CI vs. GOOGL
Compare and contrast key facts about Cigna Corporation (CI) and Alphabet Inc. (GOOGL).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: CI or GOOGL.
Performance
CI vs. GOOGL - Performance Comparison
Returns By Period
In the year-to-date period, CI achieves a 8.68% return, which is significantly lower than GOOGL's 24.93% return. Over the past 10 years, CI has underperformed GOOGL with an annualized return of 12.93%, while GOOGL has yielded a comparatively higher 20.49% annualized return.
CI
8.68%
-4.31%
-4.32%
15.72%
11.44%
12.93%
GOOGL
24.93%
6.53%
-0.87%
28.98%
21.66%
20.49%
Fundamentals
CI | GOOGL | |
---|---|---|
Market Cap | $94.54B | $2.23T |
EPS | $10.54 | $7.54 |
PE Ratio | 32.25 | 24.09 |
PEG Ratio | 0.82 | 1.12 |
Total Revenue (TTM) | $230.67B | $339.69B |
Gross Profit (TTM) | $192.91B | $196.73B |
EBITDA (TTM) | $3.78B | $124.57B |
Key characteristics
CI | GOOGL | |
---|---|---|
Sharpe Ratio | 0.55 | 1.03 |
Sortino Ratio | 1.08 | 1.53 |
Omega Ratio | 1.16 | 1.20 |
Calmar Ratio | 0.68 | 1.24 |
Martin Ratio | 2.55 | 3.10 |
Ulcer Index | 6.08% | 8.85% |
Daily Std Dev | 28.30% | 26.57% |
Max Drawdown | -84.34% | -65.29% |
Current Drawdown | -12.36% | -8.82% |
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Correlation
The correlation between CI and GOOGL is 0.27, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Risk-Adjusted Performance
CI vs. GOOGL - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Cigna Corporation (CI) and Alphabet Inc. (GOOGL). 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.
Dividends
CI vs. GOOGL - Dividend Comparison
CI's dividend yield for the trailing twelve months is around 1.69%, more than GOOGL's 0.23% yield.
TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
---|---|---|---|---|---|---|---|---|---|---|---|---|
Cigna Corporation | 1.69% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% | 0.04% | 0.05% |
Alphabet Inc. | 0.23% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Drawdowns
CI vs. GOOGL - Drawdown Comparison
The maximum CI drawdown since its inception was -84.34%, which is greater than GOOGL's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for CI and GOOGL. For additional features, visit the drawdowns tool.
Volatility
CI vs. GOOGL - Volatility Comparison
Cigna Corporation (CI) has a higher volatility of 10.34% compared to Alphabet Inc. (GOOGL) at 7.55%. This indicates that CI's price experiences larger fluctuations and is considered to be riskier than GOOGL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
CI vs. GOOGL - Financials Comparison
This section allows you to compare key financial metrics between Cigna Corporation and Alphabet Inc.. 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