CI vs. CB
Compare and contrast key facts about Cigna Corporation (CI) and Chubb Limited (CB).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CI or CB.
Performance
CI vs. CB - Performance Comparison
Returns By Period
In the year-to-date period, CI achieves a 8.68% return, which is significantly lower than CB's 28.71% return. Over the past 10 years, CI has outperformed CB with an annualized return of 12.93%, while CB has yielded a comparatively lower 12.10% annualized return.
CI
8.68%
-4.31%
-4.32%
15.72%
11.44%
12.93%
CB
28.71%
-4.53%
5.70%
31.15%
15.65%
12.10%
Fundamentals
| CI | CB | |
|---|---|---|
| Market Cap | $94.54B | $114.03B |
| EPS | $10.54 | $24.39 |
| PE Ratio | 32.25 | 11.60 |
| PEG Ratio | 0.82 | 3.50 |
| Total Revenue (TTM) | $230.67B | $54.89B |
| Gross Profit (TTM) | $192.91B | $54.85B |
| EBITDA (TTM) | $3.78B | $3.89B |
Key characteristics
| CI | CB | |
|---|---|---|
| Sharpe Ratio | 0.55 | 1.96 |
| Sortino Ratio | 1.08 | 2.69 |
| Omega Ratio | 1.16 | 1.37 |
| Calmar Ratio | 0.68 | 3.95 |
| Martin Ratio | 2.55 | 10.63 |
| Ulcer Index | 6.08% | 3.18% |
| Daily Std Dev | 28.30% | 17.23% |
| Max Drawdown | -84.34% | -64.24% |
| Current Drawdown | -12.36% | -4.60% |
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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.
Risk-Adjusted Performance
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.
Dividends
CI vs. CB - Dividend Comparison
CI's dividend yield for the trailing twelve months is around 1.69%, more than CB's 1.23% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CI Cigna Corporation | 1.69% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% | 0.04% | 0.05% |
CB Chubb Limited | 1.23% | 1.51% | 1.49% | 1.65% | 2.01% | 1.91% | 2.24% | 1.93% | 2.07% | 2.28% | 2.79% | 1.46% |
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.
Volatility
CI vs. CB - Volatility Comparison
Cigna Corporation (CI) has a higher volatility of 11.38% compared to Chubb Limited (CB) at 4.30%. 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.
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.
Total Revenue: Total amount of money received from sales and other business activities