Citigroup (C): analysis and statistics
Return, volatility, Sharpe ratio and risk for Citigroup, a component of the S&P 500 in the Financials sector. Data as of 2026-09-13.
| Last close price | $138.82 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +53.31% |
| Total return over period | +257.32% |
| Annualized volatility | 29.02% |
| Period volatility | 50.09% |
| Sharpe ratio | 1.70 |
| Sortino ratio | 2.51 |
| Max drawdown | -31.31% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.16% |
| Correlation with the S&P 500 | 0.65 |
| Period range | $35.06 – $145.67 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Citigroup (C) has posted an annualized return of +53.31% with annual volatility of 29.02%, a Sharpe ratio of 1.70. Its worst stretch (max drawdown from a peak) was -31.31%. Its correlation with the S&P 500 is 0.65, 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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