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GLOB vs. CI
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between GLOB and CI is 0.15, 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.


-0.50.00.51.00.1

Performance

GLOB vs. CI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Globant S.A. (GLOB) 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%JulyAugustSeptemberOctoberNovemberDecember
22.29%
-15.51%
GLOB
CI

Key characteristics

Sharpe Ratio

GLOB:

-0.16

CI:

-0.19

Sortino Ratio

GLOB:

0.02

CI:

-0.11

Omega Ratio

GLOB:

1.00

CI:

0.99

Calmar Ratio

GLOB:

-0.11

CI:

-0.17

Martin Ratio

GLOB:

-0.29

CI:

-0.56

Ulcer Index

GLOB:

20.62%

CI:

7.97%

Daily Std Dev

GLOB:

36.86%

CI:

23.79%

Max Drawdown

GLOB:

-61.33%

CI:

-84.34%

Current Drawdown

GLOB:

-38.08%

CI:

-23.34%

Fundamentals

Market Cap

GLOB:

$9.79B

CI:

$73.87B

EPS

GLOB:

$3.83

CI:

$10.54

PE Ratio

GLOB:

59.25

CI:

25.20

PEG Ratio

GLOB:

1.94

CI:

0.64

Total Revenue (TTM)

GLOB:

$2.34B

CI:

$230.67B

Gross Profit (TTM)

GLOB:

$760.69M

CI:

$192.91B

EBITDA (TTM)

GLOB:

$346.50M

CI:

$7.78B

Returns By Period

In the year-to-date period, GLOB achieves a -7.78% return, which is significantly lower than CI's -4.94% return. Over the past 10 years, GLOB has outperformed CI with an annualized return of 30.98%, while CI has yielded a comparatively lower 11.21% annualized return.


GLOB

YTD

-7.78%

1M

-4.27%

6M

26.00%

1Y

-6.00%

5Y*

14.94%

10Y*

30.98%

CI

YTD

-4.94%

1M

-14.37%

6M

-16.67%

1Y

-4.50%

5Y*

8.00%

10Y*

11.21%

Compare stocks, funds, or ETFs

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Risk-Adjusted Performance

GLOB vs. CI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Globant S.A. (GLOB) 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 GLOB, currently valued at -0.16, compared to the broader market-4.00-2.000.002.00-0.16-0.19
The chart of Sortino ratio for GLOB, currently valued at 0.02, compared to the broader market-4.00-2.000.002.004.000.02-0.11
The chart of Omega ratio for GLOB, currently valued at 1.00, compared to the broader market0.501.001.502.001.000.99
The chart of Calmar ratio for GLOB, currently valued at -0.11, compared to the broader market0.002.004.006.00-0.11-0.17
The chart of Martin ratio for GLOB, currently valued at -0.29, compared to the broader market0.0010.0020.00-0.29-0.56
GLOB
CI

The current GLOB Sharpe Ratio is -0.16, which is comparable to the CI Sharpe Ratio of -0.19. The chart below compares the historical Sharpe Ratios of GLOB 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 Ratio0.000.501.00JulyAugustSeptemberOctoberNovemberDecember
-0.16
-0.19
GLOB
CI

Dividends

GLOB vs. CI - Dividend Comparison

GLOB has not paid dividends to shareholders, while CI's dividend yield for the trailing twelve months is around 2.00%.


TTM20232022202120202019201820172016201520142013
GLOB
Globant S.A.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
CI
Cigna Corporation
2.00%1.64%1.35%1.74%0.02%0.02%0.02%0.02%0.03%0.03%0.04%0.05%

Drawdowns

GLOB vs. CI - Drawdown Comparison

The maximum GLOB drawdown since its inception was -61.33%, smaller than the maximum CI drawdown of -84.34%. Use the drawdown chart below to compare losses from any high point for GLOB and CI. For additional features, visit the drawdowns tool.


-50.00%-40.00%-30.00%-20.00%-10.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-38.08%
-23.34%
GLOB
CI

Volatility

GLOB vs. CI - Volatility Comparison

The current volatility for Globant S.A. (GLOB) is 9.12%, while Cigna Corporation (CI) has a volatility of 11.26%. This indicates that GLOB experiences smaller price fluctuations and is considered to be less risky than CI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


4.00%6.00%8.00%10.00%12.00%14.00%16.00%JulyAugustSeptemberOctoberNovemberDecember
9.12%
11.26%
GLOB
CI

Financials

GLOB vs. CI - Financials Comparison

This section allows you to compare key financial metrics between Globant S.A. 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
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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.

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