BNY vs. CI
BNY (The Bank of New York Mellon Corporation) and CI (Cigna Corporation) are both stocks. BNY operates in Banks - Diversified (Financial Services), while CI operates in Healthcare Plans (Healthcare). Over the past 10 years, BNY returned 15.94%/yr vs 9.13%/yr for CI. At a 0.33 correlation, their price movements are largely independent.
Performance
BNY vs. CI - Performance Comparison
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Returns By Period
In the year-to-date period, BNY achieves a 25.10% return, which is significantly higher than CI's 3.14% return. Over the past 10 years, BNY has outperformed CI with an annualized return of 15.94%, while CI has yielded a comparatively lower 9.13% annualized return.
BNY
- 1D
- 2.45%
- 1M
- 8.81%
- YTD
- 25.10%
- 6M
- 27.45%
- 1Y
- 66.11%
- 3Y*
- 54.15%
- 5Y*
- 25.94%
- 10Y*
- 15.94%
CI
- 1D
- 4.28%
- 1M
- 2.41%
- YTD
- 3.14%
- 6M
- 5.75%
- 1Y
- -7.49%
- 3Y*
- 4.35%
- 5Y*
- 4.08%
- 10Y*
- 9.13%
BNY vs. CI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
BNY The Bank of New York Mellon Corporation | 25.10% | 54.45% | 51.90% | 18.52% | -19.14% | 40.55% | -12.91% | 9.56% | -10.85% | 15.68% |
CI Cigna Corporation | 3.14% | 1.72% | -6.27% | -7.97% | 46.68% | 12.29% | 1.83% | 7.70% | -6.46% | 52.29% |
Correlation
The correlation between BNY and CI is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.12 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.27 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 1982 | 0.33 |
Over the past year, the correlation between BNY and CI has dropped to 0.06 - well below their long-term average of 0.33, suggesting their price drivers have been diverging.
Fundamentals
BNY:
$100.55B
CI:
$74.10B
BNY:
$8.43
CI:
$23.59
BNY:
17.08
CI:
11.90
BNY:
0.84
CI:
0.69
BNY:
2.50
CI:
0.27
BNY:
2.55
CI:
1.76
BNY:
$40.65B
CI:
$277.94B
BNY:
$20.54B
CI:
$19.38B
BNY:
$8.96B
CI:
$10.03B
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Return for Risk
BNY vs. CI — Risk / Return Rank
BNY
CI
BNY vs. CI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Bank of New York Mellon Corporation (BNY) and Cigna Corporation (CI). 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.
| BNY | CI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +3.57 | ||
| Sortino ratioReturn per unit of downside risk | +4.15 | ||
| Omega ratioGain probability vs. loss probability | 1.54 | 0.99 | +0.55 |
| Calmar ratioReturn relative to maximum drawdown | 6.55 | -0.28 | +6.83 |
| Martin ratioReturn relative to average drawdown | 18.55 | -0.52 | +19.07 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| BNY | CI | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 3.34 | -0.23 | +3.57 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 1.06 | 0.14 | +0.92 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.59 | 0.30 | +0.29 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.36 | 0.34 | +0.02 |
Drawdowns
BNY vs. CI - Drawdown Comparison
The maximum BNY drawdown since its inception was -72.28%, smaller than the maximum CI drawdown of -84.34%. Use the drawdown chart below to compare losses from any high point for BNY and CI.
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Drawdown Indicators
| BNY | CI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -72.28% | -84.34% | +12.06% |
Max Drawdown (1Y)Largest decline over 1 year | -10.15% | -26.54% | +16.39% |
Max Drawdown (3Y)Largest decline over 3 years | -17.58% | -32.10% | +14.52% |
Max Drawdown (5Y)Largest decline over 5 years | -40.45% | -32.10% | -8.35% |
Max Drawdown (10Y)Largest decline over 10 years | -50.49% | -42.47% | -8.02% |
Current DrawdownCurrent decline from peak | 0.00% | -20.70% | +20.70% |
Average DrawdownAverage peak-to-trough decline | -18.71% | -18.82% | +0.11% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 3.58% | 14.49% | -10.91% |
Volatility
BNY vs. CI - Volatility Comparison
The current volatility for The Bank of New York Mellon Corporation (BNY) is 5.31%, while Cigna Corporation (CI) has a volatility of 9.12%. This indicates that BNY experiences smaller price fluctuations and is considered to be less risky than CI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| BNY | CI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 5.31% | 9.12% | -3.81% |
Volatility (6M)Calculated over the trailing 6-month period | 15.89% | 18.67% | -2.78% |
Volatility (1Y)Calculated over the trailing 1-year period | 19.91% | 33.03% | -13.12% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.60% | 28.40% | -3.80% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.05% | 30.74% | -3.69% |
Dividends
BNY vs. CI - Dividend Comparison
BNY's dividend yield for the trailing twelve months is around 1.47%, less than CI's 2.19% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNY The Bank of New York Mellon Corporation | 1.47% | 1.72% | 2.32% | 3.04% | 3.12% | 2.24% | 2.92% | 2.34% | 2.21% | 1.60% | 1.52% | 1.65% |
CI Cigna Corporation | 2.19% | 2.19% | 2.03% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% |
Financials
BNY vs. CI - Financials Comparison
This section allows you to compare key financial metrics between The Bank of New York Mellon Corporation and Cigna Corporation. 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
BNY vs. CI - Profitability Comparison
BNY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Bank of New York Mellon Corporation reported a gross profit of 5.42B and revenue of 9.86B. Therefore, the gross margin over that period was 54.9%.
CI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cigna Corporation reported a gross profit of 0.00 and revenue of 68.49B. Therefore, the gross margin over that period was 0.0%.
BNY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Bank of New York Mellon Corporation reported an operating income of 2.02B and revenue of 9.86B, resulting in an operating margin of 20.4%.
CI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cigna Corporation reported an operating income of 2.36B and revenue of 68.49B, resulting in an operating margin of 3.4%.
BNY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Bank of New York Mellon Corporation reported a net income of 1.63B and revenue of 9.86B, resulting in a net margin of 16.6%.
CI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cigna Corporation reported a net income of 1.65B and revenue of 68.49B, resulting in a net margin of 2.4%.
Frequently Asked Questions
BNY and CI have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CI has higher volatility (9.12%) compared to BNY (5.31%). In terms of maximum drawdown, BNY dropped -72.28% vs CI's -84.34%.
BNY currently has the higher Sharpe Ratio (3.34 vs -0.23), 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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