CI vs. PRU
CI (Cigna Corporation) and PRU (Prudential Financial, Inc.) are both stocks. CI operates in Healthcare Plans (Healthcare), while PRU operates in Insurance - Life (Financial Services). Over the past 10 years, CI returned 9.98%/yr vs 9.04%/yr for PRU. At a 0.42 correlation, their price movements are largely independent.
Performance
CI vs. PRU - Performance Comparison
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Returns By Period
In the year-to-date period, CI achieves a 9.50% return, which is significantly higher than PRU's -1.25% return. Over the past 10 years, CI has outperformed PRU with an annualized return of 9.98%, while PRU has yielded a comparatively lower 9.04% annualized return.
CI
- 1D
- 1.07%
- 1M
- 5.07%
- YTD
- 9.50%
- 6M
- 9.71%
- 1Y
- -4.03%
- 3Y*
- 5.04%
- 5Y*
- 6.20%
- 10Y*
- 9.98%
PRU
- 1D
- 1.87%
- 1M
- 7.90%
- YTD
- -1.25%
- 6M
- -4.69%
- 1Y
- 11.09%
- 3Y*
- 13.33%
- 5Y*
- 5.57%
- 10Y*
- 9.04%
CI vs. PRU - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CI Cigna Corporation | 9.50% | 1.72% | -6.27% | -7.97% | 46.68% | 12.29% | 1.83% | 7.70% | -6.46% | 52.29% |
PRU Prudential Financial, Inc. | -1.25% | 0.18% | 19.46% | 10.09% | -3.86% | 45.32% | -11.40% | 20.10% | -26.46% | 13.65% |
Correlation
The correlation between CI and PRU is 0.29, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.29 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.35 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Dec 13, 2001 | 0.42 |
The correlation between CI and PRU shifts across timeframes, from 0.26 (3 years) to 0.42 (all time), reflecting how their relationship changes across market environments.
Fundamentals
CI:
$78.68B
PRU:
$37.91B
CI:
$23.59
PRU:
$9.85
CI:
12.63
PRU:
11.01
CI:
0.73
PRU:
0.46
CI:
0.29
PRU:
0.80
CI:
$277.94B
PRU:
$47.43B
CI:
$19.38B
PRU:
$14.72B
CI:
$10.03B
PRU:
$4.02B
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Return for Risk
CI vs. PRU — Risk / Return Rank
CI
PRU
CI vs. PRU - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Cigna Corporation (CI) and Prudential Financial, Inc. (PRU). 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 | PRU | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.50 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.09 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 0.42 | -0.55 |
| Martin ratioReturn relative to average drawdown | -0.23 | 0.92 | -1.15 |
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Drawdowns
CI vs. PRU - Drawdown Comparison
The maximum CI drawdown since its inception was -84.34%, roughly equal to the maximum PRU drawdown of -88.53%. Use the drawdown chart below to compare losses from any high point for CI and PRU.
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Drawdown Indicators
| CI | PRU | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.34% | -88.53% | +4.19% |
Max Drawdown (1Y)Largest decline over 1 year | -26.54% | -21.46% | -5.08% |
Max Drawdown (3Y)Largest decline over 3 years | -32.10% | -25.66% | -6.44% |
Max Drawdown (5Y)Largest decline over 5 years | -32.10% | -33.11% | +1.01% |
Max Drawdown (10Y)Largest decline over 10 years | -42.47% | -65.89% | +23.42% |
Current DrawdownCurrent decline from peak | -15.81% | -9.47% | -6.34% |
Average DrawdownAverage peak-to-trough decline | -18.82% | -18.31% | -0.51% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 14.58% | 9.90% | +4.68% |
Volatility
CI vs. PRU - Volatility Comparison
Cigna Corporation (CI) has a higher volatility of 8.88% compared to Prudential Financial, Inc. (PRU) at 6.05%. This indicates that CI's price experiences larger fluctuations and is considered to be riskier than PRU based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CI | PRU | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.88% | 6.05% | +2.83% |
Volatility (6M)Calculated over the trailing 6-month period | 18.91% | 17.48% | +1.43% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.22% | 22.66% | +10.56% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.41% | 25.83% | +2.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.75% | 31.83% | -1.08% |
Dividends
CI vs. PRU - Dividend Comparison
CI's dividend yield for the trailing twelve months is around 2.06%, less than PRU's 5.07% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CI Cigna Corporation | 2.06% | 2.19% | 2.03% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% |
PRU Prudential Financial, Inc. | 5.07% | 4.78% | 4.39% | 4.82% | 4.83% | 4.25% | 5.64% | 4.27% | 4.41% | 2.61% | 2.69% | 3.00% |
Financials
CI vs. PRU - Financials Comparison
This section allows you to compare key financial metrics between Cigna Corporation and Prudential Financial, 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
Frequently Asked Questions
CI and PRU have a correlation of 0.29, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
CI has higher volatility (8.88%) compared to PRU (6.05%). In terms of maximum drawdown, CI dropped -84.34% vs PRU's -88.53%.
PRU currently has the higher Sharpe Ratio (0.40 vs -0.10), 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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