CI vs TDAY: Correlation
How closely do Cigna (CI) and USA TODAY Co., Inc. (TDAY) trade together? Their weekly returns over three years give a correlation of -0.21, which is negative.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are CI and TDAY?
On 3 years of weekly data the CI/TDAY correlation comes out at -0.21, negative, meaning they tend to move in opposite directions. The link has loosened recently: the 1-year correlation (-0.56) runs below the 3-year figure (-0.21). The 5-year figure is -0.14, and annualized covariance runs at -330.9 %².
Among the 30 assets we track against CI, TDAY ranks #21 by 3-year correlation. Correlation aside, the last 12 months split them widely, with TDAY ahead by 61.5 points (-5.4% versus +56.1%). Risk is not evenly split, since TDAY carries 2.2 times the volatility of the other side.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
CI vs TDAY: side by side
| CI (Cigna) | TDAY (USA TODAY Co., Inc.) | |
|---|---|---|
| 1-year return | -5.4% | +56.1% |
| 5-year return | +46.7% | -0.3% |
| Volatility (ann.) | 26.7% | 58.6% |
| Beta vs S&P 500 | 0.22 | 0.79 |
| Max drawdown (3Y) | -32.1% | -54.6% |
| Market cap | $73.4B | $0.9B |
| P/E (trailing) | 11.6 | – |
| Dividend yield | 2.19% | 0.00% |
| Sector / category | Health Care | US Listed |
Year-by-year returns
| Year | CI | TDAY |
|---|---|---|
| 2022 | +46.7% | -61.9% |
| 2023 | -8.0% | +13.3% |
| 2024 | -6.3% | +120.0% |
| 2025 | +1.7% | +1.8% |
| 2026 | +2.0% | +24.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are CI and TDAY good diversifiers for each other?
Yes. With a correlation of -0.21, CI and TDAY have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
FAQ
What is the correlation between CI and TDAY?
Using weekly returns as of 2026-08-27: -0.21 over 3 years, with -0.56 over the last year and -0.14 over 5 years.
Is TDAY a good diversifier for CI?
Yes. With a correlation of -0.21, CI and TDAY have moved largely independently, which makes them a genuinely diversifying pair by historical standards.
What does a correlation of -0.21 mean?
A reading of -0.21 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/ci-vs-tday.json
Markdown for the live badge, attribution link included:
[](https://www.pairbook.io/pair/ci-vs-tday/)
Free with attribution; caching and terms are described in the API documentation.
Related comparisons
Hubs: CI correlations · TDAY correlations
