CI vs. QQQ
CI (The Cigna Group) is a stock, while QQQ (Invesco QQQ ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 10 years, CI returned 9.67%/yr vs 21.45%/yr for QQQ. At a 0.32 correlation, their price movements are largely independent.
Performance
CI vs. QQQ - Performance Comparison
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Returns By Period
In the year-to-date period, CI achieves a 7.83% return, which is significantly lower than QQQ's 18.38% return. Over the past 10 years, CI has underperformed QQQ with an annualized return of 9.67%, while QQQ has yielded a comparatively higher 21.45% annualized return.
CI
- 1D
- 0.57%
- 1M
- -1.52%
- 6M
- 6.39%
- YTD
- 7.83%
- 1Y
- -1.09%
- 3Y*
- 3.31%
- 5Y*
- 6.50%
- 10Y*
- 9.67%
QQQ
- 1D
- 0.31%
- 1M
- 0.69%
- 6M
- 16.05%
- YTD
- 18.38%
- 1Y
- 31.54%
- 3Y*
- 26.10%
- 5Y*
- 15.67%
- 10Y*
- 21.45%
CI vs. QQQ - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
CI The Cigna Group | 7.83% | 1.72% | -6.27% | -7.97% | 46.68% | 12.29% | 1.83% | 7.70% | -6.46% | 52.29% |
QQQ Invesco QQQ ETF | 18.38% | 20.77% | 25.58% | 54.86% | -32.58% | 27.42% | 48.62% | 38.96% | -0.13% | 32.66% |
Correlation
The correlation between CI and QQQ is -0.08, 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 | -0.08 |
Correlation (3Y) Calculated over the trailing 3-year period | -0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.12 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.21 |
Correlation (All Time) Calculated using the full available price history since Mar 10, 1999 | 0.32 |
The correlation between CI and QQQ shifts across timeframes, from -0.08 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CI vs. QQQ — Risk / Return Rank
CI
QQQ
CI vs. QQQ - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Cigna Group (CI) and Invesco QQQ ETF (QQQ). 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 | QQQ | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.79 | ||
| Sortino ratioReturn per unit of downside risk | -2.18 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.30 | -0.28 |
| Calmar ratioReturn relative to maximum drawdown | -0.13 | 2.62 | -2.76 |
| Martin ratioReturn relative to average drawdown | -0.31 | 9.43 | -9.75 |
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Drawdowns
CI vs. QQQ - Drawdown Comparison
The maximum CI drawdown since its inception was -84.34%, roughly equal to the maximum QQQ drawdown of -82.97%. Use the drawdown chart below to compare losses from any high point for CI and QQQ.
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Drawdown Indicators
| CI | QQQ | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.34% | -82.97% | -1.37% |
Max Drawdown (1Y)Largest decline over 1 year | -21.41% | -11.96% | -9.45% |
Max Drawdown (3Y)Largest decline over 3 years | -32.10% | -22.77% | -9.33% |
Max Drawdown (5Y)Largest decline over 5 years | -32.10% | -35.12% | +3.02% |
Max Drawdown (10Y)Largest decline over 10 years | -42.47% | -35.12% | -7.35% |
Current DrawdownCurrent decline from peak | -17.09% | -2.66% | -14.43% |
Average DrawdownAverage peak-to-trough decline | -18.82% | -32.67% | +13.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.30% | 3.32% | +5.98% |
Volatility
CI vs. QQQ - Volatility Comparison
The current volatility for The Cigna Group (CI) is 6.79%, while Invesco QQQ ETF (QQQ) has a volatility of 8.71%. This indicates that CI experiences smaller price fluctuations and is considered to be less risky than QQQ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CI | QQQ | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.79% | 8.71% | -1.92% |
Volatility (6M)Calculated over the trailing 6-month period | 19.32% | 15.28% | +4.04% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.09% | 18.47% | +14.62% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.49% | 22.77% | +5.72% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.73% | 22.43% | +8.30% |
Dividends
CI vs. QQQ - Dividend Comparison
CI's dividend yield for the trailing twelve months is around 2.09%, more than QQQ's 0.42% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
CI The Cigna Group | 2.09% | 2.19% | 2.03% | 1.64% | 1.35% | 1.74% | 0.02% | 0.02% | 0.02% | 0.02% | 0.03% | 0.03% |
QQQ Invesco QQQ ETF | 0.42% | 0.45% | 0.56% | 0.62% | 0.80% | 0.43% | 0.55% | 0.74% | 0.91% | 0.84% | 1.06% | 0.99% |
Frequently Asked Questions
CI and QQQ have a correlation of -0.08, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
QQQ has higher volatility (8.71%) compared to CI (6.79%). In terms of maximum drawdown, CI dropped -84.34% vs QQQ's -82.97%.
QQQ currently has the higher Sharpe Ratio (1.70 vs -0.09), 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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