CI vs. CAKE
CI (Cigna Corporation) and CAKE (The Cheesecake Factory Incorporated) are both stocks. CI operates in Healthcare Plans (Healthcare), while CAKE operates in Restaurants (Consumer Cyclical). Over the past 10 years, CI returned 9.98%/yr vs 6.31%/yr for CAKE. At a 0.23 correlation, their price movements are largely independent.
Performance
CI vs. CAKE - Performance Comparison
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Returns By Period
In the year-to-date period, CI achieves a 9.50% return, which is significantly lower than CAKE's 50.58% return. Over the past 10 years, CI has outperformed CAKE with an annualized return of 9.98%, while CAKE has yielded a comparatively lower 6.31% annualized return.
CI
- 1D
- 1.07%
- 1M
- -0.33%
- YTD
- 9.50%
- 6M
- 9.71%
- 1Y
- -3.41%
- 3Y*
- 5.04%
- 5Y*
- 6.20%
- 10Y*
- 9.98%
CAKE
- 1D
- 0.40%
- 1M
- 33.17%
- YTD
- 50.58%
- 6M
- 52.45%
- 1Y
- 30.61%
- 3Y*
- 33.20%
- 5Y*
- 8.52%
- 10Y*
- 6.31%
CI vs. CAKE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CI Cigna Corporation | 9.50% | 1.72% | -6.27% | -7.97% | 46.68% | 12.29% | 1.83% | 7.70% | -6.46% | 52.29% |
CAKE The Cheesecake Factory Incorporated | 50.58% | 8.61% | 39.33% | 14.01% | -17.02% | 5.64% | -3.53% | -7.82% | -7.44% | -17.83% |
Correlation
The correlation between CI and CAKE is 0.20, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.20 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.10 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.18 |
Correlation (All Time) Calculated using the full available price history since Sep 18, 1992 | 0.23 |
The correlation between CI and CAKE shifts across timeframes, from 0.10 (3 years) to 0.23 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CI:
$23.59
CAKE:
$2.39
CI:
12.63
CAKE:
31.49
CI:
0.73
CAKE:
0.70
CI:
0.29
CAKE:
1.39
CI:
$277.94B
CAKE:
$1.96B
CI:
$19.38B
CAKE:
$1.54B
CI:
$10.03B
CAKE:
$161.36M
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Return for Risk
CI vs. CAKE — Risk / Return Rank
CI
CAKE
CI vs. CAKE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cigna Corporation (CI) and The Cheesecake Factory Incorporated (CAKE). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CI | CAKE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.99 | ||
| Sortino ratioReturn per unit of downside risk | -1.30 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.17 | -0.16 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 0.84 | -0.97 |
| Martin ratioReturn relative to average drawdown | -0.23 | 1.86 | -2.09 |
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Drawdowns
CI vs. CAKE - Drawdown Comparison
The maximum CI drawdown since its inception was -84.34%, roughly equal to the maximum CAKE drawdown of -86.17%. Use the drawdown chart below to compare losses from any high point for CI and CAKE.
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Drawdown Indicators
| CI | CAKE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.34% | -86.17% | +1.83% |
Max Drawdown (1Y)Largest decline over 1 year | -26.54% | -36.39% | +9.85% |
Max Drawdown (3Y)Largest decline over 3 years | -32.10% | -36.39% | +4.29% |
Max Drawdown (5Y)Largest decline over 5 years | -32.10% | -52.48% | +20.38% |
Max Drawdown (10Y)Largest decline over 10 years | -42.47% | -75.50% | +33.03% |
Current DrawdownCurrent decline from peak | -15.81% | 0.00% | -15.81% |
Average DrawdownAverage peak-to-trough decline | -18.82% | -22.82% | +4.00% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.58% | 16.53% | -1.95% |
Volatility
CI vs. CAKE - Volatility Comparison
The current volatility for Cigna Corporation (CI) is 8.88%, while The Cheesecake Factory Incorporated (CAKE) has a volatility of 10.45%. This indicates that CI experiences smaller price fluctuations and is considered to be less risky than CAKE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CI | CAKE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.88% | 10.45% | -1.57% |
Volatility (6M)Calculated over the trailing 6-month period | 18.91% | 26.48% | -7.57% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.22% | 34.74% | -1.52% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.41% | 40.15% | -11.74% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.75% | 44.49% | -13.74% |
Dividends
CI vs. CAKE - Dividend Comparison
CI's dividend yield for the trailing twelve months is around 2.06%, more than CAKE's 1.51% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CAKE The Cheesecake Factory Incorporated | 1.51% | 2.14% | 2.28% | 3.08% | 2.55% | 0.00% | 0.97% | 3.55% | 2.85% | 2.20% | 1.47% | 1.58% |
CI Cigna Corporation | 2.06% | 2.19% | 2.03% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% |
Financials
CI vs. CAKE - Financials Comparison
This section allows you to compare key financial metrics between Cigna Corporation and The Cheesecake Factory Incorporated. 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
CI vs. CAKE - Profitability Comparison
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%.
CAKE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Cheesecake Factory Incorporated reported a gross profit of -677.61M and revenue of -867.20M. Therefore, the gross margin over that period was 78.1%.
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%.
CAKE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Cheesecake Factory Incorporated reported an operating income of -91.92M and revenue of -867.20M, resulting in an operating margin of 10.6%.
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%.
CAKE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Cheesecake Factory Incorporated reported a net income of -28.78M and revenue of -867.20M, resulting in a net margin of 3.3%.
Frequently Asked Questions
CI and CAKE have a correlation of 0.20, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CAKE has higher volatility (10.45%) compared to CI (8.88%). In terms of maximum drawdown, CI dropped -84.34% vs CAKE's -86.17%.
CAKE currently has the higher Sharpe Ratio (0.89 vs -0.10), 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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