CI vs. NFLX
CI (Cigna Corporation) and NFLX (Netflix, Inc.) are both stocks. CI operates in Healthcare Plans (Healthcare), while NFLX operates in Entertainment (Communication Services). Over the past 10 years, CI returned 9.53%/yr vs 23.46%/yr for NFLX. At a 0.18 correlation, their price movements are largely independent.
Performance
CI vs. NFLX - Performance Comparison
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Returns By Period
In the year-to-date period, CI achieves a 6.37% return, which is significantly higher than NFLX's -12.35% return. Over the past 10 years, CI has underperformed NFLX with an annualized return of 9.53%, while NFLX has yielded a comparatively higher 23.46% annualized return.
CI
- 1D
- 3.14%
- 1M
- 3.25%
- YTD
- 6.37%
- 6M
- 10.29%
- 1Y
- -4.86%
- 3Y*
- 5.21%
- 5Y*
- 4.73%
- 10Y*
- 9.53%
NFLX
- 1D
- 0.76%
- 1M
- -6.90%
- YTD
- -12.35%
- 6M
- -18.02%
- 1Y
- -34.28%
- 3Y*
- 27.20%
- 5Y*
- 10.68%
- 10Y*
- 23.46%
CI vs. NFLX - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CI Cigna Corporation | 6.37% | 1.72% | -6.27% | -7.97% | 46.68% | 12.29% | 1.83% | 7.70% | -6.46% | 52.29% |
NFLX Netflix, Inc. | -12.35% | 5.19% | 83.07% | 65.11% | -51.05% | 11.41% | 67.11% | 20.89% | 39.44% | 55.06% |
Correlation
The correlation between CI and NFLX is 0.06, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.06 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.06 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.12 |
Correlation (All Time) Calculated using the full available price history since May 24, 2002 | 0.18 |
The correlation between CI and NFLX shifts across timeframes, from -0.00 (3 years) to 0.18 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CI:
$76.43B
NFLX:
$353.25B
CI:
$23.59
NFLX:
$3.09
CI:
12.27
NFLX:
26.58
CI:
0.71
NFLX:
1.05
CI:
0.28
NFLX:
7.58
CI:
1.81
NFLX:
11.35
CI:
$277.94B
NFLX:
$46.89B
CI:
$19.38B
NFLX:
$22.99B
CI:
$10.03B
NFLX:
$26.91B
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Return for Risk
CI vs. NFLX — Risk / Return Rank
CI
NFLX
CI vs. NFLX - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cigna Corporation (CI) and Netflix, Inc. (NFLX). 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.
| CI | NFLX | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.89 | ||
| Sortino ratioReturn per unit of downside risk | +1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.00 | 0.81 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.18 | -0.79 | +0.61 |
| Martin ratioReturn relative to average drawdown | -0.34 | -1.40 | +1.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| CI | NFLX | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.15 | -1.04 | +0.89 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.17 | 0.25 | -0.08 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.57 | -0.26 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.57 | -0.23 |
Drawdowns
CI vs. NFLX - Drawdown Comparison
The maximum CI drawdown since its inception was -84.34%, roughly equal to the maximum NFLX drawdown of -81.99%. Use the drawdown chart below to compare losses from any high point for CI and NFLX.
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Drawdown Indicators
| CI | NFLX | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.34% | -81.99% | -2.35% |
Max Drawdown (1Y)Largest decline over 1 year | -26.54% | -43.35% | +16.81% |
Max Drawdown (3Y)Largest decline over 3 years | -32.10% | -43.35% | +11.25% |
Max Drawdown (5Y)Largest decline over 5 years | -32.10% | -75.95% | +43.85% |
Max Drawdown (10Y)Largest decline over 10 years | -42.47% | -75.95% | +33.48% |
Current DrawdownCurrent decline from peak | -18.21% | -38.63% | +20.42% |
Average DrawdownAverage peak-to-trough decline | -18.82% | -24.90% | +6.08% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.51% | 24.59% | -10.08% |
Volatility
CI vs. NFLX - Volatility Comparison
Cigna Corporation (CI) has a higher volatility of 9.35% compared to Netflix, Inc. (NFLX) at 6.59%. This indicates that CI's price experiences larger fluctuations and is considered to be riskier than NFLX based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CI | NFLX | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.35% | 6.59% | +2.76% |
Volatility (6M)Calculated over the trailing 6-month period | 18.86% | 25.21% | -6.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.18% | 33.09% | +0.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.43% | 43.09% | -14.66% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.75% | 41.51% | -10.76% |
Dividends
CI vs. NFLX - Dividend Comparison
CI's dividend yield for the trailing twelve months is around 2.12%, while NFLX has not paid dividends to shareholders.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CI Cigna Corporation | 2.12% | 2.19% | 2.03% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% |
NFLX Netflix, Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
CI vs. NFLX - Financials Comparison
This section allows you to compare key financial metrics between Cigna Corporation and Netflix, 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. NFLX - Profitability Comparison
CI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cigna Corporation reported a gross profit of 0.00 and revenue of 68.49B. Therefore, the gross margin over that period was 0.0%.
NFLX - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported a gross profit of 6.36B and revenue of 12.25B. Therefore, the gross margin over that period was 51.9%.
CI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cigna Corporation reported an operating income of 2.36B and revenue of 68.49B, resulting in an operating margin of 3.4%.
NFLX - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported an operating income of 3.96B and revenue of 12.25B, resulting in an operating margin of 32.3%.
CI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cigna Corporation reported a net income of 1.65B and revenue of 68.49B, resulting in a net margin of 2.4%.
NFLX - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Netflix, Inc. reported a net income of 5.28B and revenue of 12.25B, resulting in a net margin of 43.1%.
Frequently Asked Questions
CI and NFLX have a correlation of 0.06, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CI has higher volatility (9.35%) compared to NFLX (6.59%). In terms of maximum drawdown, CI dropped -84.34% vs NFLX's -81.99%.
CI currently has the higher Sharpe Ratio (-0.15 vs -1.04), 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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