WM vs. CB
WM (Waste Management, Inc.) and CB (Chubb Limited) are both stocks. WM operates in Waste Management (Industrials), while CB operates in Insurance - Property & Casualty (Financial Services). Over the past 10 years, WM returned 15.36%/yr vs 12.26%/yr for CB. At a 0.33 correlation, their price movements are largely independent.
Performance
WM vs. CB - Performance Comparison
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Returns By Period
In the year-to-date period, WM achieves a 0.71% return, which is significantly lower than CB's 5.77% return. Over the past 10 years, WM has outperformed CB with an annualized return of 15.36%, while CB has yielded a comparatively lower 12.26% annualized return.
WM
- 1D
- 0.30%
- 1M
- 0.26%
- YTD
- 0.71%
- 6M
- 2.63%
- 1Y
- -5.72%
- 3Y*
- 12.33%
- 5Y*
- 11.14%
- 10Y*
- 15.36%
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%
WM vs. CB - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
WM Waste Management, Inc. | 0.71% | 10.50% | 14.28% | 16.20% | -4.49% | 43.82% | 5.46% | 30.45% | 5.32% | 24.46% |
CB Chubb Limited | 5.77% | 14.46% | 23.89% | 4.20% | 15.97% | 27.85% | 1.41% | 22.94% | -9.63% | 12.82% |
Correlation
The correlation between WM and CB is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.39 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.42 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.43 |
Correlation (All Time) Calculated using the full available price history since Mar 24, 1993 | 0.33 |
Fundamentals
WM:
$88.75B
CB:
$129.48B
WM:
$6.91
CB:
$28.35
WM:
31.76
CB:
11.58
WM:
2.60
CB:
0.80
WM:
3.49
CB:
2.72
WM:
8.86
CB:
1.62
WM:
$25.41B
CB:
$48.15B
WM:
$5.61B
CB:
$17.01B
WM:
$6.96B
CB:
$12.22B
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Return for Risk
WM vs. CB — Risk / Return Rank
WM
CB
WM vs. CB - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Waste Management, Inc. (WM) 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.
| WM | CB | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.19 | ||
| Sortino ratioReturn per unit of downside risk | -1.68 | ||
| Omega ratioGain probability vs. loss probability | 0.96 | 1.17 | -0.20 |
| Calmar ratioReturn relative to maximum drawdown | -0.36 | 1.64 | -2.00 |
| Martin ratioReturn relative to average drawdown | -0.79 | 3.73 | -4.52 |
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Drawdowns
WM vs. CB - Drawdown Comparison
The maximum WM drawdown since its inception was -77.85%, which is greater than CB's maximum drawdown of -50.99%. Use the drawdown chart below to compare losses from any high point for WM and CB.
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Drawdown Indicators
| WM | CB | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -77.85% | -50.99% | -26.86% |
Max Drawdown (1Y)Largest decline over 1 year | -16.70% | -9.36% | -7.34% |
Max Drawdown (3Y)Largest decline over 3 years | -18.14% | -14.35% | -3.79% |
Max Drawdown (5Y)Largest decline over 5 years | -18.14% | -19.26% | +1.12% |
Max Drawdown (10Y)Largest decline over 10 years | -30.07% | -42.59% | +12.52% |
Current DrawdownCurrent decline from peak | -10.24% | -3.68% | -6.56% |
Average DrawdownAverage peak-to-trough decline | -17.69% | -10.68% | -7.01% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 7.58% | 4.11% | +3.47% |
Volatility
WM vs. CB - Volatility Comparison
Waste Management, Inc. (WM) and Chubb Limited (CB) have volatilities of 6.13% and 6.08%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| WM | CB | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.13% | 6.08% | +0.05% |
Volatility (6M)Calculated over the trailing 6-month period | 14.08% | 13.12% | +0.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.03% | 17.67% | +1.36% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 18.62% | 20.33% | -1.71% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 19.54% | 23.69% | -4.15% |
Dividends
WM vs. CB - Dividend Comparison
WM's dividend yield for the trailing twelve months is around 1.61%, more than CB's 1.49% 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% |
WM Waste Management, Inc. | 1.61% | 1.50% | 1.49% | 1.56% | 1.66% | 1.38% | 1.85% | 1.80% | 2.09% | 1.97% | 2.31% | 2.89% |
Financials
WM vs. CB - Financials Comparison
This section allows you to compare key financial metrics between Waste Management, 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
WM and CB have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
WM has higher volatility (6.13%) compared to CB (6.08%). In terms of maximum drawdown, WM dropped -77.85% vs CB's -50.99%.
CB currently has the higher Sharpe Ratio (0.87 vs -0.32), 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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