C vs. BNY
C (Citigroup Inc.) and BNY (The Bank of New York Mellon Corporation) are both stocks. Both operate in the Banks - Diversified industry within the Financial Services sector. Over the past 10 years, C returned 14.64%/yr vs 17.86%/yr for BNY. At a 0.50 correlation, their price movements are largely independent.
Performance
C vs. BNY - Performance Comparison
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Returns By Period
In the year-to-date period, C achieves a 11.41% return, which is significantly lower than BNY's 36.32% return. Over the past 10 years, C has underperformed BNY with an annualized return of 14.64%, while BNY has yielded a comparatively higher 17.86% annualized return.
C
- 1D
- -0.49%
- 1M
- -10.02%
- 6M
- 10.13%
- YTD
- 11.41%
- 1Y
- 40.86%
- 3Y*
- 44.52%
- 5Y*
- 17.65%
- 10Y*
- 14.64%
- ALL TIME*
- 6.02%
BNY
- 1D
- -0.13%
- 1M
- 9.26%
- 6M
- 30.43%
- YTD
- 36.32%
- 1Y
- 61.76%
- 3Y*
- 55.66%
- 5Y*
- 29.20%
- 10Y*
- 17.86%
- ALL TIME*
- 11.65%
C vs. BNY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 11.41% | 70.38% | 41.93% | 18.98% | -22.09% | 0.93% | -19.70% | 57.82% | -28.49% | 27.03% |
BNY The Bank of New York Mellon Corporation | 36.32% | 54.45% | 51.90% | 18.52% | -19.14% | 40.55% | -12.91% | 9.56% | -10.85% | 15.68% |
Correlation
The correlation between C and BNY is 0.56, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.59 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.70 |
Correlation (All Time) Calculated using the full available price history since Jan 3, 1977 | 0.50 |
The correlation between C and BNY shifts across timeframes, from 0.50 (all time) to 0.70 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
C:
$220.76B
BNY:
$107.71B
C:
$9.84
BNY:
$8.98
C:
13.08
BNY:
17.48
C:
1.52
BNY:
3.06
C:
$153.60B
BNY:
$35.99B
C:
$83.82B
BNY:
$21.25B
C:
$28.05B
BNY:
$9.39B
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Return for Risk
C vs. BNY — Risk / Return Rank
C
BNY
C vs. BNY - 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 (BNY). 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 | BNY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.52 | ||
| Sortino ratioReturn per unit of downside risk | -1.67 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.47 | -0.23 |
| Calmar ratioReturn relative to maximum drawdown | 2.78 | 6.12 | -3.33 |
| Martin ratioReturn relative to average drawdown | 7.68 | 17.19 | -9.51 |
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Drawdowns
C vs. BNY - Drawdown Comparison
The maximum C drawdown since its inception was -98.00%, which is greater than BNY's maximum drawdown of -72.28%. Use the drawdown chart below to compare losses from any high point for C and BNY.
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Drawdown Indicators
| C | BNY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.00% | -72.28% | -25.72% |
Max Drawdown (1Y)Largest decline over 1 year | -14.76% | -10.15% | -4.61% |
Max Drawdown (3Y)Largest decline over 3 years | -31.31% | -17.58% | -13.73% |
Max Drawdown (5Y)Largest decline over 5 years | -44.31% | -40.45% | -3.86% |
Max Drawdown (10Y)Largest decline over 10 years | -56.51% | -50.49% | -6.02% |
Current DrawdownCurrent decline from peak | -65.64% | -3.34% | -62.30% |
Average DrawdownAverage peak-to-trough decline | -43.55% | -18.67% | -24.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.34% | 3.60% | +1.74% |
Volatility
C vs. BNY - Volatility Comparison
Citigroup Inc. (C) and The Bank of New York Mellon Corporation (BNY) have volatilities of 8.56% and 8.30%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| C | BNY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.56% | 8.30% | +0.26% |
Volatility (6M)Calculated over the trailing 6-month period | 23.01% | 17.25% | +5.76% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.71% | 21.06% | +7.65% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.17% | 24.50% | +4.67% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.05% | 26.89% | +6.16% |
Dividends
C vs. BNY - Dividend Comparison
C's dividend yield for the trailing twelve months is around 1.86%, more than BNY's 1.35% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNY The Bank of New York Mellon Corporation | 1.35% | 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. | 1.86% | 1.99% | 3.10% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% |
Financials
C vs. BNY - Financials Comparison
This section allows you to compare key financial metrics between Citigroup Inc. and The Bank of New York Mellon 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.
Total Revenue: Total amount of money received from sales and other business activities
C vs. BNY - Profitability Comparison
C - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Citigroup Inc. reported a gross profit of 24.77B and revenue of 24.77B. Therefore, the gross margin over that period was 100.0%.
BNY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, The Bank of New York Mellon Corporation reported a gross profit of 5.70B and revenue of 5.70B. Therefore, the gross margin over that period was 100.0%.
C - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Citigroup Inc. reported an operating income of 8.03B and revenue of 24.77B, resulting in an operating margin of 32.4%.
BNY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, The Bank of New York Mellon Corporation reported an operating income of 2.27B and revenue of 5.70B, resulting in an operating margin of 39.8%.
C - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Citigroup Inc. reported a net income of 5.83B and revenue of 24.77B, resulting in a net margin of 23.5%.
BNY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, The Bank of New York Mellon Corporation reported a net income of 1.76B and revenue of 5.70B, resulting in a net margin of 30.9%.
Frequently Asked Questions
C and BNY have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
C has higher volatility (8.56%) compared to BNY (8.30%). In terms of maximum drawdown, C dropped -98.00% vs BNY's -72.28%.
BNY currently has the higher Sharpe Ratio (2.95 vs 1.43), 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.
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