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ERIE vs. CINF
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

ERIE vs. CINF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Erie Indemnity Company (ERIE) and Cincinnati Financial Corporation (CINF). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, ERIE achieves a -26.91% return, which is significantly lower than CINF's -2.68% return. Over the past 10 years, ERIE has underperformed CINF with an annualized return of 10.07%, while CINF has yielded a comparatively higher 11.49% annualized return.


ERIE

1D
-0.14%
1M
-1.62%
YTD
-26.91%
6M
-29.26%
1Y
-41.67%
3Y*
-0.02%
5Y*
3.12%
10Y*
10.07%

CINF

1D
0.01%
1M
-0.97%
YTD
-2.68%
6M
-1.87%
1Y
6.69%
3Y*
19.23%
5Y*
7.56%
10Y*
11.49%
*Multi-year figures are annualized to reflect compound growth (CAGR)

ERIE vs. CINF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
ERIE
Erie Indemnity Company
-26.91%-29.40%24.67%37.35%32.03%-19.98%52.39%27.08%12.54%11.23%
CINF
Cincinnati Financial Corporation
-2.68%16.27%42.48%4.00%-7.89%33.28%-14.15%38.87%6.25%2.34%

Correlation

The correlation between ERIE and CINF is 0.51, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.


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

0.51

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

0.46

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

0.46

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

0.44

Correlation (All Time)
Calculated using the full available price history since Oct 3, 1995

0.40

The correlation between ERIE and CINF shifts across timeframes, from 0.40 (all time) to 0.51 (1 year), reflecting how their relationship changes across market environments.

Fundamentals

EPS

ERIE:

$14.49

CINF:

$23.30

PE Ratio

ERIE:

14.30

CINF:

6.78

PEG Ratio

ERIE:

0.74

CINF:

0.20

PS Ratio

ERIE:

1.89

CINF:

1.45

Total Revenue (TTM)

ERIE:

$4.33B

CINF:

$12.92B

Gross Profit (TTM)

ERIE:

$784.17M

CINF:

$5.39B

EBITDA (TTM)

ERIE:

$715.87M

CINF:

$3.27B

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Return for Risk

ERIE vs. CINF — Risk / Return Rank

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

ERIE
ERIE Risk / Return Rank: 22
Overall Rank
ERIE Sharpe Ratio Rank: 11
Sharpe Ratio Rank
ERIE Sortino Ratio Rank: 22
Sortino Ratio Rank
ERIE Omega Ratio Rank: 33
Omega Ratio Rank
ERIE Calmar Ratio Rank: 33
Calmar Ratio Rank
ERIE Martin Ratio Rank: 22
Martin Ratio Rank

CINF
CINF Risk / Return Rank: 5050
Overall Rank
CINF Sharpe Ratio Rank: 5252
Sharpe Ratio Rank
CINF Sortino Ratio Rank: 4444
Sortino Ratio Rank
CINF Omega Ratio Rank: 4343
Omega Ratio Rank
CINF Calmar Ratio Rank: 5555
Calmar Ratio Rank
CINF Martin Ratio Rank: 5757
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.

ERIE vs. CINF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Erie Indemnity Company (ERIE) and Cincinnati Financial Corporation (CINF). 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.


ERIECINFDifference
Sharpe ratioReturn per unit of total volatility

-1.74

Sortino ratioReturn per unit of downside risk

-2.67

Omega ratioGain probability vs. loss probability

0.76

1.07

-0.31

Calmar ratioReturn relative to maximum drawdown

-0.97

0.64

-1.61

Martin ratioReturn relative to average drawdown

-1.80

1.66

-3.47

ERIE vs. CINF - Sharpe Ratio Comparison

The current ERIE Sharpe Ratio is -1.39, which is lower than the CINF Sharpe Ratio of 0.35. The chart below compares the historical Sharpe Ratios of ERIE and CINF, 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


ERIECINFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-1.39

0.35

-1.74

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.11

0.30

-0.19

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.35

0.40

-0.05

Sharpe Ratio (All Time)

Calculated using the full available price history

0.23

0.42

-0.19

Drawdowns

ERIE vs. CINF - Drawdown Comparison

The maximum ERIE drawdown since its inception was -78.28%, which is greater than CINF's maximum drawdown of -59.64%. Use the drawdown chart below to compare losses from any high point for ERIE and CINF.


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Drawdown Indicators


ERIECINFDifference

Max Drawdown

Largest peak-to-trough decline

-78.28%

-59.64%

-18.64%

Max Drawdown (1Y)

Largest decline over 1 year

-43.16%

-10.46%

-32.70%

Max Drawdown (3Y)

Largest decline over 3 years

-60.87%

-20.03%

-40.84%

Max Drawdown (5Y)

Largest decline over 5 years

-60.87%

-35.77%

-25.10%

Max Drawdown (10Y)

Largest decline over 10 years

-60.87%

-58.12%

-2.75%

Current Drawdown

Current decline from peak

-60.87%

-7.94%

-52.93%

Average Drawdown

Average peak-to-trough decline

-33.55%

-12.20%

-21.35%

Ulcer Index

Depth and duration of drawdowns from previous peaks

23.13%

4.05%

+19.08%

Volatility

ERIE vs. CINF - Volatility Comparison

Erie Indemnity Company (ERIE) has a higher volatility of 8.99% compared to Cincinnati Financial Corporation (CINF) at 4.44%. This indicates that ERIE's price experiences larger fluctuations and is considered to be riskier than CINF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


ERIECINFDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.99%

4.44%

+4.55%

Volatility (6M)

Calculated over the trailing 6-month period

23.06%

13.21%

+9.85%

Volatility (1Y)

Calculated over the trailing 1-year period

29.99%

19.42%

+10.57%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.20%

25.65%

+3.55%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

29.11%

28.79%

+0.32%

Dividends

ERIE vs. CINF - Dividend Comparison

ERIE's dividend yield for the trailing twelve months is around 2.73%, more than CINF's 2.25% yield.


PositionTTM20252024202320222021202020192018201720162015
CINF
Cincinnati Financial Corporation
2.25%2.13%2.25%2.90%2.70%2.21%2.75%2.13%2.74%3.33%2.53%3.89%
ERIE
Erie Indemnity Company
2.73%1.90%1.24%1.42%1.79%2.15%2.39%2.17%2.52%2.57%1.95%3.61%

Financials

ERIE vs. CINF - Financials Comparison

This section allows you to compare key financial metrics between Erie Indemnity Company and Cincinnati Financial 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


500.00M1.00B1.50B2.00B2.50B3.00B3.50B4.00B20222023202420252026
1.01B
2.86B
(ERIE) Total Revenue
(CINF) Total Revenue
Values in USD except per share items

ERIE vs. CINF - Profitability Comparison

The chart below illustrates the profitability comparison between Erie Indemnity Company and Cincinnati Financial Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

-50.0%0.0%50.0%2022202320242025202600
Portfolio components
ERIE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Erie Indemnity Company reported a gross profit of 0.00 and revenue of 1.01B. Therefore, the gross margin over that period was 0.0%.

CINF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Cincinnati Financial Corporation reported a gross profit of 0.00 and revenue of 2.86B. Therefore, the gross margin over that period was 0.0%.

ERIE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Erie Indemnity Company reported an operating income of 166.79M and revenue of 1.01B, resulting in an operating margin of 16.5%.

CINF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Cincinnati Financial Corporation reported an operating income of 0.00 and revenue of 2.86B, resulting in an operating margin of 0.0%.

ERIE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Erie Indemnity Company reported a net income of 150.47M and revenue of 1.01B, resulting in a net margin of 14.9%.

CINF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Cincinnati Financial Corporation reported a net income of 274.00M and revenue of 2.86B, resulting in a net margin of 9.6%.


Frequently Asked Questions


ERIE and CINF have a correlation of 0.51, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ERIE has higher volatility (8.99%) compared to CINF (4.44%). In terms of maximum drawdown, ERIE dropped -78.28% vs CINF's -59.64%.

CINF currently has the higher Sharpe Ratio (0.35 vs -1.39), 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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