Cigna Corp

10-Year Study

CI.US · Healthcare · US · Common Stock

Executive Summary: Cigna Corp has compounded at 9.0% annually over the last 10 years, with a maximum drawdown of 33.7% and an annualized volatility of 31.5%.

1Y CAGR
-12.3%
3Y CAGR
+5.7%
5Y CAGR
+3.1%
10Y CAGR
+9.0%

History & Riski10-year historical performance analysis including CAGR, Max Drawdown, Sharpe & Sortino ratios, annual returns, and rolling volatility — all computed from daily market data.

10-Year Growth of $10,000

Max DrawdownMax DrawdownThe largest peak-to-trough decline in the asset's value over the measurement period.Click for full definition →
33.7%
Sharpe RatioSharpe RatioRisk-adjusted return: how much excess return you earn per unit of total risk (volatility).Click for full definition →
0.28
Sortino RatioSortino RatioLike Sharpe, but only penalizes downside volatility — a more accurate risk measure for asymmetric return distributions.Click for full definition →
0.46
Ann. VolatilityAnnualized VolatilityThe annualized standard deviation of an asset's returns — a measure of how much prices fluctuate.Click for full definition →
27.4%
Best YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2017 · +52.3%
Worst YearBest & Worst YearThe single calendar year with the highest and lowest return in the measured period.Click for full definition →
2023 · -8.0%
% Positive Years% Positive YearsThe percentage of calendar years in the measurement period where the asset delivered a positive return.Click for full definition →
70%

Annual Returns

Rolling 12-Month Returns

Rolling 12-Month Annualised Volatility

Historical Drawdowns

Monthly Returns

Monthly Returns Heatmap

YearJanFebMarAprMayJunJulAugSepOctNovDecAnn.
2026-0.45.7-8.03.6————————0.4%
20256.55.07.03.4-6.94.9-19.112.5-3.7-15.213.4-0.21.7%
20240.511.78.5-1.7-3.5-3.75.53.8-3.9-9.17.3-17.9-6.3%
2023-4.4-7.8-12.1-0.9-2.313.95.2-6.44.08.1-15.014.4-8.0%
20220.43.21.23.08.7-1.44.52.9-1.716.41.81.146.7%
20214.3-3.315.73.04.0-8.1-3.2-7.8-5.06.7-10.220.312.3%
2020-5.9-4.9-3.110.50.8-4.9-8.02.7-4.5-1.425.3-0.51.8%
20195.2-12.7-7.8-1.2-6.86.47.9-9.4-1.417.612.02.37.7%
20182.6-6.0-14.42.4-1.40.35.65.010.62.74.5-15.0-6.5%
20179.61.8-1.66.73.13.83.74.92.75.57.4-4.152.3%
2016———0.9-7.5-0.10.8-0.51.6-8.813.4-1.0-2.8%

Risk X-RayiA 19-factor macroeconomic risk decomposition showing exactly which market forces (equity beta, rates, inflation, credit, commodity, crypto) drive this asset's volatility. Powered by multivariate regression against daily factor returns.

Risk Profile Insight: This asset has an estimated annualized volatility of 31.5%. The dominant macroeconomic risk driver is VTV.US, accounting for 31.6% of variance. Idiosyncratic stock-specific factors contribute 23.7%.

10-Year Historical Price Series (Growth of $10,000)
DateSimulated Value
2016-03-0110000
2016-04-0110094.727560601881
2016-05-019334.738594345685
2016-06-019326.000889715178
2016-07-019396.675845508453
2016-08-019345.668697492054
2016-09-019495.772258425586
2016-10-018658.555057903237
2016-11-019817.83958658539
2016-12-019719.468658268052
2017-01-0110654.331302507942
2017-02-0110849.60624522655
2017-03-0110676.81335274337
2017-04-0111396.908638369045
2017-05-0111751.128487308804
2017-06-0112200.091841566918
2017-07-0112649.788652783072
2017-08-0113269.304666859065
2017-09-0113624.983457356655
2017-10-0114374.233657064227
2017-11-0115431.782922251969
2017-12-0114802.062289629397
2018-01-0115185.437052651047
2018-02-0114277.297753230001
2018-03-0112228.449519824864
2018-04-0112525.882261024575
2018-05-0112347.27751938479
2018-06-0112389.56290748716
2018-07-0113079.937241595939
2018-08-0113730.21061375997
2018-09-0115181.674099561997
2018-10-0115587.004737175264
2018-11-0116284.673779073195
2018-12-0113845.395245604439
2019-01-0114566.391407711184
2019-02-0112716.884019726804
2019-03-0111726.83671175301
2019-04-0111582.457304035448
2019-05-0110793.472870862146
2019-06-0111488.391449167446
2019-07-0112390.400005102309
2019-08-0111227.344550972866
2019-09-0111068.375727676997
2019-10-0113013.128879548827
2019-11-0114577.967271874953
2019-12-0114911.211846286555
2020-01-0114028.16155824525
2020-02-0113339.804230771071
2020-03-0112922.435332216139
2020-04-0114279.003837893257
2020-05-0114391.32639312974
2020-06-0113686.051721471315
2020-07-0112594.962745169947
2020-08-0112936.29129083641
2020-09-0112355.736191476912
2020-10-0112177.777210854525
2020-11-0115253.401406642886
2020-12-0115183.388156583493
2021-01-0115830.31313828693
2021-02-0115308.833213482214
2021-03-0117706.12133610346
2021-04-0118238.611087636946
2021-05-0118959.336189563546
2021-06-0117432.98834281778
2021-07-0116875.592944144064
2021-08-0115563.72545111589
2021-09-0114787.161952079749
2021-10-0115780.80479361956
2021-11-0114176.941707711023
2021-12-0117049.621552154367
2022-01-0117111.247881345796
2022-02-0117654.739487249808
2022-03-0117874.784547018575
2022-04-0118409.666006023912
2022-05-0120014.30241068168
2022-06-0119744.063383436944
2022-07-0120631.17160182216
2022-08-0121237.309998772256
2022-09-0120871.203363697387
2022-10-0124300.47339863226
2022-11-0124739.000935954857
2022-12-0125008.897151795296
2023-01-0123901.63226062596
2023-02-0122047.13417638364
2023-03-0119369.498076269956
2023-04-0119199.70279048483
2023-05-0118753.99215838843
2023-06-0121369.87437157886
2023-07-0122474.165573124857
2023-08-0121039.348371326934
2023-09-0121883.015209665053
2023-10-0123652.3525631929
2023-11-0120109.093750149477
2023-12-0123014.197175552923
2024-01-0123129.477475696265
2024-02-0125833.996367793585
2024-03-0128029.432352148626
2024-04-0127554.805976717525
2024-05-0126596.28137322276
2024-06-0125616.98877651407
2024-07-0127019.613595740844
2024-08-0128037.88305188251
2024-09-0126950.038825384625
2024-10-0124489.498012491087
2024-11-0126277.921191644335
2024-12-0121571.48733909788
2025-01-0122983.073088985864
2025-02-0124126.723823160337
2025-03-0125827.06838848345
2025-04-0126693.727507984317
2025-05-0124856.784556585408
2025-06-0126076.10094281108
2025-07-0121090.897639703617
2025-08-0123732.578404157106
2025-09-0122851.95171302061
2025-10-0119376.394166147136
2025-11-0121982.271069746974
2025-12-0121942.32158260878
2026-01-0121853.03117032625
2026-02-0123105.488649753574
2026-03-0121266.265603898162
2026-04-0122033.206466539214
Annual Return Matrix
YearAnnual Return
20170.5229291651697174
2018-0.06463065924909783
20190.07697986094116627
20200.018253131476012152
20210.1229128423988608
20220.46683004518861027
2023-0.07975961371408113
2024-0.06268781941207902
20250.01719094458724557
20260.004141990335355894
Total Factor Risk
0.3152990225925045
VTI.US Exposure
0.17666999053650326
VEA.US Exposure
-0.03238593423556382
VWO.US Exposure
0.006278955595677472
QQQ.US Exposure
0.007719258827480867
VTV.US Exposure
0.3158298180333096
IJR.US Exposure
0.015073444908908523
QUAL.US Exposure
0.09701006992583668
SHV.US Exposure
0.0033728168163952264
TLT.US Exposure
-0.00470761319282469
LQD.US Exposure
0.06655731371199401
HYG.US Exposure
0.04101881231858389
GLD.US Exposure
0.010206516976156219
USO.US Exposure
0.0021760519778112005
VNQ.US Exposure
0.005430801253665482
BTC-USD.CC Exposure
0.003141740384270266
CPER.US Exposure
-0.006078568034596668
VIX.INDX Exposure
0.01503627869409672
UUP.US Exposure
0.029038851487048767
TIP.US Exposure
0.011590959618420141
Idiosyncratic Exposure
0.237020434396827
Value Score
45.1
Growth Score
50
Profit Score
37.5
Health Score
23.6
Yield Score
27.1
Moat Score
40

Factor Risk Decomposition

Share of annualised volatility attributable to each macro factor.

Total Est. Vol
31.5%

FundamentalsiCompany financial health metrics: P/E valuation, dividend yield, Piotroski F-Score (9-point profitability signal), Altman Z-Score (bankruptcy risk proxy), and a radar chart across 6 fundamental dimensions. Note: ETFs may show N/A for some metrics.

Fundamental Dimensions

Core Valuation

P/E Ratio (TTM)P/E RatioPrice-to-Earnings ratio — the market price of a stock divided by its earnings per share, a key valuation measure.Click for full definition →12.2x
Dividend YieldDividend YieldAnnual dividend paid per share divided by the current share price — expressed as a percentage income return.Click for full definition →2.26%
Market Cap$72.1B
Piotroski F-ScorePiotroski F-ScoreA 9-point scoring system evaluating a company's financial strength across profitability, leverage, and operating efficiency.Click for full definition →
9-point profitability signal
0.0/ 9
Weak
Altman Z-ScoreAltman Z-ScoreA bankruptcy prediction model that combines 5 financial ratios into a single score indicating financial distress risk.Click for full definition →
Bankruptcy risk proxy
1.18
Distress Zone
Income Simulation

Based on $10,000 initial investment.

Total Income Generated
$124
Avg Yield on Cost
1.24%
Annual Income Simulation Table
Historical Realised Yields
YearAnnual PayoutYield on CostQuality
2026$124.371.24%Solid

Momentum & MacroiPrice momentum indicators relative to key technical levels: distance from 50-Day SMA (intermediate trend), 200-Day SMA (long-term trend), 52-Week High (bullish proximity), and Beta (market sensitivity coefficient).

vs 50-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
+0.1%
Above/below 50-day moving average
vs 200-Day SMAMoving Averages (SMA)A rolling average of an asset's price over a defined window — used to identify trends and momentum signals.Click for full definition →
-2.2%
Above/below 200-day moving average
vs 52-Week High52-Week HighThe highest price an asset reached in the past 52 weeks — a key reference for momentum and valuation context.Click for full definition →
17.5% from high
Distance from 52-week high
BetaBetaA measure of an asset's sensitivity to broad market movements relative to a benchmark (e.g. S&P 500).Click for full definition →
0.27
Market sensitivity coefficient

Frequently Asked Questions & Methodology

Is Cigna Corp a high-risk investment?

Cigna Corp (CI.US) has an annualized volatility of 31.5% and experienced a maximum drawdown of 33.7% over the last 10 years. Its primary macro risk driver is VTV.US.

What is the 10-year return of CI.US?

Over the past 10 years, CI.US has generated a Compound Annual Growth Rate (CAGR) of 9.0%. It has had a positive return in 70% of the years measured.

Data Methodology & Trust

The risk and return information on this page is pre-calculated mathematically using daily market data spanning a 10-year period. Fundamentals (such as P/E Ratio, Market Cap, and Dividend Yield) represent trailing averages and may not immediately reflect real-time live market fluctuations. Advanced scoring models like the Piotroski F-Score and Altman Z-Score are proxies applied to publicly available trailing-twelve-month financial statements and may not account for recent off-balance-sheet events, qualitative company shifts, or sector-specific capital structures. Macroeconomic factor exposures are estimated via multivariate regression against standard market indices. This data is provided for quantitative insight and backtesting research, and should not be misconstrued as tailored financial advice.

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