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

Correlation

The correlation between CB and CI is 0.48, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


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.

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Key characteristics

Sharpe Ratio

CB:

0.79

CI:

-0.31

Sortino Ratio

CB:

1.15

CI:

-0.33

Omega Ratio

CB:

1.15

CI:

0.96

Calmar Ratio

CB:

1.13

CI:

-0.37

Martin Ratio

CB:

2.75

CI:

-0.82

Ulcer Index

CB:

5.91%

CI:

12.16%

Daily Std Dev

CB:

21.60%

CI:

27.43%

Max Drawdown

CB:

-64.24%

CI:

-84.34%

Current Drawdown

CB:

-3.44%

CI:

-15.04%

Fundamentals

Market Cap

CB:

$112.76B

CI:

$81.04B

EPS

CB:

$20.77

CI:

$17.93

PE Ratio

CB:

13.55

CI:

16.92

PEG Ratio

CB:

2.44

CI:

0.59

PS Ratio

CB:

2.00

CI:

0.32

PB Ratio

CB:

1.74

CI:

2.00

Total Revenue (TTM)

CB:

$56.48B

CI:

$254.47B

Gross Profit (TTM)

CB:

$56.44B

CI:

$254.47B

EBITDA (TTM)

CB:

$11.55B

CI:

$11.02B

Returns By Period

In the year-to-date period, CB achieves a 6.03% return, which is significantly lower than CI's 12.40% return. Over the past 10 years, CB has outperformed CI with an annualized return of 12.59%, while CI has yielded a comparatively lower 9.61% annualized return.


CB

YTD

6.03%

1M

2.55%

6M

2.44%

1Y

16.97%

5Y*

26.25%

10Y*

12.59%

CI

YTD

12.40%

1M

-6.02%

6M

-3.77%

1Y

-8.48%

5Y*

11.86%

10Y*

9.61%

*Annualized

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Risk-Adjusted Performance

CB vs. CI — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CB
The Risk-Adjusted Performance Rank of CB is 7676
Overall Rank
The Sharpe Ratio Rank of CB is 7979
Sharpe Ratio Rank
The Sortino Ratio Rank of CB is 7070
Sortino Ratio Rank
The Omega Ratio Rank of CB is 6868
Omega Ratio Rank
The Calmar Ratio Rank of CB is 8585
Calmar Ratio Rank
The Martin Ratio Rank of CB is 7777
Martin Ratio Rank

CI
The Risk-Adjusted Performance Rank of CI is 2828
Overall Rank
The Sharpe Ratio Rank of CI is 3434
Sharpe Ratio Rank
The Sortino Ratio Rank of CI is 2626
Sortino Ratio Rank
The Omega Ratio Rank of CI is 2626
Omega Ratio Rank
The Calmar Ratio Rank of CI is 2626
Calmar Ratio Rank
The Martin Ratio Rank of CI is 3131
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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.


The current CB Sharpe Ratio is 0.79, which is higher than the CI Sharpe Ratio of -0.31. 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.


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Dividends

CB vs. CI - Dividend Comparison

CB's dividend yield for the trailing twelve months is around 1.25%, less than CI's 1.85% yield.


TTM20242023202220212020201920182017201620152014
CB
Chubb Limited
1.25%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%
CI
Cigna Corporation
1.85%2.03%1.64%1.35%1.74%0.02%0.02%0.02%0.02%0.03%0.03%0.04%

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.


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Volatility

CB vs. CI - Volatility Comparison

The current volatility for Chubb Limited (CB) is 7.11%, while Cigna Corporation (CI) has a volatility of 8.70%. 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.


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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


10.00B20.00B30.00B40.00B50.00B60.00B70.00B20212022202320242025
13.48B
65.50B
(CB) Total Revenue
(CI) Total Revenue
Values in USD except per share items

CB vs. CI - Profitability Comparison

The chart below illustrates the profitability comparison between Chubb Limited and Cigna Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

80.0%85.0%90.0%95.0%100.0%20212022202320242025
100.0%
100.0%
(CB) Gross Margin
(CI) Gross Margin
CB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Chubb Limited reported a gross profit of 13.48B and revenue of 13.48B. Therefore, the gross margin over that period was 100.0%.

CI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Cigna Corporation reported a gross profit of 65.50B and revenue of 65.50B. Therefore, the gross margin over that period was 100.0%.

CB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Chubb Limited reported an operating income of 1.66B and revenue of 13.48B, resulting in an operating margin of 12.3%.

CI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Cigna Corporation reported an operating income of 1.65B and revenue of 65.50B, resulting in an operating margin of 2.5%.

CB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Chubb Limited reported a net income of 1.33B and revenue of 13.48B, resulting in a net margin of 9.9%.

CI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Cigna Corporation reported a net income of 1.32B and revenue of 65.50B, resulting in a net margin of 2.0%.