Citizens Financial Group (CFG): analysis and statistics
Return, volatility, Sharpe ratio and risk for Citizens Financial Group, an S&P 500 component in the Financials sector. Data as of 2026-07-30.
| Last close price | $71.74 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +36.40% |
| Total return over period | +152.55% |
| Annualized volatility | 31.75% |
| Sharpe ratio | 1.03 |
| Sortino ratio | 1.55 |
| Max drawdown | -29.08% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.41% |
| Correlation with the S&P 500 | 0.57 |
| Period range | $20.40 – $74.40 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Citizens Financial Group (CFG) has posted an annualized return of +36.40% with annual volatility of 31.75%, a Sharpe ratio of 1.03. Its worst stretch (max drawdown from a peak) was -29.08%. Its correlation with the S&P 500 is 0.57, 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 CFG would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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