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 6.50%/yr vs 21.07%/yr for FLTW. At a 0.16 correlation, their price movements are largely independent.
Performance
CI vs. FLTW - Performance Comparison
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Returns By Period
In the year-to-date period, CI achieves a 7.83% return, which is significantly lower than FLTW's 69.44% return.
CI
- 1D
- 0.57%
- 1M
- -1.52%
- 6M
- 6.39%
- YTD
- 7.83%
- 1Y
- -1.09%
- 3Y*
- 3.31%
- 5Y*
- 6.50%
- 10Y*
- 9.67%
FLTW
- 1D
- 0.88%
- 1M
- 2.27%
- 6M
- 62.60%
- YTD
- 69.44%
- 1Y
- 99.33%
- 3Y*
- 42.23%
- 5Y*
- 21.07%
- 10Y*
- —
CI vs. FLTW - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CI The Cigna Group | 7.83% | 1.72% | -6.27% | -7.97% | 46.68% | 12.29% | 1.83% | 7.70% | -6.46% | 0.59% |
FLTW Franklin FTSE Taiwan ETF | 69.44% | 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 -0.09, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.09 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
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 -0.09 (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 | -3.43 | ||
| Sortino ratioReturn per unit of downside risk | -3.58 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.53 | -0.52 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 9.12 | -9.25 |
| Martin ratioReturn relative to average drawdown | -0.31 | 25.45 | -25.76 |
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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% | -10.87% | -10.54% |
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 | -17.09% | -5.72% | -11.37% |
Average DrawdownAverage peak-to-trough decline | -18.82% | -8.39% | -10.43% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.30% | 3.89% | +5.41% |
Volatility
CI vs. FLTW - Volatility Comparison
The current volatility for The Cigna Group (CI) is 6.79%, while Franklin FTSE Taiwan ETF (FLTW) has a volatility of 13.61%. 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 | 6.79% | 13.61% | -6.82% |
Volatility (6M)Calculated over the trailing 6-month period | 19.32% | 26.28% | -6.96% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.09% | 29.69% | +3.40% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.49% | 23.47% | +5.02% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.73% | 22.31% | +8.42% |
Dividends
CI vs. FLTW - Dividend Comparison
CI's dividend yield for the trailing twelve months is around 2.09%, more than FLTW's 1.59% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CI The Cigna Group | 2.09% | 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 | 1.59% | 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 -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
FLTW has higher volatility (13.61%) compared to CI (6.79%). In terms of maximum drawdown, CI dropped -84.34% vs FLTW's -38.00%.
FLTW currently has the higher Sharpe Ratio (3.34 vs -0.09), 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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