BK vs. C

Last updated Apr 1, 2026

Compare and contrast key facts about The Bank of New York Mellon Corporation (BK) and Citigroup Inc. (C).

Performance

BK vs. C - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in The Bank of New York Mellon Corporation (BK) and Citigroup Inc. (C). The values are adjusted to include any dividend payments, if applicable.

BK vs. C - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
BK The Bank of New York Mellon Corporation	2.64%	54.45%	51.90%	18.52%	-19.14%	40.55%	-12.91%	9.56%	-10.85%	15.68%
C Citigroup Inc.	-2.30%	70.38%	41.93%	18.98%	-22.09%	0.93%	-19.70%	57.82%	-28.49%	27.03%

Fundamentals

Market Cap BK : $83.60B C : $211.24B
EPS BK : $7.82 C : $7.64
PE Ratio BK : 15.18 C : 14.85
PEG Ratio BK : 0.98 C : 0.66
PS Ratio BK : 2.15 C : 1.44
PB Ratio BK : 2.12 C : 1.10
Total Revenue (TTM) BK : $39.24B C : $147.32B
Gross Profit (TTM) BK : $19.86B C : $77.20B
EBITDA (TTM) BK : $8.36B C : $23.10B

Returns By Period

In the year-to-date period, BK achieves a 2.64% return, which is significantly higher than C's -2.30% return. Over the past 10 years, BK has outperformed C with an annualized return of 15.29%, while C has yielded a comparatively lower 13.63% annualized return.

BK

• 1D: 3.00%
• 1M: -0.39%
• YTD: 2.64%
• 6M: 9.90%
• 1Y: 44.42%
• 3Y*: 41.57%
• 5Y*: 23.54%
• 10Y*: 15.29%

C

• 1D: 5.72%
• 1M: 2.92%
• YTD: -2.30%
• 6M: 12.99%
• 1Y: 63.91%
• 3Y*: 38.99%
• 5Y*: 13.06%
• 10Y*: 13.63%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

BK vs. C — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

BK

BK Risk / Return Rank: 89
BK Sharpe Ratio Rank: 90
BK Sortino Ratio Rank: 85
BK Omega Ratio Rank: 88
BK Calmar Ratio Rank: 89
BK Martin Ratio Rank: 91

C

C Risk / Return Rank: 88
C Sharpe Ratio Rank: 90
C Sortino Ratio Rank: 85
C Omega Ratio Rank: 87
C Calmar Ratio Rank: 89
C Martin Ratio Rank: 91

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

BK vs. C - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for The Bank of New York Mellon Corporation (BK) and Citigroup Inc. (C). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

	BK	C	Difference
Sharpe ratio Return per unit of total volatility	1.89	1.94	-0.06
Sortino ratio Return per unit of downside risk	2.37	2.36	+0.01
Omega ratio Gain probability vs. loss probability	1.35	1.35	0.00
Calmar ratio Return relative to maximum drawdown	3.59	3.45	+0.14
Martin ratio Return relative to average drawdown	11.09	11.28	-0.19
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

BK vs. C - Sharpe Ratio Comparison

The current BK Sharpe Ratio is 1.89, which is comparable to the C Sharpe Ratio of 1.94. The chart below compares the historical Sharpe Ratios of BK and C, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

Sharpe Ratios by Period

	BK	C	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.89	1.94	-0.06
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.96	0.45	+0.51
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.57	0.41	+0.15
Sharpe Ratio (All Time) Calculated using the full available price history	0.35	0.15	+0.20

Correlation

The correlation between BK and C is 0.50, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.

Dividends

BK vs. C - Dividend Comparison

BK's dividend yield for the trailing twelve months is around 1.74%, less than C's 2.08% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
BK The Bank of New York Mellon Corporation	1.74%	1.72%	2.32%	3.04%	3.12%	2.24%	2.92%	2.34%	2.21%	1.60%	1.52%	1.65%
C Citigroup Inc.	2.08%	1.99%	3.10%	4.04%	4.51%	3.38%	3.31%	2.40%	2.96%	1.29%	0.71%	0.31%

Drawdowns

BK vs. C - Drawdown Comparison

The maximum BK drawdown since its inception was -72.28%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for BK and C.

Drawdown Indicators

	BK	C	Difference
Max Drawdown Largest peak-to-trough decline	-72.28%	-98.00%	+25.72%
Max Drawdown (1Y) Largest decline over 1 year	-12.95%	-18.99%	+6.04%
Max Drawdown (5Y) Largest decline over 5 years	-40.45%	-47.80%	+7.35%
Max Drawdown (10Y) Largest decline over 10 years	-50.49%	-56.51%	+6.02%
Current Drawdown Current decline from peak	-7.04%	-69.87%	+62.83%
Average Drawdown Average peak-to-trough decline	-18.77%	-43.42%	+24.65%
Ulcer Index Depth and duration of drawdowns from previous peaks	4.19%	5.80%	-1.61%

Volatility

BK vs. C - Volatility Comparison

The current volatility for The Bank of New York Mellon Corporation (BK) is 5.35%, while Citigroup Inc. (C) has a volatility of 9.95%. This indicates that BK experiences smaller price fluctuations and is considered to be less risky than C based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	BK	C	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.35%	9.95%	-4.60%
Volatility (6M) Calculated over the trailing 6-month period	15.87%	22.66%	-6.79%
Volatility (1Y) Calculated over the trailing 1-year period	23.69%	33.08%	-9.39%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	24.62%	28.91%	-4.29%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	27.11%	33.25%	-6.14%

Financials

BK vs. C - Profitability Comparison

The chart below illustrates the profitability comparison between The Bank of New York Mellon Corporation and Citigroup Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

BK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, The Bank of New York Mellon Corporation reported a gross profit of 5.21B and revenue of 8.87B. Therefore, the gross margin over that period was 58.7%.

C - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Citigroup Inc. reported a gross profit of 19.87B and revenue of 19.87B. Therefore, the gross margin over that period was 100.0%.

BK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, The Bank of New York Mellon Corporation reported an operating income of 1.85B and revenue of 8.87B, resulting in an operating margin of 20.8%.

C - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Citigroup Inc. reported an operating income of 3.81B and revenue of 19.87B, resulting in an operating margin of 19.2%.

BK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, The Bank of New York Mellon Corporation reported a net income of 1.46B and revenue of 8.87B, resulting in a net margin of 16.5%.

C - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Citigroup Inc. reported a net income of 2.47B and revenue of 19.87B, resulting in a net margin of 12.4%.