CI vs. HUM
CI (The Cigna Group) and HUM (Humana Inc.) are both stocks. Both operate in the Healthcare Plans industry within the Healthcare sector. Over the past 10 years, CI returned 9.28%/yr vs 8.58%/yr for HUM. Their 0.44 correlation means their historical movements had little consistent relationship.
Performance
CI vs. HUM - Performance Comparison
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Returns By Period
In the year-to-date period, CI achieves a 3.64% return, which is significantly lower than HUM's 47.30% return. Over the past 10 years, CI has outperformed HUM with an annualized return of 9.28%, while HUM has yielded a comparatively lower 8.58% annualized return.
CI
- 1D
- 1.08%
- 1M
- -1.98%
- 6M
- 5.05%
- YTD
- 3.64%
- 1Y
- 9.94%
- 3Y*
- 1.38%
- 5Y*
- 5.96%
- 10Y*
- 9.28%
- ALL TIME*
- 10.97%
HUM
- 1D
- 2.92%
- 1M
- -5.61%
- 6M
- 101.54%
- YTD
- 47.30%
- 1Y
- 53.65%
- 3Y*
- -7.09%
- 5Y*
- -1.57%
- 10Y*
- 8.58%
- ALL TIME*
- 9.64%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $464.19M | $469.64M | $477.80M | |
HUM Humana Inc. | $613.71M | $584.62M | $550.59M |
CI vs. HUM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CI The Cigna Group | 3.64% | 1.72% | -6.27% | -7.97% | 46.68% | 12.29% | 1.83% | 7.70% | -6.46% | 52.29% |
HUM Humana Inc. | 47.30% | 2.36% | -43.96% | -9.94% | 11.15% | 13.80% | 12.71% | 28.94% | 16.27% | 22.60% |
Correlation
The correlation between CI and HUM is 0.43, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.43 |
Correlation (3Y) Balances recent behavior with more history. | 0.36 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.46 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.51 |
Correlation (All Time) Calculated using the full available price history since Jan 22, 1993 | 0.44 |
The correlation between CI and HUM shifts across timeframes, from 0.36 (3 years) to 0.51 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
CI:
$74.53B
HUM:
$44.96B
CI:
$24.16
HUM:
$10.59
CI:
11.67
HUM:
35.36
CI:
0.27
HUM:
0.31
CI:
1.75
HUM:
2.36
CI:
$282.38B
HUM:
$145.68B
CI:
$17.96B
HUM:
$19.89B
CI:
$9.16B
HUM:
$3.07B
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Return for Risk
CI vs. HUM — Risk / Return Rank
CI
HUM
CI vs. HUM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Cigna Group (CI) and Humana Inc. (HUM). 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 | HUM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.81 | ||
| Sortino ratioReturn per unit of downside risk | -0.97 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.24 | -0.15 |
| Calmar ratioReturn relative to maximum drawdown | 0.47 | 1.14 | -0.68 |
| Martin ratioReturn relative to average drawdown | 1.10 | 2.37 | -1.26 |
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Drawdowns
CI vs. HUM - Drawdown Comparison
The maximum CI drawdown since its inception was -84.34%, roughly equal to the maximum HUM drawdown of -85.10%. Use the drawdown chart below to compare losses from any high point for CI and HUM.
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Drawdown Indicators
| CI | HUM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.34% | -85.10% | +0.76% |
Max Drawdown (1Y)Largest decline over 1 year | -21.41% | -47.18% | +25.77% |
Max Drawdown (3Y)Largest decline over 3 years | -32.10% | -67.92% | +35.82% |
Max Drawdown (5Y)Largest decline over 5 years | -32.10% | -69.92% | +37.82% |
Max Drawdown (10Y)Largest decline over 10 years | -42.47% | -69.92% | +27.45% |
Current DrawdownCurrent decline from peak | -20.31% | -30.65% | +10.34% |
Average DrawdownAverage peak-to-trough decline | -18.82% | -27.16% | +8.34% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.03% | 22.72% | -13.69% |
Volatility
CI vs. HUM - Volatility Comparison
The current volatility for The Cigna Group (CI) is 9.97%, while Humana Inc. (HUM) has a volatility of 11.12%. This indicates that CI experiences smaller price fluctuations and is considered to be less risky than HUM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CI | HUM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.97% | 11.12% | -1.15% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 30.23% | -9.80% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.25% | 48.34% | -16.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.73% | 37.80% | -9.07% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.69% | 34.51% | -3.82% |
Dividends
CI vs. HUM - Dividend Comparison
CI's dividend yield for the trailing twelve months is around 2.18%, more than HUM's 0.95% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CI The Cigna Group | 2.18% | 2.19% | 2.03% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% |
HUM Humana Inc. | 0.95% | 1.38% | 1.40% | 0.77% | 0.62% | 0.60% | 0.61% | 0.60% | 0.70% | 0.76% | 0.43% | 0.64% |
Financials
CI vs. HUM - Financials Comparison
This section allows you to compare key financial metrics between The Cigna Group and Humana 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
CI vs. HUM - Profitability Comparison
CI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, The Cigna Group reported a gross profit of 0.00 and revenue of 71.67B. Therefore, the gross margin over that period was 0.0%.
HUM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Humana Inc. reported a gross profit of 5.50B and revenue of 40.87B. Therefore, the gross margin over that period was 13.5%.
CI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, The Cigna Group reported an operating income of 2.68B and revenue of 71.67B, resulting in an operating margin of 3.7%.
HUM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Humana Inc. reported an operating income of 1.36B and revenue of 40.87B, resulting in an operating margin of 3.3%.
CI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, The Cigna Group reported a net income of 1.66B and revenue of 71.67B, resulting in a net margin of 2.3%.
HUM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Humana Inc. reported a net income of 693.00M and revenue of 40.87B, resulting in a net margin of 1.7%.
Frequently Asked Questions
CI and HUM have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
HUM has higher volatility (11.12%) compared to CI (9.97%). In terms of maximum drawdown, CI dropped -84.34% vs HUM's -85.10%.
HUM currently has the higher Sharpe Ratio (1.12 vs 0.31), 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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