Chubb Ltd

10-Year Study

CB.US · Financial Services · US · Common Stock

Executive Summary: Chubb Ltd has compounded at 12.1% annually over the last 10 years, with a maximum drawdown of 32.3% and an annualized volatility of 17.8%.

1Y CAGR
+12.7%
3Y CAGR
+23.2%
5Y CAGR
+16.0%
10Y CAGR
+12.1%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
32.3%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.52
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.84
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
19.8%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2021 · +27.8%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2018 · -9.6%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
90%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.810.1-4.40.8————————5.2%
2025-1.65.06.1-5.33.9-2.2-8.23.43.0-1.96.95.714.5%
20248.42.73.3-4.08.9-5.58.13.11.8-2.12.2-4.023.9%
20233.1-7.2-7.63.8-7.84.16.2-1.74.13.16.9-1.14.2%
20222.13.25.4-3.52.3-6.6-4.00.2-3.418.12.20.816.0%
2021-5.411.6-2.48.6-0.9-6.16.29.0-5.312.6-8.18.227.8%
2020-2.4-4.6-22.4-3.312.94.50.5-1.8-6.511.913.84.61.4%
20193.00.65.23.70.61.33.82.33.8-5.6-0.63.322.9%
20186.9-9.1-3.1-0.8-3.7-2.210.0-3.2-0.7-6.57.1-2.8-9.6%
2017-0.55.1-0.90.74.32.00.7-3.41.35.80.9-3.512.8%
2016———-1.17.43.8-4.21.3-0.51.10.83.812.7%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 17.8%. The dominant macroeconomic risk driver is VTV.US, accounting for 48.0% of variance. Idiosyncratic stock-specific factors contribute 35.8%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-019891.735084288164
2016-05-0110626.100421817888
2016-06-0111032.684601887371
2016-07-0110572.676859342082
2016-08-0110713.631404568103
2016-09-0110664.330496075936
2016-10-0110778.910111060275
2016-11-0110863.78650685517
2016-12-0111272.08008003982
2017-01-0111218.334749448219
2017-02-0111788.246414045178
2017-03-0111682.85730086827
2017-04-0111768.598448474366
2017-05-0112277.927210019056
2017-06-0112527.146670956909
2017-07-0112620.20804319737
2017-08-0112185.92163940855
2017-09-0112345.056083177058
2017-10-0113061.251577417912
2017-11-0113172.965445120939
2017-12-0112716.859140979685
2018-01-0113588.840679534038
2018-02-0112350.485920131121
2018-03-0111964.454678458127
2018-04-0111868.225901327796
2018-05-0111432.582038300461
2018-06-0111175.921689684817
2018-07-0112293.34191381642
2018-08-0111899.165916712333
2018-09-0111819.970739211969
2018-10-0111047.827813837035
2018-11-0111828.809307142748
2018-12-0111491.737095338885
2019-01-0111836.008868733692
2019-02-0111911.624375945821
2019-03-0112529.278384724059
2019-04-0112987.234855531144
2019-05-0113065.042408032137
2019-06-0113240.61719146711
2019-07-0113739.528710262894
2019-08-0114048.767980050376
2019-09-0114581.193659157068
2019-10-0113766.51701097531
2019-11-0113681.610449419559
2019-12-0114127.68161044942
2020-01-0113794.591279078537
2020-02-0113162.900136248685
2020-03-0110213.714360410455
2020-04-019877.195187555619
2020-05-0111151.044992232315
2020-06-0111649.081703963278
2020-07-0111706.115102488173
2020-08-0111500.032679574259
2020-09-0110753.802142774546
2020-10-0112030.889739116445
2020-11-0113690.449017350338
2020-12-0114326.92646090266
2021-01-0113559.016797301168
2021-02-0115133.005867240485
2021-03-0114770.33297972358
2021-04-0116043.810740016388
2021-05-0115894.208676678347
2021-06-0114932.343226027018
2021-07-0115853.052523617276
2021-08-0117279.19919960181
2021-09-0116370.023277912127
2021-10-0118436.568946360247
2021-11-0116935.259249576422
2021-12-0118316.790765255075
2022-01-0118692.95780312819
2022-02-0119295.589263000187
2022-03-0120344.905254372778
2022-04-0119636.31153186761
2022-05-0120096.66115303593
2022-06-0118775.732650916787
2022-07-0118017.365422999384
2022-08-0118056.530635843963
2022-09-0117446.639282859313
2022-10-0120613.078868381755
2022-11-0121063.926274880465
2022-12-0121242.125479509905
2023-01-0121905.581168521025
2023-02-0120319.646457282768
2023-03-0118781.263040407033
2023-04-0119495.055329033035
2023-05-0117970.739211969772
2023-06-0118709.780242432167
2023-07-0119861.167113287513
2023-08-0119517.20705275489
2023-09-0120310.697281562185
2023-10-0120939.00985917617
2023-11-0122383.919638413077
2023-12-0122133.453326026516
2024-01-0123994.238339676518
2024-02-0124647.467835757485
2024-03-0125462.214870714575
2024-04-0124431.4709327756
2024-05-0126610.88682309289
2024-06-0125151.21593154383
2024-07-0127180.436498559582
2024-08-0128020.512717382007
2024-09-0128525.588106646017
2024-10-0127937.05411234735
2024-11-0128559.212874746732
2024-12-0127420.334739392958
2025-01-0126981.694410787273
2025-02-0128331.37088300209
2025-03-0130064.655280767816
2025-04-0128480.73162025329
2025-05-0129587.784877904083
2025-06-0128940.156158088696
2025-07-0126574.75829684114
2025-08-0127476.764822700734
2025-09-0128290.978929216042
2025-10-0127758.7442999281
2025-11-0129687.241391445998
2025-12-0131384.457594481675
2026-01-0131127.043101844632
2026-02-0134274.3374844772
2026-03-0132773.088119215085
2026-04-0133023.46393431909
Annual Return Matrix
YearAnnual Return
20170.128173243153074
2018-0.09633841438825719
20190.22937737726176177
20200.014103152657819695
20210.27848710714335834
20220.15970781954903734
20230.041960388915712965
20240.2388638291318803
20250.14456872582936509
20260.05222350378059715
Total Factor Risk
0.17765874582001698
VTI.US Exposure
0.029447836149268675
VEA.US Exposure
0.017715151922286707
VWO.US Exposure
-0.0009570165133569244
QQQ.US Exposure
-0.04667111945727016
VTV.US Exposure
0.4804652536286084
IJR.US Exposure
-0.09651896630446172
QUAL.US Exposure
0.10434904983600204
SHV.US Exposure
0.0009585074624082018
TLT.US Exposure
0.04731946808314437
LQD.US Exposure
0.006110812658884012
HYG.US Exposure
0.001466011897119475
GLD.US Exposure
-0.012136630011033187
USO.US Exposure
0.001040873263519126
VNQ.US Exposure
-0.022402991077664844
BTC-USD.CC Exposure
0.006237985202959183
CPER.US Exposure
0.011388125603674101
VIX.INDX Exposure
0.033935316044120416
UUP.US Exposure
0.07686450526653892
TIP.US Exposure
0.003176377915722121
Idiosyncratic Exposure
0.3582114484295311
Value Score
44.9
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
14
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
17.8%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →12.8x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →1.17%
Market Cap$128.4B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$98
Avg Yield on Cost
0.98%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$97.540.98%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-0.2%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+10.7%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
4.2% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.50
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Chubb Ltd a high-risk investment?

Chubb Ltd (CB.US) has an annualized volatility of 17.8% and experienced a maximum drawdown of 32.3% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of CB.US?

Over the past 10 years, CB.US has generated a Compound Annual Growth Rate (CAGR) of 12.1%. It has had a positive return in 90% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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