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

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.


-0.50.00.51.00.3

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.

-25.00%-20.00%-15.00%-10.00%-5.00%0.00%5.00%10.00%AugustSeptemberOctoberNovemberDecember2025
-15.42%
3.38%
CI
GOOGL

Key characteristics

Sharpe Ratio

CI:

-0.25

GOOGL:

1.21

Sortino Ratio

CI:

-0.19

GOOGL:

1.75

Omega Ratio

CI:

0.97

GOOGL:

1.23

Calmar Ratio

CI:

-0.21

GOOGL:

1.53

Martin Ratio

CI:

-0.61

GOOGL:

3.72

Ulcer Index

CI:

9.46%

GOOGL:

9.14%

Daily Std Dev

CI:

23.49%

GOOGL:

28.07%

Max Drawdown

CI:

-84.34%

GOOGL:

-65.29%

Current Drawdown

CI:

-21.98%

GOOGL:

-3.66%

Fundamentals

Market Cap

CI:

$79.28B

GOOGL:

$2.33T

EPS

CI:

$10.55

GOOGL:

$7.54

PE Ratio

CI:

27.02

GOOGL:

25.15

PEG Ratio

CI:

0.68

GOOGL:

1.25

Total Revenue (TTM)

CI:

$179.59B

GOOGL:

$253.38B

Gross Profit (TTM)

CI:

$151.11B

GOOGL:

$147.99B

EBITDA (TTM)

CI:

$8.25B

GOOGL:

$98.89B

Returns By Period

In the year-to-date period, CI achieves a 3.22% return, which is significantly higher than GOOGL's 0.19% return. Over the past 10 years, CI has underperformed GOOGL with an annualized return of 11.01%, while GOOGL has yielded a comparatively higher 22.32% annualized return.


CI

YTD

3.22%

1M

1.12%

6M

-15.42%

1Y

-5.01%

5Y*

7.71%

10Y*

11.01%

GOOGL

YTD

0.19%

1M

-0.08%

6M

3.38%

1Y

33.44%

5Y*

21.39%

10Y*

22.32%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CI vs. GOOGL — Risk-Adjusted Performance Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CI
The Risk-Adjusted Performance Rank of CI is 3434
Overall Rank
The Sharpe Ratio Rank of CI is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of CI is 3030
Sortino Ratio Rank
The Omega Ratio Rank of CI is 3030
Omega Ratio Rank
The Calmar Ratio Rank of CI is 3737
Calmar Ratio Rank
The Martin Ratio Rank of CI is 3737
Martin Ratio Rank

GOOGL
The Risk-Adjusted Performance Rank of GOOGL is 8282
Overall Rank
The Sharpe Ratio Rank of GOOGL is 8585
Sharpe Ratio Rank
The Sortino Ratio Rank of GOOGL is 7979
Sortino Ratio Rank
The Omega Ratio Rank of GOOGL is 7878
Omega Ratio Rank
The Calmar Ratio Rank of GOOGL is 8888
Calmar Ratio Rank
The Martin Ratio Rank of GOOGL is 7878
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

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 -0.25, compared to the broader market-2.000.002.00-0.251.21
The chart of Sortino ratio for CI, currently valued at -0.19, compared to the broader market-4.00-2.000.002.004.00-0.191.75
The chart of Omega ratio for CI, currently valued at 0.97, compared to the broader market0.501.001.502.000.971.23
The chart of Calmar ratio for CI, currently valued at -0.21, compared to the broader market0.002.004.006.00-0.211.53
The chart of Martin ratio for CI, currently valued at -0.61, compared to the broader market0.0010.0020.00-0.613.72
CI
GOOGL

The current CI Sharpe Ratio is -0.25, which is lower than the GOOGL Sharpe Ratio of 1.21. 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 Ratio-0.500.000.501.001.502.00AugustSeptemberOctoberNovemberDecember2025
-0.25
1.21
CI
GOOGL

Dividends

CI vs. GOOGL - Dividend Comparison

CI's dividend yield for the trailing twelve months is around 1.96%, more than GOOGL's 0.32% yield.


TTM20242023202220212020201920182017201620152014
CI
Cigna Corporation
1.96%2.03%1.64%1.35%1.74%0.02%0.02%0.02%0.02%0.03%0.03%0.04%
GOOGL
Alphabet Inc.
0.32%0.32%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.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-21.98%
-3.66%
CI
GOOGL

Volatility

CI vs. GOOGL - Volatility Comparison

Cigna Corporation (CI) has a higher volatility of 9.83% compared to Alphabet Inc. (GOOGL) at 7.33%. 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%AugustSeptemberOctoberNovemberDecember2025
9.83%
7.33%
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
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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