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

Correlation

The correlation between THG and CB is 0.50, 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

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.

-10.00%0.00%10.00%20.00%30.00%SeptemberOctoberNovemberDecember2025February
20.38%
-1.37%
THG
CB

Key characteristics

Sharpe Ratio

THG:

0.99

CB:

0.49

Sortino Ratio

THG:

1.59

CB:

0.80

Omega Ratio

THG:

1.17

CB:

1.10

Calmar Ratio

THG:

1.25

CB:

0.62

Martin Ratio

THG:

4.58

CB:

1.64

Ulcer Index

THG:

4.64%

CB:

5.42%

Daily Std Dev

THG:

21.60%

CB:

18.30%

Max Drawdown

THG:

-90.06%

CB:

-64.24%

Current Drawdown

THG:

-3.37%

CB:

-11.39%

Fundamentals

Market Cap

THG:

$5.84B

CB:

$106.83B

EPS

THG:

$11.68

CB:

$22.51

PE Ratio

THG:

13.93

CB:

11.84

PEG Ratio

THG:

-23.25

CB:

3.72

Total Revenue (TTM)

THG:

$4.65B

CB:

$41.61B

Gross Profit (TTM)

THG:

$4.16B

CB:

$41.59B

EBITDA (TTM)

THG:

$130.30M

CB:

$9.13B

Returns By Period

In the year-to-date period, THG achieves a 3.76% return, which is significantly higher than CB's -3.51% return. Both investments have delivered pretty close results over the past 10 years, with THG having a 11.61% annualized return and CB not far behind at 11.03%.


THG

YTD

3.76%

1M

2.68%

6M

21.35%

1Y

21.10%

5Y*

5.70%

10Y*

11.61%

CB

YTD

-3.51%

1M

-1.07%

6M

-1.36%

1Y

7.68%

5Y*

12.36%

10Y*

11.03%

*Annualized

Compare stocks, funds, or ETFs

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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 7474
Overall Rank
The Sharpe Ratio Rank of THG is 7676
Sharpe Ratio Rank
The Sortino Ratio Rank of THG is 7171
Sortino Ratio Rank
The Omega Ratio Rank of THG is 6464
Omega Ratio Rank
The Calmar Ratio Rank of THG is 8282
Calmar Ratio Rank
The Martin Ratio Rank of THG is 7979
Martin Ratio Rank

CB
The Risk-Adjusted Performance Rank of CB is 5959
Overall Rank
The Sharpe Ratio Rank of CB is 6262
Sharpe Ratio Rank
The Sortino Ratio Rank of CB is 5252
Sortino Ratio Rank
The Omega Ratio Rank of CB is 5050
Omega Ratio Rank
The Calmar Ratio Rank of CB is 7070
Calmar Ratio Rank
The Martin Ratio Rank of CB is 6363
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.


Sharpe ratio
The chart of Sharpe ratio for THG, currently valued at 0.99, compared to the broader market-2.000.002.004.000.990.49
The chart of Sortino ratio for THG, currently valued at 1.59, compared to the broader market-6.00-4.00-2.000.002.004.006.001.590.80
The chart of Omega ratio for THG, currently valued at 1.17, compared to the broader market0.501.001.502.001.171.10
The chart of Calmar ratio for THG, currently valued at 1.25, compared to the broader market0.002.004.006.001.250.62
The chart of Martin ratio for THG, currently valued at 4.58, compared to the broader market0.0010.0020.0030.004.581.64
THG
CB

The current THG Sharpe Ratio is 0.99, which is higher than the CB Sharpe Ratio of 0.49. 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.


Rolling 12-month Sharpe Ratio0.501.001.502.002.50SeptemberOctoberNovemberDecember2025February
0.99
0.49
THG
CB

Dividends

THG vs. CB - Dividend Comparison

THG's dividend yield for the trailing twelve months is around 2.15%, more than CB's 1.35% yield.


TTM20242023202220212020201920182017201620152014
THG
The Hanover Insurance Group, Inc.
2.15%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
1.35%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.


-15.00%-10.00%-5.00%0.00%SeptemberOctoberNovemberDecember2025February
-3.37%
-11.39%
THG
CB

Volatility

THG vs. CB - Volatility Comparison

The Hanover Insurance Group, Inc. (THG) has a higher volatility of 8.22% compared to Chubb Limited (CB) at 5.53%. This indicates that THG'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.


4.00%5.00%6.00%7.00%8.00%9.00%SeptemberOctoberNovemberDecember2025February
8.22%
5.53%
THG
CB

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


Values in USD except per share items
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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.

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