CI vs. SOXL
CI (The Cigna Group) is a stock, while SOXL (Direxion Daily Semiconductor Bull 3X ETF) is Leveraged Equities fund tracking the NYSE Semiconductor Index. Over the past 10 years, CI returned 9.54%/yr vs 48.63%/yr for SOXL. Their 0.28 correlation means their historical movements had little consistent relationship.
Performance
CI vs. SOXL - 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 SOXL's 172.95% return. Over the past 10 years, CI has underperformed SOXL with an annualized return of 9.54%, while SOXL has yielded a comparatively higher 48.63% 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%
SOXL
- 1D
- 0.00%
- 1M
- -36.78%
- 6M
- 85.66%
- YTD
- 172.95%
- 1Y
- 376.55%
- 3Y*
- 60.01%
- 5Y*
- 21.65%
- 10Y*
- 48.63%
- ALL TIME*
- 38.01%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $460.57M | $474.33M | $477.27M | |
| $10.60B | $10.77B | $11.72B |
CI vs. SOXL - 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% |
SOXL Direxion Daily Semiconductor Bull 3X ETF | 172.95% | 54.91% | -12.31% | 226.98% | -85.66% | 118.84% | 70.04% | 231.83% | -39.07% | 141.71% |
Correlation
The correlation between CI and SOXL is -0.09, meaning there was essentially no consistent relationship between their historical price movements. Each responded to its own set of market drivers.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | -0.09 |
Correlation (3Y) Balances recent behavior with more history. | -0.03 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.08 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.18 |
Correlation (All Time) Calculated using the full available price history since Mar 11, 2010 | 0.28 |
The correlation between CI and SOXL shifts across timeframes, from -0.09 (1 year) to 0.28 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
CI vs. SOXL — Risk / Return Rank
CI
SOXL
CI vs. SOXL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Cigna Group (CI) and Direxion Daily Semiconductor Bull 3X ETF (SOXL). 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 | SOXL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.57 | ||
| Sortino ratioReturn per unit of downside risk | -2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.36 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 5.22 | -4.90 |
| Martin ratioReturn relative to average drawdown | 0.74 | 18.04 | -17.30 |
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Drawdowns
CI vs. SOXL - Drawdown Comparison
The maximum CI drawdown since its inception was -84.34%, smaller than the maximum SOXL drawdown of -90.46%. Use the drawdown chart below to compare losses from any high point for CI and SOXL.
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Drawdown Indicators
| CI | SOXL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.34% | -90.46% | +6.12% |
Max Drawdown (1Y)Largest decline over 1 year | -21.41% | -69.42% | +48.01% |
Max Drawdown (3Y)Largest decline over 3 years | -32.10% | -87.88% | +55.78% |
Max Drawdown (5Y)Largest decline over 5 years | -32.10% | -90.46% | +58.36% |
Max Drawdown (10Y)Largest decline over 10 years | -42.47% | -90.46% | +47.99% |
Current DrawdownCurrent decline from peak | -21.16% | -61.86% | +40.70% |
Average DrawdownAverage peak-to-trough decline | -18.82% | -35.00% | +16.18% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.02% | 20.04% | -11.02% |
Volatility
CI vs. SOXL - Volatility Comparison
The current volatility for The Cigna Group (CI) is 10.65%, while Direxion Daily Semiconductor Bull 3X ETF (SOXL) has a volatility of 52.68%. This indicates that CI experiences smaller price fluctuations and is considered to be less risky than SOXL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| CI | SOXL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.65% | 52.68% | -42.03% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 115.51% | -95.08% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.83% | 130.99% | -97.16% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.73% | 113.21% | -84.48% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.70% | 102.11% | -71.41% |
Dividends
CI vs. SOXL - Dividend Comparison
CI's dividend yield for the trailing twelve months is around 2.20%, more than SOXL's 0.01% 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% |
SOXL Direxion Daily Semiconductor Bull 3X ETF | 0.01% | 0.34% | 1.18% | 0.51% | 1.07% | 0.04% | 0.05% | 0.38% | 1.30% | 0.09% | 4.84% | 0.00% |
Frequently Asked Questions
CI and SOXL have a correlation of -0.09, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SOXL has higher volatility (52.68%) compared to CI (10.65%). In terms of maximum drawdown, CI dropped -84.34% vs SOXL's -90.46%.
SOXL currently has the higher Sharpe Ratio (2.77 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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