WLFC vs. CB
WLFC (Willis Lease Finance Corporation) and CB (Chubb Limited) are both stocks. WLFC operates in Rental & Leasing Services (Industrials), while CB operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, WLFC returned 25.11%/yr vs 12.20%/yr for CB. At a 0.12 correlation, their price movements are largely independent.
Performance
WLFC vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, WLFC achieves a 54.64% return, which is significantly higher than CB's 4.82% return. Over the past 10 years, WLFC has outperformed CB with an annualized return of 25.11%, while CB has yielded a comparatively lower 12.20% annualized return.
WLFC
- 1D
- 1.23%
- 1M
- 14.38%
- YTD
- 54.64%
- 6M
- 53.47%
- 1Y
- 51.53%
- 3Y*
- 75.23%
- 5Y*
- 37.09%
- 10Y*
- 25.11%
CB
- 1D
- 0.56%
- 1M
- -0.51%
- YTD
- 4.82%
- 6M
- 5.22%
- 1Y
- 16.04%
- 3Y*
- 20.56%
- 5Y*
- 17.03%
- 10Y*
- 12.20%
WLFC vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WLFC Willis Lease Finance Corporation | 54.64% | -34.14% | 332.92% | -17.17% | 56.73% | 23.60% | -48.29% | 70.26% | 38.57% | -2.38% |
CB Chubb Limited | 4.82% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
Correlation
The correlation between WLFC and CB is 0.02, 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 | 0.02 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.04 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.19 |
Correlation (All Time) Calculated using the full available price history since Nov 15, 1996 | 0.12 |
The correlation between WLFC and CB shifts across timeframes, from 0.02 (1 year) to 0.19 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
WLFC:
$1.52B
CB:
$128.32B
WLFC:
$17.02
CB:
$28.35
WLFC:
12.28
CB:
11.47
WLFC:
0.00
CB:
0.80
WLFC:
1.95
CB:
2.70
WLFC:
2.18
CB:
1.61
WLFC:
$757.62M
CB:
$48.15B
WLFC:
$405.87M
CB:
$17.01B
WLFC:
$416.98M
CB:
$12.22B
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Return for Risk
WLFC vs. CB — Risk / Return Rank
WLFC
CB
WLFC vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Willis Lease Finance Corporation (WLFC) 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.
| WLFC | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.18 | ||
| Sortino ratioReturn per unit of downside risk | +0.37 | ||
| Omega ratioGain probability vs. loss probability | 1.21 | 1.17 | +0.03 |
| Calmar ratioReturn relative to maximum drawdown | 1.63 | 1.72 | -0.10 |
| Martin ratioReturn relative to average drawdown | 3.22 | 3.88 | -0.66 |
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Drawdowns
WLFC vs. CB - Drawdown Comparison
The maximum WLFC drawdown since its inception was -88.12%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for WLFC and CB.
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Drawdown Indicators
| WLFC | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -88.12% | -50.99% | -37.13% |
Max Drawdown (1Y)Largest decline over 1 year | -31.84% | -9.36% | -22.48% |
Max Drawdown (3Y)Largest decline over 3 years | -49.88% | -14.35% | -35.53% |
Max Drawdown (5Y)Largest decline over 5 years | -49.88% | -19.26% | -30.62% |
Max Drawdown (10Y)Largest decline over 10 years | -79.76% | -42.59% | -37.17% |
Current DrawdownCurrent decline from peak | -12.36% | -4.55% | -7.81% |
Average DrawdownAverage peak-to-trough decline | -42.33% | -10.67% | -31.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.04% | 4.15% | +11.89% |
Volatility
WLFC vs. CB - Volatility Comparison
Willis Lease Finance Corporation (WLFC) has a higher volatility of 11.54% compared to Chubb Limited (CB) at 5.77%. This indicates that WLFC'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
| WLFC | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 11.54% | 5.77% | +5.77% |
Volatility (6M)Calculated over the trailing 6-month period | 37.11% | 12.73% | +24.38% |
Volatility (1Y)Calculated over the trailing 1-year period | 47.33% | 17.69% | +29.64% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 42.93% | 20.22% | +22.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 51.02% | 23.69% | +27.33% |
Dividends
WLFC vs. CB - Dividend Comparison
WLFC's dividend yield for the trailing twelve months is around 0.69%, less than CB's 1.21% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CB Chubb Limited | 1.21% | 1.22% | 1.30% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 4.23% |
WLFC Willis Lease Finance Corporation | 0.69% | 0.85% | 0.72% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
WLFC vs. CB - Financials Comparison
This section allows you to compare key financial metrics between Willis Lease Finance Corporation 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
WLFC 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.
WLFC has higher volatility (11.54%) compared to CB (5.77%). In terms of maximum drawdown, WLFC dropped -88.12% vs CB's -50.99%.
WLFC currently has the higher Sharpe Ratio (1.10 vs 0.91), 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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