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C vs. CMRE
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

C vs. CMRE - Performance Comparison

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

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Returns By Period

In the year-to-date period, C achieves a 14.64% return, which is significantly higher than CMRE's 0.91% return. Both investments have delivered pretty close results over the past 10 years, with C having a 15.27% annualized return and CMRE not far behind at 15.02%.


C

1D
0.10%
1M
-5.37%
6M
15.61%
YTD
14.64%
1Y
47.50%
3Y*
45.88%
5Y*
18.24%
10Y*
15.27%
ALL TIME*
6.08%

CMRE

1D
0.39%
1M
10.18%
6M
-5.75%
YTD
0.91%
1Y
56.57%
3Y*
28.50%
5Y*
19.29%
10Y*
15.02%
ALL TIME*
10.12%
*Multi-year figures are annualized to reflect compound growth (CAGR)

Liquidity Comparison


PositionAvg. Volume Value (2W)Avg. Volume Value (1M)Avg. Volume Value (3M)
$1.44B$1.70B$1.69B
$5.55M$5.70M$7.34M

C vs. CMRE - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
C
Citigroup Inc.
14.64%70.38%41.93%18.98%-22.09%0.93%-19.70%57.82%-28.49%27.03%
CMRE
Costamare Inc.
0.91%73.07%28.07%17.60%-21.93%59.04%-7.26%132.86%-19.11%9.57%

Correlation

The correlation between C and CMRE is 0.24, which is low. Their historical price movements had little consistent relationship.


Correlation
Correlation (1Y)
Focuses on recent behavior, but can change the most.

0.24

Correlation (3Y)
Balances recent behavior with more history.

0.27

Correlation (5Y)
Shows whether the relationship held over a longer period.

0.36

Correlation (10Y)
Provides a long-term view across more market conditions.

0.39

Correlation (All Time)
Calculated using the full available price history since Nov 4, 2010

0.38

The correlation between C and CMRE shifts across timeframes, from 0.24 (1 year) to 0.39 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

C:

$227.12B

CMRE:

$1.88B

EPS

C:

$9.84

CMRE:

$2.81

PE Ratio

C:

13.46

CMRE:

5.54

PS Ratio

C:

1.56

CMRE:

2.24

PB Ratio

C:

1.19

CMRE:

0.85

Total Revenue (TTM)

C:

$153.60B

CMRE:

$839.45M

Gross Profit (TTM)

C:

$83.82B

CMRE:

$481.90M

EBITDA (TTM)

C:

$28.05B

CMRE:

$541.47M

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Return for Risk

C vs. CMRE — Risk / Return Rank

Compare historical risk-adjusted metric ranks over the past 12 months.

C
C Risk / Return Rank: 8484
Overall Rank
C Sharpe Ratio Rank: 8686
Sharpe Ratio Rank
C Sortino Ratio Rank: 8181
Sortino Ratio Rank
C Omega Ratio Rank: 8080
Omega Ratio Rank
C Calmar Ratio Rank: 8787
Calmar Ratio Rank
C Martin Ratio Rank: 8787
Martin Ratio Rank

CMRE
CMRE Risk / Return Rank: 8787
Overall Rank
CMRE Sharpe Ratio Rank: 9191
Sharpe Ratio Rank
CMRE Sortino Ratio Rank: 8787
Sortino Ratio Rank
CMRE Omega Ratio Rank: 8383
Omega Ratio Rank
CMRE Calmar Ratio Rank: 8585
Calmar Ratio Rank
CMRE Martin Ratio Rank: 8787
Martin Ratio Rank
The rank (0–100) uses a weighted average of the Sharpe, Sortino, Omega, Calmar, and Martin percentile ranks for the trailing 12 months. Higher means stronger historical risk-adjusted performance within the peer group.

C vs. CMRE - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and Costamare Inc. (CMRE). 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.


CCMREDifference
Sharpe ratioReturn per unit of total volatility

-0.36

Sortino ratioReturn per unit of downside risk

-0.39

Omega ratioGain probability vs. loss probability

1.27

1.29

-0.02

Calmar ratioReturn relative to maximum drawdown

3.03

2.79

+0.24

Martin ratioReturn relative to average drawdown

7.98

7.91

+0.08

C vs. CMRE - Sharpe Ratio Comparison

The current C Sharpe Ratio is 1.54, which is comparable to the CMRE Sharpe Ratio of 1.90. The chart below compares the historical Sharpe Ratios of C and CMRE, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

C vs. CMRE - Drawdown Comparison

The maximum C drawdown since its inception was -98.00%, which is greater than CMRE's maximum drawdown of -78.24%. Use the drawdown chart below to compare losses from any high point for C and CMRE.


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Drawdown Indicators


CCMREDifference

Max Drawdown

Largest peak-to-trough decline

-98.00%

-78.24%

-19.76%

Max Drawdown (1Y)

Largest decline over 1 year

-14.76%

-21.43%

+6.67%

Max Drawdown (3Y)

Largest decline over 3 years

-31.31%

-50.07%

+18.76%

Max Drawdown (5Y)

Largest decline over 5 years

-44.31%

-52.88%

+8.57%

Max Drawdown (10Y)

Largest decline over 10 years

-56.51%

-66.54%

+10.03%

Current Drawdown

Current decline from peak

-64.65%

-11.69%

-52.96%

Average Drawdown

Average peak-to-trough decline

-43.56%

-33.30%

-10.26%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.60%

7.55%

-1.95%

Volatility

C vs. CMRE - Volatility Comparison

Citigroup Inc. (C) has a higher volatility of 10.45% compared to Costamare Inc. (CMRE) at 8.13%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than CMRE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CCMREDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.45%

8.13%

+2.32%

Volatility (6M)

Calculated over the trailing 6-month period

23.30%

24.00%

-0.70%

Volatility (1Y)

Calculated over the trailing 1-year period

29.21%

32.00%

-2.79%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.27%

38.11%

-8.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.10%

43.60%

-10.50%

Dividends

C vs. CMRE - Dividend Comparison

C's dividend yield for the trailing twelve months is around 1.81%, less than CMRE's 3.02% yield.


PositionTTM20252024202320222021202020192018201720162015
C
Citigroup Inc.
1.81%1.99%3.10%4.04%4.51%3.38%3.31%2.40%2.96%1.29%0.71%0.31%
CMRE
Costamare Inc.
3.02%2.54%3.58%4.42%9.11%3.40%4.83%4.20%9.11%6.93%17.32%11.04%

Financials

C vs. CMRE - Financials Comparison

This section allows you to compare key financial metrics between Citigroup Inc. and Costamare Inc.. 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

C vs. CMRE - Profitability Comparison

The chart below illustrates the profitability comparison between Citigroup Inc. and Costamare Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

C - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 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%.

CMRE - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Costamare Inc. reported a gross profit of 102.68M and revenue of 200.75M. Therefore, the gross margin over that period was 51.2%.

C - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Citigroup Inc. reported an operating income of 8.03B and revenue of 24.77B, resulting in an operating margin of 32.4%.

CMRE - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Costamare Inc. reported an operating income of 89.97M and revenue of 200.75M, resulting in an operating margin of 44.8%.

C - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Citigroup Inc. reported a net income of 5.83B and revenue of 24.77B, resulting in a net margin of 23.5%.

CMRE - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Costamare Inc. reported a net income of 82.65M and revenue of 200.75M, resulting in a net margin of 41.2%.


Frequently Asked Questions


C and CMRE have a correlation of 0.24, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

C has higher volatility (10.45%) compared to CMRE (8.13%). In terms of maximum drawdown, C dropped -98.00% vs CMRE's -78.24%.

CMRE currently has the higher Sharpe Ratio (1.90 vs 1.54), 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.

Portfolio Optimizer

Find the right allocation for C and CMRE

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