Cigna Corp Sortino Ratio
| CI Stock | | | USD 288.06 4.02 1.42% |
The Sortino Ratio measures risk-adjusted return using only downside deviation rather than total volatility. Unlike the Sharpe Ratio, which penalizes both upside and downside volatility equally, the Sortino Ratio penalizes only returns below a target threshold, making it a more targeted measure of harmful volatility. Below is Cigna Corp's current Sortino Ratio with peer comparisons and related risk metrics.
Current Sortino Ratio Value
The Sortino Ratio of 0.0596 for Cigna Corp indicates its current reading on this measure. This reflects Cigna Corp's positioning relative to its own recent range within Health Care Providers & Services.
Sortino Ratio | = | ER[a] - ER[b]DD |
| = | 0.0596 | |
| ER[a] | = | Expected return on investing in Cigna Corp |
| ER[b] | = | Expected return on market index or selected benchmark |
| DD | = | Downside Deviation |
Sortino Ratio Peers Comparison
Relative to peers, Cigna Corp's Sortino Ratio is below the group average of 0.16. Peer readings range from 0.0828 (Elevance Health) to 0.2307 (Humana Inc), reflecting moderate dispersion across the sector. Cigna Corp's risk-adjusted return trails the peer average, indicating less efficient compensation for the risk incurred.
Sortino Ratio Relative To Other Indicators
The chart below plots Sortino Ratio against Maximum Drawdown for Cigna Corp and its peers. Each point represents one equity — position along the horizontal axis shows Sortino Ratio while the vertical axis shows Maximum Drawdown. Equities that cluster in different quadrants carry distinct risk-return profiles. Use the dropdowns to swap in other indicators for either axis.
At
0.06 for Sortino Ratio and
8.44 for Maximum Drawdown, Cigna Corp's cross-indicator ratio sits almost
141.58 . This indicates Maximum Drawdown substantially exceeds Sortino Ratio for Cigna Corp.
Methodology, Assumptions & Data Sources
Cigna Corp has a current Sortino Ratio reading of 0.0596. Cigna Corp's Sortino Ratio is computed from historical closing prices over the selected time horizon, applying the indicator's defined mathematical transformation to raw price data. Price data is sourced from standardized end-of-day feeds across supported exchanges, normalized for corporate actions. Cigna Corp operates in the health care sector, which may exhibit distinct volatility and momentum characteristics relative to the broader market. Values are specific to the selected time horizon and may differ across measurement periods. This indicator does not constitute investment advice.
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