C vs. DIV

Last updated Jun 13, 2026

C (Citigroup Inc.) is a stock, while DIV (Global X SuperDividend U.S. ETF) is Mid Cap Value Equities fund tracking the Indxx SuperDividend® U.S. Low Volatility Index. Over the past 10 years, C returned 16.22%/yr vs 4.30%/yr for DIV. A 0.51 correlation means they provide meaningful diversification when combined.

Performance

C vs. DIV - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Citigroup Inc. (C) and Global X SuperDividend U.S. ETF (DIV). 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 DIV's 14.48% return. Over the past 10 years, C has outperformed DIV with an annualized return of 16.22%, while DIV has yielded a comparatively lower 4.30% annualized 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%

DIV

• 1D: 0.68%
• 1M: 1.77%
• YTD: 14.48%
• 6M: 13.33%
• 1Y: 16.51%
• 3Y*: 11.89%
• 5Y*: 5.31%
• 10Y*: 4.30%

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

C vs. DIV - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
C Citigroup Inc.	21.02%	70.38%	41.93%	18.98%	-22.09%	0.93%	-19.70%	57.82%	-28.49%	27.03%
DIV Global X SuperDividend U.S. ETF	14.48%	3.10%	11.27%	-1.73%	-3.92%	30.60%	-22.85%	14.50%	-6.60%	9.90%

Correlation

The correlation between C and DIV is 0.26, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.26
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (5Y) Calculated over the trailing 5-year period	0.54
Correlation (10Y) Calculated over the trailing 10-year period	0.53
Correlation (All Time) Calculated using the full available price history since Mar 12, 2013	0.51

Over the past year, the correlation between C and DIV has dropped to 0.26 - well below their long-term average of 0.51, suggesting their price drivers have been diverging.

Return for Risk

C vs. DIV — 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

DIV

DIV Risk / Return Rank: 54
DIV Sharpe Ratio Rank: 51
DIV Sortino Ratio Rank: 51
DIV Omega Ratio Rank: 46
DIV Calmar Ratio Rank: 69
DIV Martin Ratio Rank: 55

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. DIV - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and Global X SuperDividend U.S. ETF (DIV). 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	DIV	Difference
Sharpe ratio: Return per unit of total volatility	2.93	1.53	+1.40
Sortino ratio: Return per unit of downside risk	3.57	2.20	+1.36
Omega ratio: Gain probability vs. loss probability	1.45	1.26	+0.19
Calmar ratio: Return relative to maximum drawdown	5.64	3.02	+2.62
Martin ratio: Return relative to average drawdown	16.25	8.43	+7.81

C vs. DIV - Sharpe Ratio Comparison

The current C Sharpe Ratio is 2.93, which is higher than the DIV Sharpe Ratio of 1.53. The chart below compares the historical Sharpe Ratios of C and DIV, 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. DIV - Drawdown Comparison

The maximum C drawdown since its inception was -98.00%, which is greater than DIV's maximum drawdown of -52.74%. Use the drawdown chart below to compare losses from any high point for C and DIV.

Drawdown Indicators

	C	DIV	Difference
Max Drawdown Largest peak-to-trough decline	-98.00%	-52.74%	-45.26%
Max Drawdown (1Y) Largest decline over 1 year	-14.76%	-5.23%	-9.53%
Max Drawdown (3Y) Largest decline over 3 years	-31.31%	-12.33%	-18.98%
Max Drawdown (5Y) Largest decline over 5 years	-44.31%	-21.14%	-23.17%
Max Drawdown (10Y) Largest decline over 10 years	-56.51%	-52.74%	-3.77%
Current Drawdown Current decline from peak	-62.68%	-0.73%	-61.95%
Average Drawdown Average peak-to-trough decline	-43.51%	-7.01%	-36.50%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.12%	1.88%	+3.24%

Volatility

C vs. DIV - Volatility Comparison

Citigroup Inc. (C) has a higher volatility of 8.30% compared to Global X SuperDividend U.S. ETF (DIV) at 3.07%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than DIV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	C	DIV	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.30%	3.07%	+5.23%
Volatility (6M) Calculated over the trailing 6-month period	23.09%	7.08%	+16.01%
Volatility (1Y) Calculated over the trailing 1-year period	28.37%	10.32%	+18.05%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.20%	13.69%	+15.51%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.23%	17.98%	+15.25%

Dividends

C vs. DIV - Dividend Comparison

C's dividend yield for the trailing twelve months is around 1.72%, less than DIV's 6.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
DIV Global X SuperDividend U.S. ETF	6.61%	7.30%	5.74%	7.13%	6.62%	5.24%	8.01%	7.65%	7.08%	5.92%	6.78%	8.44%

Frequently Asked Questions

Can I hold both C and DIV in my portfolio?

C and DIV have a correlation of 0.26, 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 DIV?

C has higher volatility (8.30%) compared to DIV (3.07%). In terms of maximum drawdown, C dropped -98.00% vs DIV's -52.74%.

Which has better risk-adjusted returns?

C currently has the higher Sharpe Ratio (2.93 vs 1.53), 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.