C vs. BK

Last updated Apr 1, 2026

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

Performance

C vs. BK - Performance Comparison

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

C vs. BK - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
C Citigroup Inc.	-2.30%	70.38%	41.93%	18.98%	-22.09%	0.93%	-19.70%	57.82%	-28.49%	27.03%
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%

Fundamentals

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

Returns By Period

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

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%

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%

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

Return for Risk

C vs. BK — Risk / Return Rank

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

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

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

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. BK - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and The Bank of New York Mellon Corporation (BK). 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.

	C	BK	Difference
Sharpe ratio Return per unit of total volatility	1.94	1.89	+0.06
Sortino ratio Return per unit of downside risk	2.36	2.37	-0.01
Omega ratio Gain probability vs. loss probability	1.35	1.35	0.00
Calmar ratio Return relative to maximum drawdown	3.45	3.59	-0.14
Martin ratio Return relative to average drawdown	11.28	11.09	+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.

C vs. BK - Sharpe Ratio Comparison

The current C Sharpe Ratio is 1.94, which is comparable to the BK Sharpe Ratio of 1.89. The chart below compares the historical Sharpe Ratios of C and BK, 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

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

Correlation

The correlation between C and BK 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

C vs. BK - Dividend Comparison

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

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
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%

Drawdowns

C vs. BK - Drawdown Comparison

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

Drawdown Indicators

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

Volatility

C vs. BK - Volatility Comparison

Citigroup Inc. (C) has a higher volatility of 9.95% compared to The Bank of New York Mellon Corporation (BK) at 5.35%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than BK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

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

Financials

C vs. BK - Profitability Comparison

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

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 - 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 - 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 - 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 - 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%.

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%.