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CB vs. CI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CB and CI is 0.33, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

CB vs. CI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Chubb Limited (CB) and Cigna Corporation (CI). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%JulyAugustSeptemberOctoberNovemberDecember
3.17%
-18.01%
CB
CI

Key characteristics

Sharpe Ratio

CB:

1.44

CI:

-0.21

Sortino Ratio

CB:

2.03

CI:

-0.14

Omega Ratio

CB:

1.27

CI:

0.98

Calmar Ratio

CB:

2.54

CI:

-0.19

Martin Ratio

CB:

6.70

CI:

-0.68

Ulcer Index

CB:

3.70%

CI:

7.55%

Daily Std Dev

CB:

17.26%

CI:

23.72%

Max Drawdown

CB:

-64.24%

CI:

-84.34%

Current Drawdown

CB:

-9.22%

CI:

-24.78%

Fundamentals

Market Cap

CB:

$111.53B

CI:

$73.87B

EPS

CB:

$24.40

CI:

$10.54

PE Ratio

CB:

11.34

CI:

25.20

PEG Ratio

CB:

3.44

CI:

0.64

Total Revenue (TTM)

CB:

$54.87B

CI:

$230.67B

Gross Profit (TTM)

CB:

$54.83B

CI:

$192.91B

EBITDA (TTM)

CB:

$12.00B

CI:

$7.78B

Returns By Period

In the year-to-date period, CB achieves a 22.48% return, which is significantly higher than CI's -6.72% return. Both investments have delivered pretty close results over the past 10 years, with CB having a 11.21% annualized return and CI not far behind at 10.88%.


CB

YTD

22.48%

1M

-3.45%

6M

3.17%

1Y

26.50%

5Y*

13.98%

10Y*

11.21%

CI

YTD

-6.72%

1M

-14.43%

6M

-18.01%

1Y

-5.59%

5Y*

7.57%

10Y*

10.88%

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Risk-Adjusted Performance

CB vs. CI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Chubb Limited (CB) 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.


Sharpe ratio
The chart of Sharpe ratio for CB, currently valued at 1.44, compared to the broader market-4.00-2.000.002.001.44-0.21
The chart of Sortino ratio for CB, currently valued at 2.03, compared to the broader market-4.00-2.000.002.004.002.03-0.14
The chart of Omega ratio for CB, currently valued at 1.27, compared to the broader market0.501.001.502.001.270.98
The chart of Calmar ratio for CB, currently valued at 2.54, compared to the broader market0.002.004.006.002.54-0.19
The chart of Martin ratio for CB, currently valued at 6.70, compared to the broader market0.0010.0020.006.70-0.68
CB
CI

The current CB Sharpe Ratio is 1.44, which is higher than the CI Sharpe Ratio of -0.21. The chart below compares the historical Sharpe Ratios of CB and CI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio-0.500.000.501.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.44
-0.21
CB
CI

Dividends

CB vs. CI - Dividend Comparison

CB's dividend yield for the trailing twelve months is around 1.31%, less than CI's 2.04% yield.


TTM20232022202120202019201820172016201520142013
CB
Chubb Limited
1.31%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%1.46%
CI
Cigna Corporation
2.04%1.64%1.35%1.74%0.02%0.02%0.02%0.02%0.03%0.03%0.04%0.05%

Drawdowns

CB vs. CI - Drawdown Comparison

The maximum CB drawdown since its inception was -64.24%, smaller than the maximum CI drawdown of -84.34%. Use the drawdown chart below to compare losses from any high point for CB and CI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-9.22%
-24.78%
CB
CI

Volatility

CB vs. CI - Volatility Comparison

The current volatility for Chubb Limited (CB) is 4.08%, while Cigna Corporation (CI) has a volatility of 11.29%. This indicates that CB 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.


4.00%6.00%8.00%10.00%12.00%JulyAugustSeptemberOctoberNovemberDecember
4.08%
11.29%
CB
CI

Financials

CB vs. CI - Financials Comparison

This section allows you to compare key financial metrics between Chubb Limited 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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