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

Correlation

The correlation between CI and CB 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

CI vs. CB - Performance Comparison

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

-20.00%-10.00%0.00%10.00%20.00%AugustSeptemberOctoberNovemberDecember2025
-15.42%
2.13%
CI
CB

Key characteristics

Sharpe Ratio

CI:

-0.25

CB:

1.02

Sortino Ratio

CI:

-0.19

CB:

1.49

Omega Ratio

CI:

0.97

CB:

1.20

Calmar Ratio

CI:

-0.21

CB:

1.27

Martin Ratio

CI:

-0.61

CB:

4.08

Ulcer Index

CI:

9.46%

CB:

4.45%

Daily Std Dev

CI:

23.49%

CB:

17.81%

Max Drawdown

CI:

-84.34%

CB:

-64.24%

Current Drawdown

CI:

-21.98%

CB:

-11.76%

Fundamentals

Market Cap

CI:

$79.28B

CB:

$107.03B

EPS

CI:

$10.55

CB:

$24.40

PE Ratio

CI:

27.02

CB:

10.88

PEG Ratio

CI:

0.68

CB:

3.26

Total Revenue (TTM)

CI:

$179.59B

CB:

$41.61B

Gross Profit (TTM)

CI:

$151.11B

CB:

$41.59B

EBITDA (TTM)

CI:

$8.25B

CB:

$9.13B

Returns By Period

In the year-to-date period, CI achieves a 3.22% return, which is significantly higher than CB's -3.91% return. Both investments have delivered pretty close results over the past 10 years, with CI having a 11.01% annualized return and CB not far ahead at 11.25%.


CI

YTD

3.22%

1M

1.12%

6M

-15.42%

1Y

-5.01%

5Y*

7.71%

10Y*

11.01%

CB

YTD

-3.91%

1M

-3.83%

6M

2.13%

1Y

18.24%

5Y*

13.78%

10Y*

11.25%

*Annualized

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

CI vs. CB — Risk-Adjusted Performance Rank

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

CI
The Risk-Adjusted Performance Rank of CI is 3434
Overall Rank
The Sharpe Ratio Rank of CI is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of CI is 3030
Sortino Ratio Rank
The Omega Ratio Rank of CI is 3030
Omega Ratio Rank
The Calmar Ratio Rank of CI is 3737
Calmar Ratio Rank
The Martin Ratio Rank of CI is 3737
Martin Ratio Rank

CB
The Risk-Adjusted Performance Rank of CB is 7979
Overall Rank
The Sharpe Ratio Rank of CB is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of CB is 7474
Sortino Ratio Rank
The Omega Ratio Rank of CB is 7474
Omega Ratio Rank
The Calmar Ratio Rank of CB is 8585
Calmar Ratio Rank
The Martin Ratio Rank of CB is 8080
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.

CI vs. CB - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cigna Corporation (CI) and Chubb Limited (CB). 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 CI, currently valued at -0.25, compared to the broader market-2.000.002.00-0.251.02
The chart of Sortino ratio for CI, currently valued at -0.19, compared to the broader market-4.00-2.000.002.004.00-0.191.49
The chart of Omega ratio for CI, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.20
The chart of Calmar ratio for CI, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.211.27
The chart of Martin ratio for CI, currently valued at -0.61, compared to the broader market0.0010.0020.00-0.614.08
CI
CB

The current CI Sharpe Ratio is -0.25, which is lower than the CB Sharpe Ratio of 1.02. The chart below compares the historical Sharpe Ratios of CI and CB, 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
-0.25
1.02
CI
CB

Dividends

CI vs. CB - Dividend Comparison

CI's dividend yield for the trailing twelve months is around 1.96%, more than CB's 1.35% yield.


TTM20242023202220212020201920182017201620152014
CI
Cigna Corporation
1.96%2.03%1.64%1.35%1.74%0.02%0.02%0.02%0.02%0.03%0.03%0.04%
CB
Chubb Limited
1.35%1.30%1.51%1.49%1.65%2.01%1.91%2.24%1.93%2.07%2.28%2.79%

Drawdowns

CI vs. CB - Drawdown Comparison

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


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-21.98%
-11.76%
CI
CB

Volatility

CI vs. CB - Volatility Comparison

Cigna Corporation (CI) has a higher volatility of 9.83% compared to Chubb Limited (CB) at 5.37%. This indicates that CI's price experiences larger fluctuations and is considered to be riskier than CB 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
9.83%
5.37%
CI
CB

Financials

CI vs. CB - Financials Comparison

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