CI vs. DGX
CI (Cigna Corporation) and DGX (Quest Diagnostics Incorporated) are both stocks. Both are in the Healthcare sector — CI in Healthcare Plans, DGX in Diagnostics & Research. Over the past 10 years, CI returned 9.60%/yr vs 12.00%/yr for DGX. At a 0.31 correlation, their price movements are largely independent.
Performance
CI vs. DGX - Performance Comparison
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Returns By Period
In the year-to-date period, CI achieves a 6.42% return, which is significantly lower than DGX's 14.66% return. Over the past 10 years, CI has underperformed DGX with an annualized return of 9.60%, while DGX has yielded a comparatively higher 12.00% annualized return.
CI
- 1D
- 0.04%
- 1M
- 1.12%
- YTD
- 6.42%
- 6M
- 11.14%
- 1Y
- -5.17%
- 3Y*
- 4.87%
- 5Y*
- 5.58%
- 10Y*
- 9.60%
DGX
- 1D
- -1.54%
- 1M
- 5.24%
- YTD
- 14.66%
- 6M
- 9.44%
- 1Y
- 15.16%
- 3Y*
- 15.88%
- 5Y*
- 11.27%
- 10Y*
- 12.00%
CI vs. DGX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CI Cigna Corporation | 6.42% | 1.72% | -6.27% | -7.97% | 46.68% | 12.29% | 1.83% | 7.70% | -6.46% | 52.29% |
DGX Quest Diagnostics Incorporated | 14.66% | 17.20% | 11.77% | -10.05% | -7.80% | 47.86% | 14.11% | 31.13% | -13.84% | 9.16% |
Correlation
The correlation between CI and DGX is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.26 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.31 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since Dec 27, 1996 | 0.31 |
Fundamentals
CI:
$76.46B
DGX:
$22.09B
CI:
$23.59
DGX:
$9.10
CI:
12.28
DGX:
21.67
CI:
0.28
DGX:
1.97
CI:
1.81
DGX:
3.00
CI:
$277.94B
DGX:
$11.28B
CI:
$19.38B
DGX:
$3.75B
CI:
$10.03B
DGX:
$1.98B
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Return for Risk
CI vs. DGX — Risk / Return Rank
CI
DGX
CI vs. DGX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cigna Corporation (CI) and Quest Diagnostics Incorporated (DGX). 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.
| CI | DGX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.83 | ||
| Sortino ratioReturn per unit of downside risk | -1.16 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 1.14 | -0.14 |
| Calmar ratioReturn relative to maximum drawdown | -0.20 | 1.32 | -1.51 |
| Martin ratioReturn relative to average drawdown | -0.36 | 2.74 | -3.10 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CI | DGX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.16 | 0.67 | -0.83 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.20 | 0.52 | -0.32 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.51 | -0.19 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.53 | -0.19 |
Drawdowns
CI vs. DGX - Drawdown Comparison
The maximum CI drawdown since its inception was -84.34%, which is greater than DGX's maximum drawdown of -49.46%. Use the drawdown chart below to compare losses from any high point for CI and DGX.
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Drawdown Indicators
| CI | DGX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.34% | -49.46% | -34.88% |
Max Drawdown (1Y)Largest decline over 1 year | -26.54% | -11.55% | -14.99% |
Max Drawdown (3Y)Largest decline over 3 years | -32.10% | -16.57% | -15.53% |
Max Drawdown (5Y)Largest decline over 5 years | -32.10% | -28.62% | -3.48% |
Max Drawdown (10Y)Largest decline over 10 years | -42.47% | -36.60% | -5.87% |
Current DrawdownCurrent decline from peak | -18.18% | -6.53% | -11.65% |
Average DrawdownAverage peak-to-trough decline | -18.82% | -11.90% | -6.92% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.53% | 5.54% | +8.99% |
Volatility
CI vs. DGX - Volatility Comparison
Cigna Corporation (CI) has a higher volatility of 9.33% compared to Quest Diagnostics Incorporated (DGX) at 5.45%. This indicates that CI's price experiences larger fluctuations and is considered to be riskier than DGX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CI | DGX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.33% | 5.45% | +3.88% |
Volatility (6M)Calculated over the trailing 6-month period | 18.86% | 16.64% | +2.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.24% | 22.79% | +10.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.42% | 21.76% | +6.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.76% | 23.78% | +6.98% |
Dividends
CI vs. DGX - Dividend Comparison
CI's dividend yield for the trailing twelve months is around 2.12%, more than DGX's 1.65% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CI Cigna Corporation | 2.12% | 2.19% | 2.03% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% |
DGX Quest Diagnostics Incorporated | 1.65% | 1.82% | 1.96% | 2.02% | 1.66% | 1.40% | 1.85% | 1.99% | 2.34% | 1.83% | 1.72% | 2.07% |
Financials
CI vs. DGX - Financials Comparison
This section allows you to compare key financial metrics between Cigna Corporation and Quest Diagnostics 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. DGX - 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%.
DGX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Quest Diagnostics Incorporated reported a gross profit of 942.00M and revenue of 2.90B. Therefore, the gross margin over that period was 32.5%.
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%.
DGX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Quest Diagnostics Incorporated reported an operating income of 399.00M and revenue of 2.90B, resulting in an operating margin of 13.8%.
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%.
DGX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Quest Diagnostics Incorporated reported a net income of 252.00M and revenue of 2.90B, resulting in a net margin of 8.7%.
Frequently Asked Questions
CI and DGX have a correlation of 0.26, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CI has higher volatility (9.33%) compared to DGX (5.45%). In terms of maximum drawdown, CI dropped -84.34% vs DGX's -49.46%.
DGX currently has the higher Sharpe Ratio (0.67 vs -0.16), 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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