CI vs. CTAS

In the year-to-date period, CI achieves a 22.04% return, which is significantly higher than CTAS's 14.28% return. Over the past 10 years, CI has underperformed CTAS with an annualized return of 10.65%, while CTAS has yielded a comparatively higher 27.57% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Cigna Corporation (CI) and Cintas Corporation (CTAS). 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 CI Sharpe Ratio is -0.12, which is lower than the CTAS Sharpe Ratio of 1.04. The chart below compares the historical Sharpe Ratios of CI and CTAS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

CI's dividend yield for the trailing twelve months is around 1.70%, more than CTAS's 0.72% yield.

The maximum CI drawdown since its inception was -84.34%, which is greater than CTAS's maximum drawdown of -65.32%. Use the drawdown chart below to compare losses from any high point for CI and CTAS. For additional features, visit the drawdowns tool.

The current volatility for Cigna Corporation (CI) is 8.01%, while Cintas Corporation (CTAS) has a volatility of 12.05%. This indicates that CI experiences smaller price fluctuations and is considered to be less risky than CTAS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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