Citigroup (C): analysis and statistics
Return, volatility, Sharpe ratio and risk for Citigroup, a component of the S&P 500 in the Financials. Data as of 2026-10-29.
| Last close price | $124.11 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +52.74% |
| Total return over period | +253.96% |
| Annualized volatility | 29.21% |
| Period volatility | 50.45% |
| Period T-bill | 12.40% |
| Sharpe ratio | 4.79 |
| Sortino ratio | 7.02 |
| Max drawdown | -31.31% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.24% |
| Correlation with the S&P 500 | 0.64 |
| Period range | $35.70 – $145.67 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Citigroup (C) has posted an annualized return of +52.74% with annual volatility of 29.21%, a Sharpe ratio of 4.79. Its worst stretch (max drawdown from a peak) was -31.31%. Its correlation with the S&P 500 is 0.64, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how C would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Citigroup (C) is of the S&P 500.
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