CB·Chubb Limited

Realized volatility (21d)

14.7% 33rd pct

Below its peak

-4.2%

vs 200-day average

+6.9%

Up days (1y)

53%

Chubb Limited is currently running 14.7% annualised volatility over the last 21 sessions. Measured against CB's own 13 years of daily returns rather than a market-wide average, that is the 33rd percentile — on the quiet side for this stock, against a typical reading of 17.1%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

CB is trading -4.2% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -12.2%, and the deepest was -42.9% in 2020. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits +6.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 62nd percentile — a somewhat wider gap than its own norm. Over the past year CB closed higher on 53% of sessions, and it is currently 3 sessions into a rising streak.

On September specifically: over 13 years of records, CB finished the month higher 7 of 13 times, with a median return of +0.7% and an average of -0.3%. Its strongest month historically has been October at +3.9% on average, its weakest March at -2.2%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: CB has opened more than 2% away from the prior close in 83 of 3,268 sessions (2.5% of the time), with the largest gaps running +7.9% and -6.4%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 3 dated reports on file, CB moved an average of 2.6% in the session after earnings, closing higher 1 of those 3 times, with a median move of -0.4% and a largest of +4.8%.

All figures computed from 3,269 daily closes between 2013-09-05 and 2026-09-03, split-adjusted, recomputed daily. Percentiles are against CB's own 13-year history, not a peer group or index.