C vs. ENFR

Last updated Jun 9, 2026

C (Citigroup Inc.) is a stock, while ENFR (Alerian Energy Infrastructure ETF) is Energy Equities fund tracking the Alerian Midstream Energy Select Index. Over the past 10 years, C returned 15.14%/yr vs 11.99%/yr for ENFR. At a 0.46 correlation, their price movements are largely independent.

Performance

C vs. ENFR - Performance Comparison

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

Returns By Period

In the year-to-date period, C achieves a 15.36% return, which is significantly lower than ENFR's 24.34% return. Over the past 10 years, C has outperformed ENFR with an annualized return of 15.14%, while ENFR has yielded a comparatively lower 11.99% annualized return.

C

• 1D: 0.61%
• 1M: 6.16%
• YTD: 15.36%
• 6M: 23.58%
• 1Y: 74.17%
• 3Y*: 44.93%
• 5Y*: 15.19%
• 10Y*: 15.14%

ENFR

• 1D: -0.70%
• 1M: 2.80%
• YTD: 24.34%
• 6M: 23.38%
• 1Y: 25.73%
• 3Y*: 27.67%
• 5Y*: 19.49%
• 10Y*: 11.99%

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

C vs. ENFR - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
C Citigroup Inc.	15.36%	70.38%	41.93%	18.98%	-22.09%	0.93%	-19.70%	57.82%	-28.49%	27.03%
ENFR Alerian Energy Infrastructure ETF	24.34%	5.88%	42.17%	15.63%	17.48%	39.97%	-24.14%	21.60%	-18.67%	-0.19%

Correlation

The correlation between C and ENFR is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.45
Correlation (10Y) Calculated over the trailing 10-year period	0.48
Correlation (All Time) Calculated using the full available price history since Nov 1, 2013	0.46

The correlation between C and ENFR shifts across timeframes, from -0.01 (1 year) to 0.48 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

C vs. ENFR — Risk / Return Rank

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

C

C Risk / Return Rank: 92
C Sharpe Ratio Rank: 94
C Sortino Ratio Rank: 91
C Omega Ratio Rank: 90
C Calmar Ratio Rank: 92
C Martin Ratio Rank: 93

ENFR

ENFR Risk / Return Rank: 57
ENFR Sharpe Ratio Rank: 58
ENFR Sortino Ratio Rank: 57
ENFR Omega Ratio Rank: 54
ENFR Calmar Ratio Rank: 66
ENFR Martin Ratio Rank: 52

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. ENFR - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and Alerian Energy Infrastructure ETF (ENFR). 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	ENFR	Difference
Sharpe ratio: Return per unit of total volatility	2.65	1.77	+0.88
Sortino ratio: Return per unit of downside risk	3.30	2.44	+0.85
Omega ratio: Gain probability vs. loss probability	1.42	1.30	+0.12
Calmar ratio: Return relative to maximum drawdown	5.05	2.99	+2.06
Martin ratio: Return relative to average drawdown	14.54	8.07	+6.48
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. ENFR - Sharpe Ratio Comparison

The current C Sharpe Ratio is 2.65, which is higher than the ENFR Sharpe Ratio of 1.77. The chart below compares the historical Sharpe Ratios of C and ENFR, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	C	ENFR	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.65	1.77	+0.88
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	1.02	-0.49
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	0.49	-0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.34	-0.19

Drawdowns

C vs. ENFR - Drawdown Comparison

The maximum C drawdown since its inception was -98.00%, which is greater than ENFR's maximum drawdown of -68.28%. Use the drawdown chart below to compare losses from any high point for C and ENFR.

Drawdown Indicators

	C	ENFR	Difference
Max Drawdown Largest peak-to-trough decline	-98.00%	-68.28%	-29.72%
Max Drawdown (1Y) Largest decline over 1 year	-14.76%	-8.64%	-6.12%
Max Drawdown (3Y) Largest decline over 3 years	-31.31%	-15.58%	-15.73%
Max Drawdown (5Y) Largest decline over 5 years	-45.78%	-20.29%	-25.49%
Max Drawdown (10Y) Largest decline over 10 years	-56.51%	-62.64%	+6.13%
Current Drawdown Current decline from peak	-64.43%	-5.15%	-59.28%
Average Drawdown Average peak-to-trough decline	-43.51%	-15.97%	-27.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.12%	3.20%	+1.92%

Volatility

C vs. ENFR - Volatility Comparison

Citigroup Inc. (C) has a higher volatility of 8.43% compared to Alerian Energy Infrastructure ETF (ENFR) at 5.78%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than ENFR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	C	ENFR	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.43%	5.78%	+2.65%
Volatility (6M) Calculated over the trailing 6-month period	22.84%	11.41%	+11.43%
Volatility (1Y) Calculated over the trailing 1-year period	28.19%	14.64%	+13.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.18%	19.29%	+9.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.23%	24.68%	+8.55%

Dividends

C vs. ENFR - Dividend Comparison

C's dividend yield for the trailing twelve months is around 1.80%, less than ENFR's 4.03% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
C Citigroup Inc.	1.80%	1.99%	3.10%	4.04%	4.51%	3.38%	3.31%	2.40%	2.96%	1.29%	0.71%	0.31%
ENFR Alerian Energy Infrastructure ETF	4.03%	4.77%	4.41%	5.48%	5.23%	7.86%	7.57%	5.81%	3.98%	2.98%	3.31%	3.34%

Frequently Asked Questions

Can I hold both C and ENFR in my portfolio?

C and ENFR have a correlation of -0.01, 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 ENFR?

C has higher volatility (8.43%) compared to ENFR (5.78%). In terms of maximum drawdown, C dropped -98.00% vs ENFR's -68.28%.

Which has better risk-adjusted returns?

C currently has the higher Sharpe Ratio (2.65 vs 1.77), 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.