C vs. AIPI

Last updated Jun 13, 2026

C (Citigroup Inc.) is a stock, while AIPI (REX AI Equity Premium Income ETF) is Derivative Income fund actively managed by REX. Over the past year, C returned 87.27% vs 23.12% for AIPI. At a 0.45 correlation, their price movements are largely independent.

Performance

C vs. AIPI - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Citigroup Inc. (C) and REX AI Equity Premium Income ETF (AIPI). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, C achieves a 21.02% return, which is significantly higher than AIPI's 6.90% return.

C

• 1D: 1.27%
• 1M: 13.30%
• YTD: 21.02%
• 6M: 26.32%
• 1Y: 87.27%
• 3Y*: 46.87%
• 5Y*: 16.80%
• 10Y*: 16.22%

AIPI

• 1D: -0.32%
• 1M: 2.47%
• YTD: 6.90%
• 6M: 6.01%
• 1Y: 23.12%
• 3Y*: —
• 5Y*: —
• 10Y*: —

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

C vs. AIPI - Yearly Performance Comparison

	2026 (YTD)	2025	2024
C Citigroup Inc.	21.02%	70.38%	15.79%
AIPI REX AI Equity Premium Income ETF	6.90%	16.38%	15.79%

Correlation

The correlation between C and AIPI is 0.43, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.43
Correlation (All Time) Calculated using the full available price history since Jun 4, 2024	0.45

Return for Risk

C vs. AIPI — Risk / Return Rank

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

C

C Risk / Return Rank: 94
C Sharpe Ratio Rank: 95
C Sortino Ratio Rank: 94
C Omega Ratio Rank: 92
C Calmar Ratio Rank: 94
C Martin Ratio Rank: 94

AIPI

AIPI Risk / Return Rank: 40
AIPI Sharpe Ratio Rank: 45
AIPI Sortino Ratio Rank: 41
AIPI Omega Ratio Rank: 44
AIPI Calmar Ratio Rank: 36
AIPI Martin Ratio Rank: 36

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.

C vs. AIPI - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and REX AI Equity Premium Income ETF (AIPI). 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.

	C	AIPI	Difference
Sharpe ratio: Return per unit of total volatility	2.93	1.38	+1.55
Sortino ratio: Return per unit of downside risk	3.57	1.85	+1.71
Omega ratio: Gain probability vs. loss probability	1.45	1.25	+0.20
Calmar ratio: Return relative to maximum drawdown	5.64	1.57	+4.07
Martin ratio: Return relative to average drawdown	16.25	4.82	+11.42

C vs. AIPI - Sharpe Ratio Comparison

The current C Sharpe Ratio is 2.93, which is higher than the AIPI Sharpe Ratio of 1.38. The chart below compares the historical Sharpe Ratios of C and AIPI, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

C vs. AIPI - Drawdown Comparison

The maximum C drawdown since its inception was -98.00%, which is greater than AIPI's maximum drawdown of -25.25%. Use the drawdown chart below to compare losses from any high point for C and AIPI.

Drawdown Indicators

	C	AIPI	Difference
Max Drawdown Largest peak-to-trough decline	-98.00%	-25.25%	-72.75%
Max Drawdown (1Y) Largest decline over 1 year	-14.76%	-14.40%	-0.36%
Max Drawdown (3Y) Largest decline over 3 years	-31.31%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-44.31%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-56.51%	—	—
Current Drawdown Current decline from peak	-62.68%	-4.20%	-58.48%
Average Drawdown Average peak-to-trough decline	-43.51%	-4.64%	-38.87%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.12%	4.67%	+0.45%

Volatility

C vs. AIPI - Volatility Comparison

Citigroup Inc. (C) has a higher volatility of 8.30% compared to REX AI Equity Premium Income ETF (AIPI) at 5.30%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than AIPI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	C	AIPI	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.30%	5.30%	+3.00%
Volatility (6M) Calculated over the trailing 6-month period	23.09%	13.53%	+9.56%
Volatility (1Y) Calculated over the trailing 1-year period	28.37%	16.36%	+12.01%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.20%	21.42%	+7.78%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.23%	21.42%	+11.81%

Dividends

C vs. AIPI - Dividend Comparison

C's dividend yield for the trailing twelve months is around 1.72%, less than AIPI's 36.97% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
AIPI REX AI Equity Premium Income ETF	36.97%	37.84%	18.13%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%
C Citigroup Inc.	1.72%	1.99%	3.10%	4.04%	4.51%	3.38%	3.31%	2.40%	2.96%	1.29%	0.71%	0.31%

Frequently Asked Questions

Can I hold both C and AIPI in my portfolio?

C and AIPI have a correlation of 0.43, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, C or AIPI?

C has higher volatility (8.30%) compared to AIPI (5.30%). In terms of maximum drawdown, C dropped -98.00% vs AIPI's -25.25%.

Which has better risk-adjusted returns?

C currently has the higher Sharpe Ratio (2.93 vs 1.38), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.