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THG vs. CB
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between THG and CB is 0.49, 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

THG vs. CB - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Hanover Insurance Group, Inc. (THG) and Chubb Limited (CB). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

THG:

1.10

CB:

0.54

Sortino Ratio

THG:

1.49

CB:

0.61

Omega Ratio

THG:

1.19

CB:

1.08

Calmar Ratio

THG:

1.43

CB:

0.51

Martin Ratio

THG:

4.81

CB:

1.26

Ulcer Index

THG:

5.04%

CB:

5.77%

Daily Std Dev

THG:

24.18%

CB:

20.49%

Max Drawdown

THG:

-90.06%

CB:

-64.24%

Current Drawdown

THG:

-4.73%

CB:

-3.98%

Fundamentals

Market Cap

THG:

$6.08B

CB:

$117.00B

EPS

THG:

$12.00

CB:

$20.77

PE Ratio

THG:

14.10

CB:

14.06

PEG Ratio

THG:

-23.25

CB:

2.52

PS Ratio

THG:

0.97

CB:

2.08

PB Ratio

THG:

2.00

CB:

1.80

Total Revenue (TTM)

THG:

$6.28B

CB:

$56.48B

Gross Profit (TTM)

THG:

$5.95B

CB:

$56.44B

EBITDA (TTM)

THG:

$417.50M

CB:

$11.55B

Returns By Period

In the year-to-date period, THG achieves a 8.47% return, which is significantly higher than CB's 5.44% return. Both investments have delivered pretty close results over the past 10 years, with THG having a 12.05% annualized return and CB not far ahead at 12.50%.


THG

YTD

8.47%

1M

5.94%

6M

3.97%

1Y

26.42%

3Y*

8.31%

5Y*

14.04%

10Y*

12.05%

CB

YTD

5.44%

1M

3.80%

6M

3.35%

1Y

11.04%

3Y*

14.22%

5Y*

22.00%

10Y*

12.50%

*Annualized

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The Hanover Insurance Group, Inc.

Chubb Limited

Risk-Adjusted Performance

THG vs. CB — Risk-Adjusted Performance Rank

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

THG
The Risk-Adjusted Performance Rank of THG is 8282
Overall Rank
The Sharpe Ratio Rank of THG is 8686
Sharpe Ratio Rank
The Sortino Ratio Rank of THG is 7777
Sortino Ratio Rank
The Omega Ratio Rank of THG is 7575
Omega Ratio Rank
The Calmar Ratio Rank of THG is 8989
Calmar Ratio Rank
The Martin Ratio Rank of THG is 8686
Martin Ratio Rank

CB
The Risk-Adjusted Performance Rank of CB is 6464
Overall Rank
The Sharpe Ratio Rank of CB is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of CB is 5454
Sortino Ratio Rank
The Omega Ratio Rank of CB is 5353
Omega Ratio Rank
The Calmar Ratio Rank of CB is 7272
Calmar Ratio Rank
The Martin Ratio Rank of CB is 6666
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.

THG vs. CB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for The Hanover Insurance Group, Inc. (THG) 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.


The current THG Sharpe Ratio is 1.10, which is higher than the CB Sharpe Ratio of 0.54. The chart below compares the historical Sharpe Ratios of THG and CB, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

THG vs. CB - Dividend Comparison

THG's dividend yield for the trailing twelve months is around 2.10%, more than CB's 1.25% yield.


TTM20242023202220212020201920182017201620152014
THG
The Hanover Insurance Group, Inc.
2.10%2.23%2.70%2.26%2.17%2.27%7.10%1.90%1.89%2.07%2.08%2.13%
CB
Chubb Limited
1.25%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%

Drawdowns

THG vs. CB - Drawdown Comparison

The maximum THG drawdown since its inception was -90.06%, which is greater than CB's maximum drawdown of -64.24%. Use the drawdown chart below to compare losses from any high point for THG and CB. For additional features, visit the drawdowns tool.


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Volatility

THG vs. CB - Volatility Comparison

The current volatility for The Hanover Insurance Group, Inc. (THG) is 5.30%, while Chubb Limited (CB) has a volatility of 5.79%. This indicates that THG 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.


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Financials

THG vs. CB - Financials Comparison

This section allows you to compare key financial metrics between The Hanover Insurance Group, 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


2.00B4.00B6.00B8.00B10.00B12.00B14.00B20212022202320242025
1.60B
13.48B
(THG) Total Revenue
(CB) Total Revenue
Values in USD except per share items