C vs. DUK
C (Citigroup Inc.) and DUK (Duke Energy Corporation) are both stocks. C operates in Banks - Diversified (Financial Services), while DUK operates in Utilities - Regulated Electric (Utilities). Over the past 10 years, C returned 14.65%/yr vs 8.84%/yr for DUK. At a 0.20 correlation, their price movements are largely independent.
Performance
C vs. DUK - Performance Comparison
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Returns By Period
In the year-to-date period, C achieves a 14.65% return, which is significantly higher than DUK's 7.81% return. Over the past 10 years, C has outperformed DUK with an annualized return of 14.65%, while DUK has yielded a comparatively lower 8.84% annualized return.
C
- 1D
- -1.98%
- 1M
- 5.51%
- YTD
- 14.65%
- 6M
- 22.88%
- 1Y
- 73.11%
- 3Y*
- 45.73%
- 5Y*
- 14.66%
- 10Y*
- 14.65%
DUK
- 1D
- 1.97%
- 1M
- 0.90%
- YTD
- 7.81%
- 6M
- 8.45%
- 1Y
- 11.57%
- 3Y*
- 15.81%
- 5Y*
- 8.23%
- 10Y*
- 8.84%
C vs. DUK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 14.65% | 70.38% | 41.93% | 18.98% | -22.09% | 0.93% | -19.70% | 57.82% | -28.49% | 27.03% |
DUK Duke Energy Corporation | 7.81% | 12.72% | 15.56% | -1.63% | 2.03% | 19.11% | 4.77% | 10.29% | 7.41% | 12.96% |
Correlation
The correlation between C and DUK is -0.18, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.03 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.09 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.07 |
Correlation (All Time) Calculated using the full available price history since Apr 7, 1983 | 0.20 |
The correlation between C and DUK shifts across timeframes, from -0.18 (1 year) to 0.20 (all time), reflecting how their relationship changes across market environments.
Fundamentals
C:
$235.27B
DUK:
$96.77B
C:
$8.65
DUK:
$6.61
C:
15.32
DUK:
18.80
C:
1.43
DUK:
2.90
C:
1.23
DUK:
1.81
C:
$171.19B
DUK:
$33.29B
C:
$77.85B
DUK:
$19.45B
C:
$24.12B
DUK:
$15.91B
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Return for Risk
C vs. DUK — Risk / Return Rank
C
DUK
C vs. DUK - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and Duke Energy Corporation (DUK). 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 | DUK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.97 | ||
| Sortino ratioReturn per unit of downside risk | +2.23 | ||
| Omega ratioGain probability vs. loss probability | 1.43 | 1.13 | +0.30 |
| Calmar ratioReturn relative to maximum drawdown | 5.22 | 1.02 | +4.20 |
| Martin ratioReturn relative to average drawdown | 15.04 | 2.47 | +12.57 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| C | DUK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.74 | 0.77 | +1.97 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.50 | 0.46 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.44 | 0.44 | +0.01 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.49 | -0.34 |
Drawdowns
C vs. DUK - Drawdown Comparison
The maximum C drawdown since its inception was -98.00%, which is greater than DUK's maximum drawdown of -71.92%. Use the drawdown chart below to compare losses from any high point for C and DUK.
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Drawdown Indicators
| C | DUK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.00% | -71.92% | -26.08% |
Max Drawdown (1Y)Largest decline over 1 year | -14.76% | -10.88% | -3.88% |
Max Drawdown (3Y)Largest decline over 3 years | -31.31% | -11.59% | -19.72% |
Max Drawdown (5Y)Largest decline over 5 years | -46.65% | -24.16% | -22.49% |
Max Drawdown (10Y)Largest decline over 10 years | -56.51% | -37.37% | -19.14% |
Current DrawdownCurrent decline from peak | -64.64% | -6.12% | -58.52% |
Average DrawdownAverage peak-to-trough decline | -43.51% | -10.85% | -32.66% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.11% | 4.49% | +0.62% |
Volatility
C vs. DUK - Volatility Comparison
Citigroup Inc. (C) has a higher volatility of 8.48% compared to Duke Energy Corporation (DUK) at 5.10%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than DUK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| C | DUK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.48% | 5.10% | +3.38% |
Volatility (6M)Calculated over the trailing 6-month period | 22.85% | 11.01% | +11.84% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.19% | 14.51% | +13.68% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.17% | 17.81% | +11.36% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.22% | 20.38% | +12.84% |
Dividends
C vs. DUK - Dividend Comparison
C's dividend yield for the trailing twelve months is around 1.81%, less than DUK's 3.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
DUK Duke Energy Corporation | 3.43% | 3.60% | 3.84% | 4.18% | 3.86% | 3.72% | 4.17% | 4.11% | 4.21% | 4.15% | 4.33% | 4.54% |
Financials
C vs. DUK - Financials Comparison
This section allows you to compare key financial metrics between Citigroup Inc. and Duke Energy 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. DUK - Profitability Comparison
C - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Citigroup Inc. reported a gross profit of 21.76B and revenue of 44.14B. Therefore, the gross margin over that period was 49.3%.
DUK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Duke Energy Corporation reported a gross profit of 6.23B and revenue of 9.18B. Therefore, the gross margin over that period was 67.9%.
C - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Citigroup Inc. reported an operating income of 7.52B and revenue of 44.14B, resulting in an operating margin of 17.0%.
DUK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Duke Energy Corporation reported an operating income of 2.73B and revenue of 9.18B, resulting in an operating margin of 29.7%.
C - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Citigroup Inc. reported a net income of 5.79B and revenue of 44.14B, resulting in a net margin of 13.1%.
DUK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Duke Energy Corporation reported a net income of 1.55B and revenue of 9.18B, resulting in a net margin of 16.9%.
Frequently Asked Questions
C and DUK have a correlation of -0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
C has higher volatility (8.48%) compared to DUK (5.10%). In terms of maximum drawdown, C dropped -98.00% vs DUK's -71.92%.
C currently has the higher Sharpe Ratio (2.74 vs 0.77), 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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