TMDX vs. CB
TMDX (TransMedics Group, Inc.) and CB (Chubb Limited) are both stocks. TMDX operates in Medical Devices (Healthcare), while CB operates in Insurance - Property & Casualty (Financial Services). Over the past 5 years, TMDX returned 20.83%/yr vs 16.27%/yr for CB. At a 0.10 correlation, their price movements are largely independent.
Performance
TMDX vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, TMDX achieves a -40.07% return, which is significantly lower than CB's 5.77% return.
TMDX
- 1D
- -0.92%
- 1M
- 15.36%
- YTD
- -40.07%
- 6M
- -42.50%
- 1Y
- -48.97%
- 3Y*
- -4.58%
- 5Y*
- 20.83%
- 10Y*
- —
CB
- 1D
- 0.38%
- 1M
- 1.55%
- YTD
- 5.77%
- 6M
- 7.02%
- 1Y
- 15.88%
- 3Y*
- 21.39%
- 5Y*
- 16.27%
- 10Y*
- 12.26%
TMDX vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | |
|---|---|---|---|---|---|---|---|---|
TMDX TransMedics Group, Inc. | -40.07% | 95.11% | -21.01% | 27.88% | 222.13% | -3.72% | 4.68% | -6.12% |
CB Chubb Limited | 5.77% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 9.51% |
Correlation
The correlation between TMDX and CB is 0.01, 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 | 0.01 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.02 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.08 |
Correlation (All Time) Calculated using the full available price history since May 2, 2019 | 0.10 |
The correlation between TMDX and CB shifts across timeframes, from -0.02 (3 years) to 0.10 (all time), reflecting how their relationship changes across market environments.
Fundamentals
TMDX:
$2.64B
CB:
$129.48B
TMDX:
$4.34
CB:
$28.35
TMDX:
16.80
CB:
11.58
TMDX:
0.04
CB:
0.80
TMDX:
4.54
CB:
2.72
TMDX:
5.34
CB:
1.62
TMDX:
$635.89M
CB:
$48.15B
TMDX:
$375.74M
CB:
$17.01B
TMDX:
$125.51M
CB:
$12.22B
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Return for Risk
TMDX vs. CB — Risk / Return Rank
TMDX
CB
TMDX vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for TransMedics Group, Inc. (TMDX) 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.
| TMDX | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.72 | ||
| Sortino ratioReturn per unit of downside risk | -2.52 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.17 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 1.64 | -2.48 |
| Martin ratioReturn relative to average drawdown | -1.99 | 3.73 | -5.72 |
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Drawdowns
TMDX vs. CB - Drawdown Comparison
The maximum TMDX drawdown since its inception was -73.69%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for TMDX and CB.
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Drawdown Indicators
| TMDX | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -73.69% | -50.99% | -22.70% |
Max Drawdown (1Y)Largest decline over 1 year | -58.76% | -9.36% | -49.40% |
Max Drawdown (3Y)Largest decline over 3 years | -67.79% | -14.35% | -53.44% |
Max Drawdown (5Y)Largest decline over 5 years | -67.79% | -19.26% | -48.53% |
Max Drawdown (10Y)Largest decline over 10 years | — | -42.59% | — |
Current DrawdownCurrent decline from peak | -58.60% | -3.68% | -54.92% |
Average DrawdownAverage peak-to-trough decline | -31.89% | -10.68% | -21.21% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 24.65% | 4.11% | +20.54% |
Volatility
TMDX vs. CB - Volatility Comparison
TransMedics Group, Inc. (TMDX) has a higher volatility of 12.66% compared to Chubb Limited (CB) at 6.08%. This indicates that TMDX'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
| TMDX | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 12.66% | 6.08% | +6.58% |
Volatility (6M)Calculated over the trailing 6-month period | 43.87% | 13.12% | +30.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.06% | 17.67% | +40.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 72.00% | 20.33% | +51.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 71.72% | 23.69% | +48.03% |
Dividends
TMDX vs. CB - Dividend Comparison
TMDX has not paid dividends to shareholders, while CB's dividend yield for the trailing twelve months is around 1.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.20% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
TMDX TransMedics Group, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
TMDX vs. CB - Financials Comparison
This section allows you to compare key financial metrics between TransMedics 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.
Total Revenue: Total amount of money received from sales and other business activities
Frequently Asked Questions
TMDX and CB have a correlation of 0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
TMDX has higher volatility (12.66%) compared to CB (6.08%). In terms of maximum drawdown, TMDX dropped -73.69% vs CB's -50.99%.
CB currently has the higher Sharpe Ratio (0.87 vs -0.85), 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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