Citigroup (C): analysis and statistics
Return, volatility, Sharpe ratio and risk for Citigroup, an S&P 500 component in the Financials sector. Data as of 2026-07-30.
| Last close price | $132.34 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +45.52% |
| Total return over period | +206.35% |
| Annualized volatility | 28.93% |
| Sharpe ratio | 1.45 |
| Sortino ratio | 2.13 |
| Max drawdown | -31.31% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.13% |
| Correlation with the S&P 500 | 0.64 |
| Period range | $35.06 – $145.67 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Citigroup (C) has posted an annualized return of +45.52% with annual volatility of 28.93%, a Sharpe ratio of 1.45. 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 S&P 500 stocks, try the optimizer.
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Information for educational purposes only. Not financial advice or a recommendation to buy or sell. Past performance does not guarantee future results.