PortfoliosLab logo
PortfoliosLab logo
Tools
Performance Analysis
Portfolio Analysis
Factor Model
Portfolios
Lazy PortfoliosUser Portfolios
Discussions
CTAS vs. CI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CTAS and CI is 0.25, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.3

Performance

CTAS vs. CI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Cintas Corporation (CTAS) and Cigna Corporation (CI). The values are adjusted to include any dividend payments, if applicable.

-20.00%-10.00%0.00%10.00%20.00%30.00%AugustSeptemberOctoberNovemberDecember2025
9.17%
-16.79%
CTAS
CI

Key characteristics

Sharpe Ratio

CTAS:

1.49

CI:

-0.22

Sortino Ratio

CTAS:

1.95

CI:

-0.15

Omega Ratio

CTAS:

1.33

CI:

0.98

Calmar Ratio

CTAS:

1.69

CI:

-0.19

Martin Ratio

CTAS:

6.58

CI:

-0.54

Ulcer Index

CTAS:

5.02%

CI:

9.56%

Daily Std Dev

CTAS:

22.22%

CI:

23.45%

Max Drawdown

CTAS:

-65.32%

CI:

-84.34%

Current Drawdown

CTAS:

-13.59%

CI:

-22.10%

Fundamentals

Market Cap

CTAS:

$78.97B

CI:

$79.16B

EPS

CTAS:

$4.15

CI:

$10.53

PE Ratio

CTAS:

47.16

CI:

27.03

PEG Ratio

CTAS:

3.91

CI:

0.68

Total Revenue (TTM)

CTAS:

$9.94B

CI:

$179.59B

Gross Profit (TTM)

CTAS:

$4.85B

CI:

$151.11B

EBITDA (TTM)

CTAS:

$2.73B

CI:

$8.25B

Returns By Period

In the year-to-date period, CTAS achieves a 7.12% return, which is significantly higher than CI's 3.06% return. Over the past 10 years, CTAS has outperformed CI with an annualized return of 27.15%, while CI has yielded a comparatively lower 10.99% annualized return.


CTAS

YTD

7.12%

1M

-7.60%

6M

9.17%

1Y

34.07%

5Y*

23.70%

10Y*

27.15%

CI

YTD

3.06%

1M

4.14%

6M

-16.79%

1Y

-5.76%

5Y*

7.51%

10Y*

10.99%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CTAS vs. CI — Risk-Adjusted Performance Rank

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

CTAS
The Risk-Adjusted Performance Rank of CTAS is 8686
Overall Rank
The Sharpe Ratio Rank of CTAS is 8888
Sharpe Ratio Rank
The Sortino Ratio Rank of CTAS is 8181
Sortino Ratio Rank
The Omega Ratio Rank of CTAS is 8787
Omega Ratio Rank
The Calmar Ratio Rank of CTAS is 8989
Calmar Ratio Rank
The Martin Ratio Rank of CTAS is 8686
Martin Ratio Rank

CI
The Risk-Adjusted Performance Rank of CI is 3434
Overall Rank
The Sharpe Ratio Rank of CI is 3636
Sharpe Ratio Rank
The Sortino Ratio Rank of CI is 3030
Sortino Ratio Rank
The Omega Ratio Rank of CI is 3030
Omega Ratio Rank
The Calmar Ratio Rank of CI is 3737
Calmar Ratio Rank
The Martin Ratio Rank of CI is 3838
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CTAS vs. CI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Cintas Corporation (CTAS) and Cigna Corporation (CI). 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.


Sharpe ratio
The chart of Sharpe ratio for CTAS, currently valued at 1.49, compared to the broader market-2.000.002.001.49-0.22
The chart of Sortino ratio for CTAS, currently valued at 1.95, compared to the broader market-4.00-2.000.002.004.001.95-0.15
The chart of Omega ratio for CTAS, currently valued at 1.33, compared to the broader market0.501.001.502.001.330.98
The chart of Calmar ratio for CTAS, currently valued at 1.69, compared to the broader market0.002.004.006.001.69-0.19
The chart of Martin ratio for CTAS, currently valued at 6.58, compared to the broader market-30.00-20.00-10.000.0010.0020.006.58-0.54
CTAS
CI

The current CTAS Sharpe Ratio is 1.49, which is higher than the CI Sharpe Ratio of -0.22. The chart below compares the historical Sharpe Ratios of CTAS and CI, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00AugustSeptemberOctoberNovemberDecember2025
1.49
-0.22
CTAS
CI

Dividends

CTAS vs. CI - Dividend Comparison

CTAS's dividend yield for the trailing twelve months is around 0.74%, less than CI's 1.97% yield.


TTM20242023202220212020201920182017201620152014
CTAS
Cintas Corporation
0.74%0.80%0.83%0.93%0.77%0.79%0.95%1.22%1.04%1.15%1.15%2.17%
CI
Cigna Corporation
1.97%2.03%1.64%1.35%1.74%0.02%0.02%0.02%0.02%0.03%0.03%0.04%

Drawdowns

CTAS vs. CI - Drawdown Comparison

The maximum CTAS drawdown since its inception was -65.32%, smaller than the maximum CI drawdown of -84.34%. Use the drawdown chart below to compare losses from any high point for CTAS and CI. For additional features, visit the drawdowns tool.


-25.00%-20.00%-15.00%-10.00%-5.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-13.59%
-22.10%
CTAS
CI

Volatility

CTAS vs. CI - Volatility Comparison

Cintas Corporation (CTAS) has a higher volatility of 12.88% compared to Cigna Corporation (CI) at 9.04%. This indicates that CTAS's price experiences larger fluctuations and is considered to be riskier than CI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


2.00%4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
12.88%
9.04%
CTAS
CI

Financials

CTAS vs. CI - Financials Comparison

This section allows you to compare key financial metrics between Cintas Corporation and Cigna Corporation. 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


Values in USD except per share items
PortfoliosLab logo
Performance Analysis
Portfolio AnalysisPortfolio PerformanceStock ComparisonSharpe RatioMartin RatioTreynor RatioSortino RatioOmega RatioCalmar RatioSummers Ratio
Community
Discussions


Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

Copyright © 2025 PortfoliosLab