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

Performance

C vs. EVR - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Citigroup Inc. (C) and Evercore Inc. (EVR). 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 21.02% return, which is significantly higher than EVR's 5.58% return. Over the past 10 years, C has underperformed EVR with an annualized return of 16.22%, while EVR has yielded a comparatively higher 24.68% 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%

EVR

1D
0.64%
1M
7.42%
YTD
5.58%
6M
6.58%
1Y
50.39%
3Y*
44.27%
5Y*
22.48%
10Y*
24.68%
*Multi-year figures are annualized to reflect compound growth (CAGR)

C vs. EVR - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
C
Citigroup Inc.
21.02%70.38%41.93%18.98%-22.09%0.93%-19.70%57.82%-28.49%27.03%
EVR
Evercore Inc.
5.58%24.25%64.35%60.59%-17.60%26.29%51.68%7.39%-18.93%33.42%

Correlation

The correlation between C and EVR is 0.63, 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

0.63

Correlation (3Y)
Calculated over the trailing 3-year period

0.61

Correlation (5Y)
Calculated over the trailing 5-year period

0.65

Correlation (10Y)
Calculated over the trailing 10-year period

0.64

Correlation (All Time)
Calculated using the full available price history since Aug 14, 2006

0.54

The correlation between C and EVR shifts across timeframes, from 0.54 (all time) to 0.65 (5 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

C:

$248.34B

EVR:

$14.96B

EPS

C:

$8.65

EVR:

$17.52

PE Ratio

C:

16.17

EVR:

20.40

PS Ratio

C:

1.51

EVR:

3.33

PB Ratio

C:

1.30

EVR:

8.39

Total Revenue (TTM)

C:

$171.19B

EVR:

$4.58B

Gross Profit (TTM)

C:

$77.85B

EVR:

$4.53B

EBITDA (TTM)

C:

$24.12B

EVR:

$1.04B

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Return for Risk

C vs. EVR — Risk / Return Rank

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

C
C Risk / Return Rank: 9494
Overall Rank
C Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
C Sortino Ratio Rank: 9494
Sortino Ratio Rank
C Omega Ratio Rank: 9292
Omega Ratio Rank
C Calmar Ratio Rank: 9494
Calmar Ratio Rank
C Martin Ratio Rank: 9494
Martin Ratio Rank

EVR
EVR Risk / Return Rank: 7474
Overall Rank
EVR Sharpe Ratio Rank: 8080
Sharpe Ratio Rank
EVR Sortino Ratio Rank: 7272
Sortino Ratio Rank
EVR Omega Ratio Rank: 7373
Omega Ratio Rank
EVR Calmar Ratio Rank: 7171
Calmar Ratio Rank
EVR Martin Ratio Rank: 7373
Martin Ratio Rank
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. EVR - Risk-Adjusted Trends Comparison

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


CEVRDifference
Sharpe ratioReturn per unit of total volatility

+1.65

Sortino ratioReturn per unit of downside risk

+1.82

Omega ratioGain probability vs. loss probability

1.45

1.23

+0.22

Calmar ratioReturn relative to maximum drawdown

5.64

1.54

+4.10

Martin ratioReturn relative to average drawdown

16.25

3.91

+12.34

C vs. EVR - Sharpe Ratio Comparison

The current C Sharpe Ratio is 2.93, which is higher than the EVR Sharpe Ratio of 1.29. The chart below compares the historical Sharpe Ratios of C and EVR, 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. EVR - Drawdown Comparison

The maximum C drawdown since its inception was -98.00%, which is greater than EVR's maximum drawdown of -81.49%. Use the drawdown chart below to compare losses from any high point for C and EVR.


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Drawdown Indicators


CEVRDifference

Max Drawdown

Largest peak-to-trough decline

-98.00%

-81.49%

-16.51%

Max Drawdown (1Y)

Largest decline over 1 year

-14.76%

-30.08%

+15.32%

Max Drawdown (3Y)

Largest decline over 3 years

-31.31%

-47.86%

+16.55%

Max Drawdown (5Y)

Largest decline over 5 years

-44.31%

-49.61%

+5.30%

Max Drawdown (10Y)

Largest decline over 10 years

-56.51%

-67.42%

+10.91%

Current Drawdown

Current decline from peak

-62.68%

-6.24%

-56.44%

Average Drawdown

Average peak-to-trough decline

-43.51%

-20.84%

-22.67%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

11.83%

-6.71%

Volatility

C vs. EVR - Volatility Comparison

The current volatility for Citigroup Inc. (C) is 8.30%, while Evercore Inc. (EVR) has a volatility of 11.25%. This indicates that C experiences smaller price fluctuations and is considered to be less risky than EVR based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CEVRDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

11.25%

-2.95%

Volatility (6M)

Calculated over the trailing 6-month period

23.09%

27.79%

-4.70%

Volatility (1Y)

Calculated over the trailing 1-year period

28.37%

35.98%

-7.61%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.20%

35.84%

-6.64%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.23%

36.91%

-3.68%

Dividends

C vs. EVR - Dividend Comparison

C's dividend yield for the trailing twelve months is around 1.72%, more than EVR's 0.95% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
EVR
Evercore Inc.
0.95%0.98%1.14%1.75%2.60%1.95%2.14%3.00%2.66%1.58%1.85%2.13%

Financials

C vs. EVR - Financials Comparison

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


0.0010.00B20.00B30.00B40.00B20222023202420252026
44.14B
1.40B
(C) Total Revenue
(EVR) Total Revenue
Values in USD except per share items

C vs. EVR - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
49.3%
98.0%
Portfolio components
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%.

EVR - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Evercore Inc. reported a gross profit of 1.37B and revenue of 1.40B. Therefore, the gross margin over that period was 98.0%.

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%.

EVR - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Evercore Inc. reported an operating income of 341.42M and revenue of 1.40B, resulting in an operating margin of 24.4%.

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%.

EVR - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Evercore Inc. reported a net income of 301.24M and revenue of 1.40B, resulting in a net margin of 21.5%.


Frequently Asked Questions


C and EVR have a correlation of 0.63, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

EVR has higher volatility (11.25%) compared to C (8.30%). In terms of maximum drawdown, C dropped -98.00% vs EVR's -81.49%.

C currently has the higher Sharpe Ratio (2.93 vs 1.29), 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 EVR

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