Citizens Financial Group (CFG): analysis and statistics
Return, volatility, Sharpe ratio and risk for Citizens Financial Group, a component of the S&P 500 in the Financials sector. Data as of 2026-09-13.
| Last close price | $70.48 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +42.59% |
| Total return over period | +187.90% |
| Annualized volatility | 31.37% |
| Period volatility | 54.15% |
| Sharpe ratio | 1.23 |
| Sortino ratio | 1.87 |
| Max drawdown | -29.08% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.35% |
| Correlation with the S&P 500 | 0.57 |
| Period range | $20.40 – $74.73 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Citizens Financial Group (CFG) has posted an annualized return of +42.59% with annual volatility of 31.37%, a Sharpe ratio of 1.23. 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 stocks, try the optimizer.
Optimize a portfolio with CFG →
Other Financials stocks
Is it part of the S&P 500?
Yes, Citizens Financial Group (CFG) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio