CI vs. MRK
CI (The Cigna Group) and MRK (Merck & Co., Inc.) are both stocks. Both are in the Healthcare sector — CI in Healthcare Plans, MRK in Drug Manufacturers - General. Over the past 10 years, CI returned 9.54%/yr vs 12.26%/yr for MRK. Their 0.31 correlation means their historical movements had little consistent relationship.
Performance
CI vs. MRK - Performance Comparison
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Returns By Period
In the year-to-date period, CI achieves a 2.54% return, which is significantly lower than MRK's 25.51% return. Over the past 10 years, CI has underperformed MRK with an annualized return of 9.54%, while MRK has yielded a comparatively higher 12.26% annualized return.
CI
- 1D
- -2.99%
- 1M
- -3.03%
- 6M
- 2.96%
- YTD
- 2.54%
- 1Y
- 8.77%
- 3Y*
- -0.02%
- 5Y*
- 5.92%
- 10Y*
- 9.54%
- ALL TIME*
- 10.94%
MRK
- 1D
- 0.32%
- 1M
- 0.49%
- 6M
- 19.80%
- YTD
- 25.51%
- 1Y
- 69.70%
- 3Y*
- 10.70%
- 5Y*
- 14.64%
- 10Y*
- 12.26%
- ALL TIME*
- 12.54%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $460.57M | $474.33M | $477.27M | |
| $997.19M | $1.08B | $1.21B |
CI vs. MRK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CI The Cigna Group | 2.54% | 1.72% | -6.27% | -7.97% | 46.68% | 12.29% | 1.83% | 7.70% | -6.46% | 52.29% |
MRK Merck & Co., Inc. | 25.51% | 9.79% | -6.26% | 1.01% | 49.42% | 1.75% | -7.20% | 22.27% | 39.95% | -1.49% |
Correlation
The correlation between CI and MRK is 0.31, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.31 |
Correlation (3Y) Balances recent behavior with more history. | 0.27 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.32 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.32 |
Correlation (All Time) Calculated using the full available price history since Mar 31, 1982 | 0.31 |
Fundamentals
CI:
$73.82B
MRK:
$321.62B
CI:
$24.16
MRK:
$3.59
CI:
11.55
MRK:
36.23
CI:
0.67
MRK:
0.03
CI:
0.26
MRK:
4.93
CI:
1.73
MRK:
7.02
CI:
$282.38B
MRK:
$65.59B
CI:
$17.96B
MRK:
$49.79B
CI:
$9.16B
MRK:
$22.69B
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Return for Risk
CI vs. MRK — Risk / Return Rank
CI
MRK
CI vs. MRK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Cigna Group (CI) and Merck & Co., Inc. (MRK). 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 | MRK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.43 | ||
| Sortino ratioReturn per unit of downside risk | -3.24 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.44 | -0.37 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 6.39 | -6.08 |
| Martin ratioReturn relative to average drawdown | 0.74 | 16.11 | -15.37 |
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Drawdowns
CI vs. MRK - Drawdown Comparison
The maximum CI drawdown since its inception was -84.34%, which is greater than MRK's maximum drawdown of -68.61%. Use the drawdown chart below to compare losses from any high point for CI and MRK.
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Drawdown Indicators
| CI | MRK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.34% | -68.61% | -15.73% |
Max Drawdown (1Y)Largest decline over 1 year | -21.41% | -11.37% | -10.04% |
Max Drawdown (3Y)Largest decline over 3 years | -32.10% | -43.44% | +11.34% |
Max Drawdown (5Y)Largest decline over 5 years | -32.10% | -43.44% | +11.34% |
Max Drawdown (10Y)Largest decline over 10 years | -42.47% | -43.44% | +0.97% |
Current DrawdownCurrent decline from peak | -21.16% | -1.23% | -19.93% |
Average DrawdownAverage peak-to-trough decline | -18.82% | -18.79% | -0.03% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.02% | 4.50% | +4.52% |
Volatility
CI vs. MRK - Volatility Comparison
The Cigna Group (CI) has a higher volatility of 10.65% compared to Merck & Co., Inc. (MRK) at 8.23%. This indicates that CI's price experiences larger fluctuations and is considered to be riskier than MRK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CI | MRK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.65% | 8.23% | +2.42% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 19.68% | +0.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.83% | 27.87% | +5.96% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.73% | 24.10% | +4.63% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.70% | 23.13% | +7.57% |
Dividends
CI vs. MRK - Dividend Comparison
CI's dividend yield for the trailing twelve months is around 2.20%, less than MRK's 2.58% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CI The Cigna Group | 2.20% | 2.19% | 2.03% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% |
MRK Merck & Co., Inc. | 2.58% | 3.12% | 3.14% | 2.72% | 2.52% | 3.41% | 3.03% | 2.48% | 2.60% | 3.36% | 3.14% | 3.43% |
Financials
CI vs. MRK - Financials Comparison
This section allows you to compare key financial metrics between The Cigna Group and Merck & Co., 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. MRK - 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%.
MRK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Merck & Co., Inc. reported a gross profit of 13.34B and revenue of 16.29B. Therefore, the gross margin over that period was 81.9%.
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%.
MRK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Merck & Co., Inc. reported an operating income of -1.88B and revenue of 16.29B, resulting in an operating margin of -11.6%.
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%.
MRK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Merck & Co., Inc. reported a net income of -4.24B and revenue of 16.29B, resulting in a net margin of -26.0%.
Frequently Asked Questions
CI and MRK have a correlation of 0.31, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CI has higher volatility (10.65%) compared to MRK (8.23%). In terms of maximum drawdown, CI dropped -84.34% vs MRK's -68.61%.
MRK currently has the higher Sharpe Ratio (2.64 vs 0.21), 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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