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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%20.00%AugustSeptemberOctoberNovemberDecember2025
4.37%
-14.76%
CB
CI

Key characteristics

Sharpe Ratio

CB:

1.09

CI:

-0.27

Sortino Ratio

CB:

1.58

CI:

-0.23

Omega Ratio

CB:

1.21

CI:

0.97

Calmar Ratio

CB:

1.37

CI:

-0.24

Martin Ratio

CB:

4.28

CI:

-0.66

Ulcer Index

CB:

4.59%

CI:

9.77%

Daily Std Dev

CB:

17.97%

CI:

23.49%

Max Drawdown

CB:

-64.24%

CI:

-84.34%

Current Drawdown

CB:

-10.44%

CI:

-22.26%

Fundamentals

Market Cap

CB:

$110.26B

CI:

$78.99B

EPS

CB:

$24.04

CI:

$10.65

PE Ratio

CB:

11.21

CI:

26.67

PEG Ratio

CB:

3.41

CI:

0.68

Total Revenue (TTM)

CB:

$41.61B

CI:

$179.59B

Gross Profit (TTM)

CB:

$41.59B

CI:

$151.11B

EBITDA (TTM)

CB:

$9.13B

CI:

$8.25B

Returns By Period

In the year-to-date period, CB achieves a -2.47% return, which is significantly lower than CI's 2.84% return. Over the past 10 years, CB has outperformed CI with an annualized return of 11.53%, while CI has yielded a comparatively lower 10.74% annualized return.


CB

YTD

-2.47%

1M

-1.35%

6M

4.37%

1Y

15.07%

5Y*

13.94%

10Y*

11.53%

CI

YTD

2.84%

1M

3.34%

6M

-14.76%

1Y

-4.44%

5Y*

7.46%

10Y*

10.74%

*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 7777
Overall Rank
The Sharpe Ratio Rank of CB is 8080
Sharpe Ratio Rank
The Sortino Ratio Rank of CB is 7373
Sortino Ratio Rank
The Omega Ratio Rank of CB is 7272
Omega Ratio Rank
The Calmar Ratio Rank of CB is 8484
Calmar Ratio Rank
The Martin Ratio Rank of CB is 7878
Martin Ratio Rank

CI
The Risk-Adjusted Performance Rank of CI is 2929
Overall Rank
The Sharpe Ratio Rank of CI is 3131
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 3232
Calmar Ratio Rank
The Martin Ratio Rank of CI is 3232
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.


Sharpe ratio
The chart of Sharpe ratio for CB, currently valued at 1.09, compared to the broader market-2.000.002.004.001.09-0.27
The chart of Sortino ratio for CB, currently valued at 1.58, compared to the broader market-4.00-2.000.002.004.001.58-0.23
The chart of Omega ratio for CB, currently valued at 1.21, compared to the broader market0.501.001.502.001.210.97
The chart of Calmar ratio for CB, currently valued at 1.37, compared to the broader market0.002.004.006.001.37-0.24
The chart of Martin ratio for CB, currently valued at 4.28, compared to the broader market-10.000.0010.0020.0030.004.28-0.66
CB
CI

The current CB Sharpe Ratio is 1.09, which is higher than the CI Sharpe Ratio of -0.27. 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-1.000.001.002.003.00AugustSeptemberOctoberNovemberDecember2025
1.09
-0.27
CB
CI

Dividends

CB vs. CI - Dividend Comparison

CB's dividend yield for the trailing twelve months is around 1.33%, less than CI's 1.97% yield.


TTM20242023202220212020201920182017201620152014
CB
Chubb Limited
1.33%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%3.34%
CI
Cigna Corporation
1.97%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-10.44%
-22.26%
CB
CI

Volatility

CB vs. CI - Volatility Comparison

The current volatility for Chubb Limited (CB) is 6.01%, while Cigna Corporation (CI) has a volatility of 8.58%. 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%AugustSeptemberOctoberNovemberDecember2025
6.01%
8.58%
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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