CI vs. DIS
CI (Cigna Corporation) and DIS (The Walt Disney Company) are both stocks. CI operates in Healthcare Plans (Healthcare), while DIS operates in Entertainment (Communication Services). Over the past 10 years, CI returned 9.53%/yr vs 0.96%/yr for DIS. At a 0.30 correlation, their price movements are largely independent.
Performance
CI vs. DIS - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CI achieves a 6.37% return, which is significantly higher than DIS's -12.36% return. Over the past 10 years, CI has outperformed DIS with an annualized return of 9.53%, while DIS has yielded a comparatively lower 0.96% annualized return.
CI
- 1D
- 3.14%
- 1M
- 3.25%
- YTD
- 6.37%
- 6M
- 10.29%
- 1Y
- -4.86%
- 3Y*
- 5.21%
- 5Y*
- 4.73%
- 10Y*
- 9.53%
DIS
- 1D
- 0.37%
- 1M
- -7.73%
- YTD
- -12.36%
- 6M
- -4.67%
- 1Y
- -10.41%
- 3Y*
- 3.46%
- 5Y*
- -10.45%
- 10Y*
- 0.96%
CI vs. DIS - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CI Cigna Corporation | 6.37% | 1.72% | -6.27% | -7.97% | 46.68% | 12.29% | 1.83% | 7.70% | -6.46% | 52.29% |
DIS The Walt Disney Company | -12.36% | 3.30% | 24.44% | 4.26% | -43.91% | -14.51% | 25.27% | 33.51% | 3.61% | 4.76% |
Correlation
The correlation between CI and DIS is 0.24, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.24 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.13 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.21 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.25 |
Correlation (All Time) Calculated using the full available price history since Apr 1, 1982 | 0.30 |
The correlation between CI and DIS shifts across timeframes, from 0.13 (3 years) to 0.30 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CI:
$76.43B
DIS:
$176.69B
CI:
$23.59
DIS:
$6.25
CI:
12.27
DIS:
15.95
CI:
0.71
DIS:
0.22
CI:
0.28
DIS:
1.84
CI:
1.81
DIS:
1.63
CI:
$277.94B
DIS:
$97.26B
CI:
$19.38B
DIS:
$36.14B
CI:
$10.03B
DIS:
$20.74B
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CI vs. DIS — Risk / Return Rank
CI
DIS
CI vs. DIS - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cigna Corporation (CI) and The Walt Disney Company (DIS). 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 | DIS | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.28 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.94 | +0.06 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | -0.42 | +0.23 |
| Martin ratioReturn relative to average drawdown | -0.34 | -0.86 | +0.52 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading charts...
Sharpe Ratios by Period
| CI | DIS | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | -0.43 | +0.28 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | -0.36 | +0.52 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.03 | +0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.34 | +0.01 |
Drawdowns
CI vs. DIS - Drawdown Comparison
The maximum CI drawdown since its inception was -84.34%, roughly equal to the maximum DIS drawdown of -85.66%. Use the drawdown chart below to compare losses from any high point for CI and DIS.
Loading charts...
Drawdown Indicators
| CI | DIS | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.34% | -85.66% | +1.32% |
Max Drawdown (1Y)Largest decline over 1 year | -26.54% | -24.97% | -1.57% |
Max Drawdown (3Y)Largest decline over 3 years | -32.10% | -32.86% | +0.76% |
Max Drawdown (5Y)Largest decline over 5 years | -32.10% | -57.33% | +25.23% |
Max Drawdown (10Y)Largest decline over 10 years | -42.47% | -60.72% | +18.25% |
Current DrawdownCurrent decline from peak | -18.21% | -49.45% | +31.24% |
Average DrawdownAverage peak-to-trough decline | -18.82% | -26.77% | +7.95% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.51% | 12.17% | +2.34% |
Volatility
CI vs. DIS - Volatility Comparison
Cigna Corporation (CI) has a higher volatility of 9.35% compared to The Walt Disney Company (DIS) at 6.18%. This indicates that CI's price experiences larger fluctuations and is considered to be riskier than DIS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CI | DIS | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.35% | 6.18% | +3.17% |
Volatility (6M)Calculated over the trailing 6-month period | 18.86% | 19.36% | -0.50% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.18% | 24.32% | +8.86% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.43% | 29.31% | -0.88% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.75% | 28.76% | +1.99% |
Dividends
CI vs. DIS - Dividend Comparison
CI's dividend yield for the trailing twelve months is around 2.12%, more than DIS's 1.25% 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% |
DIS The Walt Disney Company | 1.25% | 1.10% | 0.85% | 0.33% | 0.00% | 0.00% | 0.00% | 1.22% | 1.57% | 1.51% | 1.43% | 1.30% |
Financials
CI vs. DIS - Financials Comparison
This section allows you to compare key financial metrics between Cigna Corporation and The Walt Disney Company. 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. DIS - 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%.
DIS - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Walt Disney Company reported a gross profit of 9.27B and revenue of 25.17B. Therefore, the gross margin over that period was 36.8%.
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%.
DIS - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Walt Disney Company reported an operating income of 4.96B and revenue of 25.17B, resulting in an operating margin of 19.7%.
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%.
DIS - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Walt Disney Company reported a net income of 2.25B and revenue of 25.17B, resulting in a net margin of 8.9%.
Frequently Asked Questions
CI and DIS have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CI has higher volatility (9.35%) compared to DIS (6.18%). In terms of maximum drawdown, CI dropped -84.34% vs DIS's -85.66%.
CI currently has the higher Sharpe Ratio (-0.15 vs -0.43), 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.
Find the right allocation for CI and DIS
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer