
SIRI's dividend yield for the trailing twelve months is around 3.87%, more than CB's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.21% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
SIRI Sirius XM Holdings Inc. | 3.87% | 5.40% | 4.68% | 1.81% | 5.82% | 1.04% | 0.86% | 0.69% | 0.79% | 0.76% | 0.22% | 0.00% |
Financials
SIRI vs. CB - Financials Comparison
This section allows you to compare key financial metrics between Sirius XM 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
Frequently Asked Questions
SIRI and CB have a correlation of 0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SIRI has higher volatility (9.16%) compared to CB (5.77%). In terms of maximum drawdown, SIRI dropped -99.92% vs CB's -50.99%.
SIRI currently has the higher Sharpe Ratio (1.00 vs 0.91), 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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