TKOMY vs. CB
TKOMY (Tokio Marine Holdings Inc) and CB (Chubb Limited) are both stocks. Both operate in the Insurance - Property & Casualty industry within the Financial Services sector. Over the past 10 years, TKOMY returned 15.72%/yr vs 12.89%/yr for CB. Their 0.26 correlation means their historical movements had little consistent relationship.
Performance
TKOMY vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, TKOMY achieves a 36.99% return, which is significantly higher than CB's 13.04% return. Over the past 10 years, TKOMY has outperformed CB with an annualized return of 15.72%, while CB has yielded a comparatively lower 12.89% annualized return.
TKOMY
- 1D
- -2.07%
- 1M
- 7.88%
- 6M
- 35.85%
- YTD
- 36.99%
- 1Y
- 23.32%
- 3Y*
- 33.07%
- 5Y*
- 26.78%
- 10Y*
- 15.72%
- ALL TIME*
- 7.84%
CB
- 1D
- 0.15%
- 1M
- -2.90%
- 6M
- 13.97%
- YTD
- 13.04%
- 1Y
- 32.82%
- 3Y*
- 21.57%
- 5Y*
- 17.48%
- 10Y*
- 12.89%
- ALL TIME*
- 11.11%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $775.34M | $719.59M | $600.51M | |
| $4.13M | $10.82M | $6.87M |
TKOMY vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TKOMY Tokio Marine Holdings Inc | 36.99% | 4.28% | 46.61% | 16.29% | 14.78% | 6.20% | -5.38% | 17.55% | 3.65% | 13.57% |
CB Chubb Limited | 13.04% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
Correlation
The correlation between TKOMY and CB is 0.02, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.02 |
Correlation (3Y) Balances recent behavior with more history. | 0.13 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.17 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.22 |
Correlation (All Time) Calculated using the full available price history since Jul 26, 2007 | 0.26 |
Over the past year, the correlation between TKOMY and CB has dropped to 0.02 - well below their long-term average of 0.26, suggesting their price drivers have been diverging.
Fundamentals
TKOMY:
$96.32B
CB:
$135.29B
TKOMY:
¥522.23
CB:
$35.80
TKOMY:
15.28
CB:
9.80
TKOMY:
0.46
CB:
0.68
TKOMY:
1.96
CB:
3.94
TKOMY:
2.75
CB:
1.70
TKOMY:
¥7.71T
CB:
$35.28B
TKOMY:
¥4.70T
CB:
$10.23B
TKOMY:
¥804.94B
CB:
$15.23B
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Return for Risk
TKOMY vs. CB — Risk / Return Rank
TKOMY
CB
TKOMY vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Tokio Marine Holdings Inc (TKOMY) 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.
| TKOMY | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.05 | ||
| Sortino ratioReturn per unit of downside risk | -1.24 | ||
| Omega ratioGain probability vs. loss probability | 1.16 | 1.32 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | 0.97 | 3.60 | -2.63 |
| Martin ratioReturn relative to average drawdown | 2.11 | 9.94 | -7.83 |
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Drawdowns
TKOMY vs. CB - Drawdown Comparison
The maximum TKOMY drawdown since its inception was -56.95%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for TKOMY and CB.
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Drawdown Indicators
| TKOMY | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -56.95% | -50.99% | -5.96% |
Max Drawdown (1Y)Largest decline over 1 year | -26.18% | -9.36% | -16.82% |
Max Drawdown (3Y)Largest decline over 3 years | -27.67% | -14.35% | -13.32% |
Max Drawdown (5Y)Largest decline over 5 years | -27.67% | -19.26% | -8.41% |
Max Drawdown (10Y)Largest decline over 10 years | -32.32% | -42.59% | +10.27% |
Current DrawdownCurrent decline from peak | -2.07% | -3.53% | +1.46% |
Average DrawdownAverage peak-to-trough decline | -16.49% | -10.65% | -5.84% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.98% | 3.38% | +8.60% |
Volatility
TKOMY vs. CB - Volatility Comparison
Tokio Marine Holdings Inc (TKOMY) has a higher volatility of 10.00% compared to Chubb Limited (CB) at 8.96%. This indicates that TKOMY'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
| TKOMY | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.00% | 8.96% | +1.04% |
Volatility (6M)Calculated over the trailing 6-month period | 29.87% | 15.55% | +14.32% |
Volatility (1Y)Calculated over the trailing 1-year period | 36.45% | 19.27% | +17.18% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 31.13% | 20.39% | +10.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.74% | 23.81% | +3.93% |
Dividends
TKOMY vs. CB - Dividend Comparison
TKOMY has not paid dividends to shareholders, while CB's dividend yield for the trailing twelve months is around 1.12%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.12% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
TKOMY Tokio Marine Holdings Inc | 0.00% | 1.69% | 1.49% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 1.41% | 2.81% | 0.00% |
Financials
TKOMY vs. CB - Financials Comparison
This section allows you to compare key financial metrics between Tokio Marine 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
TKOMY vs. CB - Profitability Comparison
TKOMY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Tokio Marine Holdings Inc reported a gross profit of 132.23B and revenue of 1.22T. Therefore, the gross margin over that period was 10.8%.
CB - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Chubb Limited reported a gross profit of -6.85B and revenue of -10.99B. Therefore, the gross margin over that period was 62.3%.
TKOMY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Tokio Marine Holdings Inc reported an operating income of 144.24B and revenue of 1.22T, resulting in an operating margin of 11.8%.
CB - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Chubb Limited reported an operating income of 14.07M and revenue of -10.99B, resulting in an operating margin of -0.1%.
TKOMY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Tokio Marine Holdings Inc reported a net income of 82.65B and revenue of 1.22T, resulting in a net margin of 6.8%.
CB - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Chubb Limited reported a net income of 5.88B and revenue of -10.99B, resulting in a net margin of -53.5%.
Frequently Asked Questions
TKOMY and CB have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TKOMY has higher volatility (10.00%) compared to CB (8.96%). In terms of maximum drawdown, TKOMY dropped -56.95% vs CB's -50.99%.
CB currently has the higher Sharpe Ratio (1.75 vs 0.70), 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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