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

Key characteristics


CBCI
YTD Return11.65%18.44%
1Y Return27.00%42.62%
3Y Return (Ann)16.08%13.97%
5Y Return (Ann)14.51%19.42%
10Y Return (Ann)11.80%16.88%
Sharpe Ratio1.481.39
Daily Std Dev17.03%29.22%
Max Drawdown-64.24%-84.34%
Current Drawdown-3.03%-2.99%

Fundamentals


CBCI
Market Cap$101.58B$99.95B
EPS$21.79$17.37
PE Ratio11.4820.29
PEG Ratio3.530.89
Revenue (TTM)$49.69B$195.19B
Gross Profit (TTM)$10.63B$22.98B
EBITDA (TTM)$9.76B$10.72B

Correlation

-0.50.00.51.00.3

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.

Performance

CB vs. CI - Performance Comparison

In the year-to-date period, CB achieves a 11.65% return, which is significantly lower than CI's 18.44% return. Over the past 10 years, CB has underperformed CI with an annualized return of 11.80%, while CI has yielded a comparatively higher 16.88% annualized return. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


4,000.00%5,000.00%6,000.00%7,000.00%NovemberDecember2024FebruaryMarchApril
4,784.63%
7,113.64%
CB
CI

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Chubb Limited

Cigna Corporation

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.


CB
Sharpe ratio
The chart of Sharpe ratio for CB, currently valued at 1.48, compared to the broader market-2.00-1.000.001.002.003.001.48
Sortino ratio
The chart of Sortino ratio for CB, currently valued at 2.29, compared to the broader market-4.00-2.000.002.004.002.29
Omega ratio
The chart of Omega ratio for CB, currently valued at 1.27, compared to the broader market0.501.001.501.27
Calmar ratio
The chart of Calmar ratio for CB, currently valued at 1.31, compared to the broader market0.001.002.003.004.005.001.31
Martin ratio
The chart of Martin ratio for CB, currently valued at 8.24, compared to the broader market0.0010.0020.0030.008.24
CI
Sharpe ratio
The chart of Sharpe ratio for CI, currently valued at 1.39, compared to the broader market-2.00-1.000.001.002.003.001.39
Sortino ratio
The chart of Sortino ratio for CI, currently valued at 2.23, compared to the broader market-4.00-2.000.002.004.002.23
Omega ratio
The chart of Omega ratio for CI, currently valued at 1.33, compared to the broader market0.501.001.501.33
Calmar ratio
The chart of Calmar ratio for CI, currently valued at 1.44, compared to the broader market0.001.002.003.004.005.001.44
Martin ratio
The chart of Martin ratio for CI, currently valued at 7.81, compared to the broader market0.0010.0020.0030.007.81

CB vs. CI - Sharpe Ratio Comparison

The current CB Sharpe Ratio is 1.48, which roughly equals the CI Sharpe Ratio of 1.39. The chart below compares the 12-month rolling Sharpe Ratio of CB and CI.


Rolling 12-month Sharpe Ratio-1.00-0.500.000.501.001.502.002.50NovemberDecember2024FebruaryMarchApril
1.48
1.39
CB
CI

Dividends

CB vs. CI - Dividend Comparison

CB's dividend yield for the trailing twelve months is around 1.37%, less than CI's 1.44% yield.


TTM20232022202120202019201820172016201520142013
CB
Chubb Limited
1.37%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
1.44%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.


-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2024FebruaryMarchApril
-3.03%
-2.99%
CB
CI

Volatility

CB vs. CI - Volatility Comparison

Chubb Limited (CB) has a higher volatility of 3.96% compared to Cigna Corporation (CI) at 3.47%. This indicates that CB's price experiences larger fluctuations and is considered to be riskier than CI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2024FebruaryMarchApril
3.96%
3.47%
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