CB·Chubb Limited

Realized volatility (21d)

14.3% 32nd pct

Below its peak

-4.6%

vs 200-day average

+4.9%

Up days (1y)

52%

Chubb Limited is currently running 14.3% 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 32nd 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 -4.6% 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 +4.9% from its 200-day moving average. Against every other day in its history, that gap ranks at the 49th percentile — close to the gap it normally carries. Over the past year CB closed higher on 52% of sessions, and it is currently 3 sessions into a rising streak.

On October specifically: over 14 years of records, CB finished the month higher 10 of 14 times, with a median return of +3.8% and an average of +4.0%. Its strongest month historically has been October at +4.0% 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 2013-10-15 and 2026-10-14, split-adjusted, recomputed daily. Percentiles are against CB's own 13-year history, not a peer group or index.