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CIEN vs. CMI
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

CIEN vs. CMI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Ciena Corporation (CIEN) and Cummins Inc. (CMI). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, CIEN achieves a 99.54% return, which is significantly higher than CMI's 32.64% return. Over the past 10 years, CIEN has outperformed CMI with an annualized return of 36.28%, while CMI has yielded a comparatively lower 22.34% annualized return.


CIEN

1D
-4.41%
1M
-14.86%
YTD
99.54%
6M
119.17%
1Y
541.74%
3Y*
124.31%
5Y*
50.68%
10Y*
36.28%

CMI

1D
3.30%
1M
-0.70%
YTD
32.64%
6M
33.36%
1Y
109.28%
3Y*
46.82%
5Y*
24.12%
10Y*
22.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

CIEN vs. CMI - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
CIEN
Ciena Corporation
99.54%175.76%88.42%-11.71%-33.77%45.64%23.80%25.89%62.02%-14.26%
CMI
Cummins Inc.
32.64%49.36%48.92%1.72%14.09%-1.68%30.50%38.04%-22.06%32.74%

Correlation

The correlation between CIEN and CMI is 0.46, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.46

Correlation (3Y)
Calculated over the trailing 3-year period

0.42

Correlation (5Y)
Calculated over the trailing 5-year period

0.44

Correlation (10Y)
Calculated over the trailing 10-year period

0.39

Correlation (All Time)
Calculated using the full available price history since Feb 10, 1997

0.35

The correlation between CIEN and CMI shifts across timeframes, from 0.35 (all time) to 0.46 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

CIEN:

$68.28B

CMI:

$93.37B

EPS

CIEN:

$3.01

CMI:

$19.27

PE Ratio

CIEN:

154.94

CMI:

34.90

PS Ratio

CIEN:

12.19

CMI:

2.75

PB Ratio

CIEN:

23.61

CMI:

7.56

Total Revenue (TTM)

CIEN:

$5.57B

CMI:

$33.89B

Gross Profit (TTM)

CIEN:

$2.40B

CMI:

$8.60B

EBITDA (TTM)

CIEN:

$670.55M

CMI:

$4.87B

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Return for Risk

CIEN vs. CMI — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

CIEN
CIEN Risk / Return Rank: 9999
Overall Rank
CIEN Sharpe Ratio Rank: 100100
Sharpe Ratio Rank
CIEN Sortino Ratio Rank: 9898
Sortino Ratio Rank
CIEN Omega Ratio Rank: 9898
Omega Ratio Rank
CIEN Calmar Ratio Rank: 9999
Calmar Ratio Rank
CIEN Martin Ratio Rank: 100100
Martin Ratio Rank

CMI
CMI Risk / Return Rank: 9696
Overall Rank
CMI Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
CMI Sortino Ratio Rank: 9494
Sortino Ratio Rank
CMI Omega Ratio Rank: 9494
Omega Ratio Rank
CMI Calmar Ratio Rank: 9696
Calmar Ratio Rank
CMI Martin Ratio Rank: 9797
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CIEN vs. CMI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Ciena Corporation (CIEN) and Cummins Inc. (CMI). 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.


CIENCMIDifference
Sharpe ratioReturn per unit of total volatility

+4.90

Sortino ratioReturn per unit of downside risk

+1.27

Omega ratioGain probability vs. loss probability

1.76

1.52

+0.24

Calmar ratioReturn relative to maximum drawdown

21.37

7.22

+14.15

Martin ratioReturn relative to average drawdown

100.03

26.31

+73.72

CIEN vs. CMI - Sharpe Ratio Comparison

The current CIEN Sharpe Ratio is 8.23, which is higher than the CMI Sharpe Ratio of 3.33. The chart below compares the historical Sharpe Ratios of CIEN and CMI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


CIENCMIDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

8.23

3.33

+4.90

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

1.05

0.86

+0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.82

0.79

+0.03

Sharpe Ratio (All Time)

Calculated using the full available price history

0.07

0.38

-0.31

Drawdowns

CIEN vs. CMI - Drawdown Comparison

The maximum CIEN drawdown since its inception was -99.51%, which is greater than CMI's maximum drawdown of -75.66%. Use the drawdown chart below to compare losses from any high point for CIEN and CMI.


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Drawdown Indicators


CIENCMIDifference

Max Drawdown

Largest peak-to-trough decline

-99.51%

-75.66%

-23.85%

Max Drawdown (1Y)

Largest decline over 1 year

-25.57%

-15.23%

-10.34%

Max Drawdown (3Y)

Largest decline over 3 years

-45.51%

-30.48%

-15.03%

Max Drawdown (5Y)

Largest decline over 5 years

-49.54%

-30.48%

-19.06%

Max Drawdown (10Y)

Largest decline over 10 years

-49.54%

-44.05%

-5.49%

Current Drawdown

Current decline from peak

-55.41%

-5.81%

-49.60%

Average Drawdown

Average peak-to-trough decline

-87.11%

-22.23%

-64.88%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.45%

4.17%

+1.28%

Volatility

CIEN vs. CMI - Volatility Comparison

Ciena Corporation (CIEN) has a higher volatility of 25.17% compared to Cummins Inc. (CMI) at 12.18%. This indicates that CIEN's price experiences larger fluctuations and is considered to be riskier than CMI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CIENCMIDifference

Volatility (1M)

Calculated over the trailing 1-month period

25.17%

12.18%

+12.99%

Volatility (6M)

Calculated over the trailing 6-month period

55.99%

27.86%

+28.13%

Volatility (1Y)

Calculated over the trailing 1-year period

66.51%

33.02%

+33.49%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

48.49%

28.05%

+20.44%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

44.33%

28.26%

+16.07%

Dividends

CIEN vs. CMI - Dividend Comparison

CIEN has not paid dividends to shareholders, while CMI's dividend yield for the trailing twelve months is around 1.19%.


PositionTTM20252024202320222021202020192018201720162015
CIEN
Ciena Corporation
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CMI
Cummins Inc.
1.19%1.50%2.01%2.71%2.49%2.57%2.33%2.74%3.32%2.38%2.93%3.99%

Financials

CIEN vs. CMI - Financials Comparison

This section allows you to compare key financial metrics between Ciena Corporation and Cummins 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.002.00B4.00B6.00B8.00B20222023202420252026
1.57B
8.40B
(CIEN) Total Revenue
(CMI) Total Revenue
Values in USD except per share items

CIEN vs. CMI - Profitability Comparison

The chart below illustrates the profitability comparison between Ciena Corporation and Cummins Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

25.0%30.0%35.0%40.0%45.0%50.0%20222023202420252026
44.0%
26.7%
Portfolio components
CIEN - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ciena Corporation reported a gross profit of 691.55M and revenue of 1.57B. Therefore, the gross margin over that period was 44.0%.

CMI - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cummins Inc. reported a gross profit of 2.24B and revenue of 8.40B. Therefore, the gross margin over that period was 26.7%.

CIEN - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ciena Corporation reported an operating income of 237.87M and revenue of 1.57B, resulting in an operating margin of 15.1%.

CMI - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cummins Inc. reported an operating income of 949.00M and revenue of 8.40B, resulting in an operating margin of 11.3%.

CIEN - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ciena Corporation reported a net income of 218.22M and revenue of 1.57B, resulting in a net margin of 13.9%.

CMI - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cummins Inc. reported a net income of 654.00M and revenue of 8.40B, resulting in a net margin of 7.8%.


Frequently Asked Questions


CIEN and CMI have a correlation of 0.46, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

CIEN has higher volatility (25.17%) compared to CMI (12.18%). In terms of maximum drawdown, CIEN dropped -99.51% vs CMI's -75.66%.

CIEN currently has the higher Sharpe Ratio (8.23 vs 3.33), 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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