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CI vs. GOOGL
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Performance

CI vs. GOOGL - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cigna Corporation (CI) and Alphabet Inc. (GOOGL). The values are adjusted to include any dividend payments, if applicable.

-15.00%-10.00%-5.00%0.00%5.00%10.00%JuneJulyAugustSeptemberOctoberNovember
-2.79%
-1.36%
CI
GOOGL

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

YTD

8.68%

1M

-4.31%

6M

-4.32%

1Y

15.72%

5Y (annualized)

11.44%

10Y (annualized)

12.93%

GOOGL

YTD

24.93%

1M

6.53%

6M

-0.87%

1Y

28.98%

5Y (annualized)

21.66%

10Y (annualized)

20.49%

Fundamentals


CIGOOGL
Market Cap$94.54B$2.23T
EPS$10.54$7.54
PE Ratio32.2524.09
PEG Ratio0.821.12
Total Revenue (TTM)$230.67B$339.69B
Gross Profit (TTM)$192.91B$196.73B
EBITDA (TTM)$3.78B$124.57B

Key characteristics


CIGOOGL
Sharpe Ratio0.551.03
Sortino Ratio1.081.53
Omega Ratio1.161.20
Calmar Ratio0.681.24
Martin Ratio2.553.10
Ulcer Index6.08%8.85%
Daily Std Dev28.30%26.57%
Max Drawdown-84.34%-65.29%
Current Drawdown-12.36%-8.82%

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Correlation

-0.50.00.51.00.3

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.


Sharpe ratio
The chart of Sharpe ratio for CI, currently valued at 0.56, compared to the broader market-4.00-2.000.002.004.000.561.03
The chart of Sortino ratio for CI, currently valued at 1.10, compared to the broader market-4.00-2.000.002.004.001.101.53
The chart of Omega ratio for CI, currently valued at 1.16, compared to the broader market0.501.001.502.001.161.20
The chart of Calmar ratio for CI, currently valued at 0.70, compared to the broader market0.002.004.006.000.701.24
The chart of Martin ratio for CI, currently valued at 2.58, compared to the broader market0.0010.0020.0030.002.583.10
CI
GOOGL

The current CI Sharpe Ratio is 0.55, which is lower than the GOOGL Sharpe Ratio of 1.03. The chart below compares the historical Sharpe Ratios of CI and GOOGL, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Rolling 12-month Sharpe Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.56
1.03
CI
GOOGL

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.


TTM20232022202120202019201820172016201520142013
CI
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%
GOOGL
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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-12.36%
-8.82%
CI
GOOGL

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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
10.34%
7.55%
CI
GOOGL

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items