CI vs. FLTW
CI (The Cigna Group) is a stock, while FLTW (Franklin FTSE Taiwan ETF) is Taiwan Equities fund tracking the FTSE Taiwan RIC Capped Index. Over the past 5 years, CI returned 5.92%/yr vs 18.91%/yr for FLTW. Their 0.16 correlation means their historical movements had little consistent relationship.
Performance
CI vs. FLTW - Performance Comparison
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Returns By Period
In the year-to-date period, CI achieves a 2.54% return, which is significantly lower than FLTW's 53.07% return.
CI
- 1D
- -2.99%
- 1M
- -3.03%
- 6M
- 2.96%
- YTD
- 2.54%
- 1Y
- 8.77%
- 3Y*
- -0.02%
- 5Y*
- 5.92%
- 10Y*
- 9.54%
- ALL TIME*
- 10.94%
FLTW
- 1D
- 3.38%
- 1M
- -8.11%
- 6M
- 41.10%
- YTD
- 53.07%
- 1Y
- 78.62%
- 3Y*
- 36.54%
- 5Y*
- 18.91%
- 10Y*
- —
- ALL TIME*
- 18.45%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $460.57M | $474.33M | $477.27M | |
| $79.26M | $58.46M | $67.03M |
CI vs. FLTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CI The Cigna Group | 2.54% | 1.72% | -6.27% | -7.97% | 46.68% | 12.29% | 1.83% | 7.70% | -6.46% | 0.59% |
FLTW Franklin FTSE Taiwan ETF | 53.07% | 32.00% | 16.68% | 30.05% | -27.51% | 29.46% | 29.77% | 31.23% | -9.32% | -1.28% |
Correlation
The correlation between CI and FLTW is -0.12, meaning they have often moved in opposite directions in the past. This relationship can weaken or reverse as market conditions change.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.12 |
Correlation (3Y) Balances recent behavior with more history. | -0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.08 |
Correlation (All Time) Calculated using the full available price history since Nov 6, 2017 | 0.16 |
The correlation between CI and FLTW shifts across timeframes, from -0.12 (1 year) to 0.16 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CI vs. FLTW — Risk / Return Rank
CI
FLTW
CI vs. FLTW - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Cigna Group (CI) and Franklin FTSE Taiwan ETF (FLTW). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| CI | FLTW | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.28 | ||
| Sortino ratioReturn per unit of downside risk | -2.44 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.41 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 3.73 | -3.42 |
| Martin ratioReturn relative to average drawdown | 0.74 | 15.39 | -14.65 |
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Drawdowns
CI vs. FLTW - Drawdown Comparison
The maximum CI drawdown since its inception was -84.34%, which is greater than FLTW's maximum drawdown of -38.00%. Use the drawdown chart below to compare losses from any high point for CI and FLTW.
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Drawdown Indicators
| CI | FLTW | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.34% | -38.00% | -46.34% |
Max Drawdown (1Y)Largest decline over 1 year | -21.41% | -21.34% | -0.07% |
Max Drawdown (3Y)Largest decline over 3 years | -32.10% | -26.45% | -5.65% |
Max Drawdown (5Y)Largest decline over 5 years | -32.10% | -38.00% | +5.90% |
Max Drawdown (10Y)Largest decline over 10 years | -42.47% | — | — |
Current DrawdownCurrent decline from peak | -21.16% | -14.83% | -6.33% |
Average DrawdownAverage peak-to-trough decline | -18.82% | -8.43% | -10.39% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.02% | 5.16% | +3.86% |
Volatility
CI vs. FLTW - Volatility Comparison
The current volatility for The Cigna Group (CI) is 10.65%, while Franklin FTSE Taiwan ETF (FLTW) has a volatility of 13.59%. This indicates that CI experiences smaller price fluctuations and is considered to be less risky than FLTW based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CI | FLTW | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.65% | 13.59% | -2.94% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 28.76% | -8.33% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.83% | 32.00% | +1.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.73% | 24.04% | +4.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.70% | 22.60% | +8.10% |
Dividends
CI vs. FLTW - Dividend Comparison
CI's dividend yield for the trailing twelve months is around 2.20%, more than FLTW's 1.76% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CI The Cigna Group | 2.20% | 2.19% | 2.03% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% |
FLTW Franklin FTSE Taiwan ETF | 1.76% | 2.51% | 1.89% | 2.85% | 3.16% | 2.31% | 2.14% | 3.00% | 1.06% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CI and FLTW have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FLTW has higher volatility (13.59%) compared to CI (10.65%). In terms of maximum drawdown, CI dropped -84.34% vs FLTW's -38.00%.
FLTW currently has the higher Sharpe Ratio (2.49 vs 0.21), 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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