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C vs. BAC
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between C and BAC is 0.61, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

C vs. BAC - Performance Comparison

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

1,000.00%1,500.00%2,000.00%2,500.00%NovemberDecember2025FebruaryMarchApril
925.22%
2,040.73%
C
BAC

Key characteristics

Sharpe Ratio

C:

0.46

BAC:

0.26

Sortino Ratio

C:

0.83

BAC:

0.55

Omega Ratio

C:

1.12

BAC:

1.08

Calmar Ratio

C:

0.18

BAC:

0.27

Martin Ratio

C:

1.63

BAC:

0.87

Ulcer Index

C:

9.64%

BAC:

8.63%

Daily Std Dev

C:

33.83%

BAC:

28.65%

Max Drawdown

C:

-98.00%

BAC:

-93.45%

Current Drawdown

C:

-82.36%

BAC:

-16.57%

Fundamentals

Market Cap

C:

$123.83B

BAC:

$292.95B

EPS

C:

$6.33

BAC:

$3.35

PE Ratio

C:

10.47

BAC:

11.57

PEG Ratio

C:

0.97

BAC:

1.47

PS Ratio

C:

1.72

BAC:

3.01

PB Ratio

C:

0.64

BAC:

1.07

Total Revenue (TTM)

C:

$57.03B

BAC:

$76.07B

Gross Profit (TTM)

C:

$57.03B

BAC:

$50.94B

EBITDA (TTM)

C:

$19.96B

BAC:

$38.22B

Returns By Period

In the year-to-date period, C achieves a -2.50% return, which is significantly higher than BAC's -9.37% return. Over the past 10 years, C has underperformed BAC with an annualized return of 5.45%, while BAC has yielded a comparatively higher 12.17% annualized return.


C

YTD

-2.50%

1M

-8.47%

6M

9.91%

1Y

12.88%

5Y*

13.92%

10Y*

5.45%

BAC

YTD

-9.37%

1M

-8.55%

6M

-6.09%

1Y

5.84%

5Y*

15.16%

10Y*

12.17%

*Annualized

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Risk-Adjusted Performance

C vs. BAC — Risk-Adjusted Performance Rank

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

C
The Risk-Adjusted Performance Rank of C is 6666
Overall Rank
The Sharpe Ratio Rank of C is 7070
Sharpe Ratio Rank
The Sortino Ratio Rank of C is 6262
Sortino Ratio Rank
The Omega Ratio Rank of C is 6363
Omega Ratio Rank
The Calmar Ratio Rank of C is 6161
Calmar Ratio Rank
The Martin Ratio Rank of C is 7171
Martin Ratio Rank

BAC
The Risk-Adjusted Performance Rank of BAC is 6060
Overall Rank
The Sharpe Ratio Rank of BAC is 6363
Sharpe Ratio Rank
The Sortino Ratio Rank of BAC is 5454
Sortino Ratio Rank
The Omega Ratio Rank of BAC is 5555
Omega Ratio Rank
The Calmar Ratio Rank of BAC is 6565
Calmar Ratio Rank
The Martin Ratio Rank of BAC is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

C vs. BAC - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and Bank of America Corporation (BAC). 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.


The chart of Sharpe ratio for C, currently valued at 0.46, compared to the broader market-2.00-1.000.001.002.003.00
C: 0.46
BAC: 0.26
The chart of Sortino ratio for C, currently valued at 0.83, compared to the broader market-6.00-4.00-2.000.002.004.00
C: 0.83
BAC: 0.55
The chart of Omega ratio for C, currently valued at 1.12, compared to the broader market0.501.001.502.00
C: 1.12
BAC: 1.08
The chart of Calmar ratio for C, currently valued at 0.18, compared to the broader market0.001.002.003.004.005.00
C: 0.18
BAC: 0.27
The chart of Martin ratio for C, currently valued at 1.63, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
C: 1.63
BAC: 0.87

The current C Sharpe Ratio is 0.46, which is higher than the BAC Sharpe Ratio of 0.26. The chart below compares the historical Sharpe Ratios of C and BAC, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.46
0.26
C
BAC

Dividends

C vs. BAC - Dividend Comparison

C's dividend yield for the trailing twelve months is around 3.24%, more than BAC's 2.58% yield.


TTM20242023202220212020201920182017201620152014
C
Citigroup Inc.
3.24%3.10%4.04%4.51%3.38%3.31%2.40%2.96%1.29%0.71%0.31%0.07%
BAC
Bank of America Corporation
2.58%2.28%2.73%2.60%1.75%2.38%1.87%2.19%1.32%1.13%1.19%0.67%

Drawdowns

C vs. BAC - Drawdown Comparison

The maximum C drawdown since its inception was -98.00%, roughly equal to the maximum BAC drawdown of -93.45%. Use the drawdown chart below to compare losses from any high point for C and BAC. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%NovemberDecember2025FebruaryMarchApril
-82.36%
-16.57%
C
BAC

Volatility

C vs. BAC - Volatility Comparison

Citigroup Inc. (C) has a higher volatility of 20.22% compared to Bank of America Corporation (BAC) at 18.10%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than BAC based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.22%
18.10%
C
BAC

Financials

C vs. BAC - Financials Comparison

This section allows you to compare key financial metrics between Citigroup Inc. and Bank of America Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items