Chubb Limited (CB): analysis and statistics
Return, volatility, Sharpe ratio and risk for Chubb Limited, a component of the S&P 500 in the Financials sector. Data as of 2026-09-13.
| Last close price | $338.25 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +18.71% |
| Total return over period | +66.70% |
| Annualized volatility | 19.01% |
| Period volatility | 32.81% |
| Sharpe ratio | 0.78 |
| Sortino ratio | 1.15 |
| Max drawdown | -14.35% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.60% |
| Correlation with the S&P 500 | 0.11 |
| Period range | $198.93 – $363.50 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Chubb Limited (CB) has posted an annualized return of +18.71% with annual volatility of 19.01%, a Sharpe ratio of 0.78. Its worst stretch (max drawdown from a peak) was -14.35%. Its correlation with the S&P 500 is 0.11, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how CB would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Chubb Limited (CB) is of the S&P 500.
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