CI vs. USO
CI (The Cigna Group) is a stock, while USO (United States Oil Fund LP) is Oil & Gas fund tracking the Front Month Light Sweet Crude Oil. Over the past 10 years, CI returned 9.54%/yr vs 5.64%/yr for USO. Their 0.15 correlation means their historical movements had little consistent relationship.
Performance
CI vs. USO - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, CI achieves a 2.54% return, which is significantly lower than USO's 86.77% return. Over the past 10 years, CI has outperformed USO with an annualized return of 9.54%, while USO has yielded a comparatively lower 5.64% 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%
USO
- 1D
- 1.33%
- 1M
- 24.23%
- 6M
- 62.44%
- YTD
- 86.77%
- 1Y
- 66.76%
- 3Y*
- 20.97%
- 5Y*
- 20.59%
- 10Y*
- 5.64%
- ALL TIME*
- -6.85%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $460.57M | $474.33M | $477.27M | |
| $968.42M | $871.56M | $931.57M |
CI vs. USO - 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% |
USO United States Oil Fund LP | 86.77% | -8.46% | 13.35% | -4.94% | 28.97% | 64.68% | -67.79% | 32.61% | -19.57% | 2.47% |
Correlation
The correlation between CI and USO is -0.06, 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. | -0.06 |
Correlation (3Y) Balances recent behavior with more history. | -0.04 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.06 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.13 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2006 | 0.15 |
The correlation between CI and USO shifts across timeframes, from -0.06 (1 year) to 0.15 (all time), reflecting how their relationship changes across market environments.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
CI vs. USO — Risk / Return Rank
CI
USO
CI vs. USO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Cigna Group (CI) and United States Oil Fund LP (USO). 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 | USO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.13 | ||
| Sortino ratioReturn per unit of downside risk | -1.51 | ||
| Omega ratioGain probability vs. loss probability | 1.07 | 1.25 | -0.18 |
| Calmar ratioReturn relative to maximum drawdown | 0.31 | 1.93 | -1.61 |
| Martin ratioReturn relative to average drawdown | 0.74 | 5.60 | -4.85 |
Loading charts...
Drawdowns
CI vs. USO - Drawdown Comparison
The maximum CI drawdown since its inception was -84.34%, smaller than the maximum USO drawdown of -98.19%. Use the drawdown chart below to compare losses from any high point for CI and USO.
Loading charts...
Drawdown Indicators
| CI | USO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -84.34% | -98.19% | +13.85% |
Max Drawdown (1Y)Largest decline over 1 year | -21.41% | -32.49% | +11.08% |
Max Drawdown (3Y)Largest decline over 3 years | -32.10% | -32.49% | +0.39% |
Max Drawdown (5Y)Largest decline over 5 years | -32.10% | -36.23% | +4.13% |
Max Drawdown (10Y)Largest decline over 10 years | -42.47% | -86.75% | +44.28% |
Current DrawdownCurrent decline from peak | -21.16% | -86.26% | +65.10% |
Average DrawdownAverage peak-to-trough decline | -18.82% | -75.38% | +56.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.02% | 12.03% | -3.01% |
Volatility
CI vs. USO - Volatility Comparison
The current volatility for The Cigna Group (CI) is 10.65%, while United States Oil Fund LP (USO) has a volatility of 17.73%. This indicates that CI experiences smaller price fluctuations and is considered to be less risky than USO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| CI | USO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.65% | 17.73% | -7.08% |
Volatility (6M)Calculated over the trailing 6-month period | 20.43% | 42.79% | -22.36% |
Volatility (1Y)Calculated over the trailing 1-year period | 33.83% | 46.91% | -13.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 28.73% | 37.06% | -8.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 30.70% | 39.29% | -8.59% |
Dividends
CI vs. USO - Dividend Comparison
CI's dividend yield for the trailing twelve months is around 2.20%, while USO has not paid dividends to shareholders.
| 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% |
USO United States Oil Fund LP | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
CI and USO 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.
USO has higher volatility (17.73%) compared to CI (10.65%). In terms of maximum drawdown, CI dropped -84.34% vs USO's -98.19%.
USO currently has the higher Sharpe Ratio (1.34 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.
Find the right allocation for CI and USO
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer