WCN vs. CB
WCN (Waste Connections, Inc.) and CB (Chubb Limited) are both stocks. WCN operates in Waste Management (Industrials), while CB operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, WCN returned 13.46%/yr vs 12.26%/yr for CB. At a 0.32 correlation, their price movements are largely independent.
Performance
WCN vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, WCN achieves a -11.24% return, which is significantly lower than CB's 5.39% return. Over the past 10 years, WCN has outperformed CB with an annualized return of 13.46%, while CB has yielded a comparatively lower 12.26% annualized return.
WCN
- 1D
- -0.72%
- 1M
- -1.04%
- YTD
- -11.24%
- 6M
- -11.80%
- 1Y
- -18.06%
- 3Y*
- 4.83%
- 5Y*
- 5.91%
- 10Y*
- 13.46%
CB
- 1D
- -0.36%
- 1M
- 1.18%
- YTD
- 5.39%
- 6M
- 5.22%
- 1Y
- 15.46%
- 3Y*
- 20.42%
- 5Y*
- 16.13%
- 10Y*
- 12.26%
WCN vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WCN Waste Connections, Inc. | -11.24% | 2.92% | 15.72% | 13.47% | -2.02% | 33.80% | 13.86% | 23.19% | 5.47% | 36.47% |
CB Chubb Limited | 5.39% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
Correlation
The correlation between WCN and CB is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.39 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.39 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since May 22, 1998 | 0.32 |
Fundamentals
WCN:
$5.48
CB:
$28.35
WCN:
28.30
CB:
11.53
WCN:
1.34
CB:
0.80
WCN:
3.11
CB:
2.71
WCN:
$9.65B
CB:
$48.15B
WCN:
$2.77B
CB:
$17.01B
WCN:
$2.68B
CB:
$12.22B
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Return for Risk
WCN vs. CB — Risk / Return Rank
WCN
CB
WCN vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Waste Connections, Inc. (WCN) 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.
| WCN | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.71 | ||
| Sortino ratioReturn per unit of downside risk | -2.48 | ||
| Omega ratioGain probability vs. loss probability | 0.86 | 1.17 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.84 | 1.66 | -2.49 |
| Martin ratioReturn relative to average drawdown | -1.56 | 3.77 | -5.33 |
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Drawdowns
WCN vs. CB - Drawdown Comparison
The maximum WCN drawdown since its inception was -68.85%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for WCN and CB.
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Drawdown Indicators
| WCN | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -68.85% | -50.99% | -17.86% |
Max Drawdown (1Y)Largest decline over 1 year | -21.69% | -9.36% | -12.33% |
Max Drawdown (3Y)Largest decline over 3 years | -24.75% | -14.35% | -10.40% |
Max Drawdown (5Y)Largest decline over 5 years | -24.75% | -19.26% | -5.49% |
Max Drawdown (10Y)Largest decline over 10 years | -31.59% | -42.59% | +11.00% |
Current DrawdownCurrent decline from peak | -21.74% | -4.03% | -17.71% |
Average DrawdownAverage peak-to-trough decline | -8.40% | -10.68% | +2.28% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.64% | 4.11% | +7.53% |
Volatility
WCN vs. CB - Volatility Comparison
The current volatility for Waste Connections, Inc. (WCN) is 5.68%, while Chubb Limited (CB) has a volatility of 5.99%. This indicates that WCN 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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Volatility by Period
| WCN | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.68% | 5.99% | -0.31% |
Volatility (6M)Calculated over the trailing 6-month period | 18.01% | 12.76% | +5.25% |
Volatility (1Y)Calculated over the trailing 1-year period | 21.77% | 17.66% | +4.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 19.36% | 20.33% | -0.97% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.71% | 23.69% | -3.98% |
Dividends
WCN vs. CB - Dividend Comparison
WCN's dividend yield for the trailing twelve months is around 0.88%, less than CB's 1.20% yield.
| 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% |
WCN Waste Connections, Inc. | 0.88% | 0.74% | 0.68% | 0.70% | 0.71% | 0.62% | 0.74% | 0.73% | 0.78% | 0.70% | 1.20% | 1.86% |
Financials
WCN vs. CB - Financials Comparison
This section allows you to compare key financial metrics between Waste Connections, 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
WCN and CB have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CB has higher volatility (5.99%) compared to WCN (5.68%). In terms of maximum drawdown, WCN dropped -68.85% vs CB's -50.99%.
CB currently has the higher Sharpe Ratio (0.88 vs -0.83), 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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