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

Correlation

The correlation between CI and MRK is 0.47, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.5

Performance

CI vs. MRK - Performance Comparison

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

16,000.00%18,000.00%20,000.00%22,000.00%24,000.00%NovemberDecember2025FebruaryMarchApril
22,789.91%
16,514.46%
CI
MRK

Key characteristics

Sharpe Ratio

CI:

-0.12

MRK:

-1.27

Sortino Ratio

CI:

0.01

MRK:

-1.69

Omega Ratio

CI:

1.00

MRK:

0.77

Calmar Ratio

CI:

-0.12

MRK:

-0.80

Martin Ratio

CI:

-0.27

MRK:

-1.53

Ulcer Index

CI:

12.14%

MRK:

21.42%

Daily Std Dev

CI:

26.75%

MRK:

25.93%

Max Drawdown

CI:

-84.34%

MRK:

-68.62%

Current Drawdown

CI:

-7.75%

MRK:

-36.31%

Fundamentals

Market Cap

CI:

$91.01B

MRK:

$200.91B

EPS

CI:

$12.12

MRK:

$6.74

PE Ratio

CI:

27.70

MRK:

11.85

PEG Ratio

CI:

0.65

MRK:

0.72

PS Ratio

CI:

0.37

MRK:

3.13

PB Ratio

CI:

2.22

MRK:

4.28

Total Revenue (TTM)

CI:

$188.97B

MRK:

$48.39B

Gross Profit (TTM)

CI:

$188.97B

MRK:

$39.64B

EBITDA (TTM)

CI:

$8.34B

MRK:

$19.98B

Returns By Period

In the year-to-date period, CI achieves a 22.04% return, which is significantly higher than MRK's -16.11% return. Over the past 10 years, CI has outperformed MRK with an annualized return of 10.65%, while MRK has yielded a comparatively lower 6.99% annualized return.


CI

YTD

22.04%

1M

4.40%

6M

6.81%

1Y

-3.78%

5Y*

13.95%

10Y*

10.65%

MRK

YTD

-16.11%

1M

-6.09%

6M

-19.10%

1Y

-34.83%

5Y*

4.43%

10Y*

6.99%

*Annualized

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Risk-Adjusted Performance

CI vs. MRK — 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 4242
Overall Rank
The Sharpe Ratio Rank of CI is 4545
Sharpe Ratio Rank
The Sortino Ratio Rank of CI is 3737
Sortino Ratio Rank
The Omega Ratio Rank of CI is 3737
Omega Ratio Rank
The Calmar Ratio Rank of CI is 4444
Calmar Ratio Rank
The Martin Ratio Rank of CI is 4646
Martin Ratio Rank

MRK
The Risk-Adjusted Performance Rank of MRK is 55
Overall Rank
The Sharpe Ratio Rank of MRK is 11
Sharpe Ratio Rank
The Sortino Ratio Rank of MRK is 44
Sortino Ratio Rank
The Omega Ratio Rank of MRK is 44
Omega Ratio Rank
The Calmar Ratio Rank of MRK is 55
Calmar Ratio Rank
The Martin Ratio Rank of MRK is 77
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. MRK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cigna Corporation (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.


The chart of Sharpe ratio for CI, currently valued at -0.12, compared to the broader market-2.00-1.000.001.002.003.00
CI: -0.12
MRK: -1.27
The chart of Sortino ratio for CI, currently valued at 0.01, compared to the broader market-6.00-4.00-2.000.002.004.00
CI: 0.01
MRK: -1.69
The chart of Omega ratio for CI, currently valued at 1.00, compared to the broader market0.501.001.502.00
CI: 1.00
MRK: 0.77
The chart of Calmar ratio for CI, currently valued at -0.12, compared to the broader market0.001.002.003.004.005.00
CI: -0.12
MRK: -0.80
The chart of Martin ratio for CI, currently valued at -0.27, compared to the broader market-5.000.005.0010.0015.0020.00
CI: -0.27
MRK: -1.53

The current CI Sharpe Ratio is -0.12, which is higher than the MRK Sharpe Ratio of -1.27. The chart below compares the historical Sharpe Ratios of CI and MRK, 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-1.50-1.00-0.500.000.501.00NovemberDecember2025FebruaryMarchApril
-0.12
-1.27
CI
MRK

Dividends

CI vs. MRK - Dividend Comparison

CI's dividend yield for the trailing twelve months is around 1.70%, less than MRK's 3.82% yield.


TTM20242023202220212020201920182017201620152014
CI
Cigna Corporation
1.70%2.03%1.64%1.35%1.74%0.02%0.02%0.02%0.02%0.03%0.03%0.04%
MRK
Merck & Co., Inc.
3.82%3.14%2.72%2.52%3.41%3.03%2.48%2.60%3.36%3.14%3.43%3.12%

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 -68.62%. Use the drawdown chart below to compare losses from any high point for CI and MRK. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%NovemberDecember2025FebruaryMarchApril
-7.75%
-36.31%
CI
MRK

Volatility

CI vs. MRK - Volatility Comparison

The current volatility for Cigna Corporation (CI) is 8.01%, while Merck & Co., Inc. (MRK) has a volatility of 11.66%. This indicates that CI experiences smaller price fluctuations and is considered to be less risky than MRK 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%NovemberDecember2025FebruaryMarchApril
8.01%
11.66%
CI
MRK

Financials

CI vs. MRK - Financials Comparison

This section allows you to compare key financial metrics between Cigna Corporation 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.


Quarterly
Annual

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


Values in USD except per share items