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

Performance

MELI vs. CI - Performance Comparison

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

-15.00%-10.00%-5.00%0.00%5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
7.18%
-2.50%
MELI
CI

Returns By Period

In the year-to-date period, MELI achieves a 21.93% return, which is significantly higher than CI's 8.99% return. Over the past 10 years, MELI has outperformed CI with an annualized return of 30.27%, while CI has yielded a comparatively lower 12.97% annualized return.


MELI

YTD

21.93%

1M

-7.87%

6M

7.18%

1Y

32.33%

5Y (annualized)

28.56%

10Y (annualized)

30.27%

CI

YTD

8.99%

1M

-4.03%

6M

-2.50%

1Y

16.05%

5Y (annualized)

11.51%

10Y (annualized)

12.97%

Fundamentals


MELICI
Market Cap$100.25B$89.69B
EPS$28.28$10.55
PE Ratio69.9230.56
PEG Ratio1.360.77
Total Revenue (TTM)$18.43B$230.67B
Gross Profit (TTM)$8.78B$192.91B
EBITDA (TTM)$2.37B$7.78B

Key characteristics


MELICI
Sharpe Ratio0.830.57
Sortino Ratio1.271.11
Omega Ratio1.191.16
Calmar Ratio0.960.71
Martin Ratio3.142.64
Ulcer Index9.67%6.13%
Daily Std Dev36.69%28.35%
Max Drawdown-89.49%-84.34%
Current Drawdown-10.47%-12.10%

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Correlation

-0.50.00.51.00.2

The correlation between MELI 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.

Risk-Adjusted Performance

MELI vs. CI - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for MercadoLibre, Inc. (MELI) 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 MELI, currently valued at 0.83, compared to the broader market-4.00-2.000.002.004.000.830.57
The chart of Sortino ratio for MELI, currently valued at 1.27, compared to the broader market-4.00-2.000.002.004.001.271.11
The chart of Omega ratio for MELI, currently valued at 1.19, compared to the broader market0.501.001.502.001.191.16
The chart of Calmar ratio for MELI, currently valued at 0.96, compared to the broader market0.002.004.006.000.960.71
The chart of Martin ratio for MELI, currently valued at 3.14, compared to the broader market-10.000.0010.0020.0030.003.142.64
MELI
CI

The current MELI Sharpe Ratio is 0.83, which is higher than the CI Sharpe Ratio of 0.57. The chart below compares the historical Sharpe Ratios of MELI 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 Ratio0.000.501.001.502.00JuneJulyAugustSeptemberOctoberNovember
0.83
0.57
MELI
CI

Dividends

MELI vs. CI - Dividend Comparison

MELI has not paid dividends to shareholders, while CI's dividend yield for the trailing twelve months is around 1.68%.


TTM20232022202120202019201820172016201520142013
MELI
MercadoLibre, Inc.
0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.19%0.38%0.36%0.52%0.53%
CI
Cigna Corporation
1.68%1.64%1.35%1.74%0.02%0.02%0.02%0.02%0.03%0.03%0.04%0.05%

Drawdowns

MELI vs. CI - Drawdown Comparison

The maximum MELI drawdown since its inception was -89.49%, which is greater than CI's maximum drawdown of -84.34%. Use the drawdown chart below to compare losses from any high point for MELI and CI. For additional features, visit the drawdowns tool.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-10.47%
-12.10%
MELI
CI

Volatility

MELI vs. CI - Volatility Comparison

MercadoLibre, Inc. (MELI) has a higher volatility of 20.29% compared to Cigna Corporation (CI) at 10.35%. This indicates that MELI'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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
20.29%
10.35%
MELI
CI

Financials

MELI vs. CI - Financials Comparison

This section allows you to compare key financial metrics between MercadoLibre, Inc. 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