C vs. FUTY

Last updated Jun 13, 2026

C (Citigroup Inc.) is a stock, while FUTY (Fidelity MSCI Utilities Index ETF) is Utilities Equities fund tracking the MSCI USA IMI Utilities Index. Over the past 10 years, C returned 16.22%/yr vs 9.07%/yr for FUTY. At a 0.18 correlation, their price movements are largely independent.

Performance

C vs. FUTY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Citigroup Inc. (C) and Fidelity MSCI Utilities Index ETF (FUTY). 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 FUTY's 4.88% return. Over the past 10 years, C has outperformed FUTY with an annualized return of 16.22%, while FUTY has yielded a comparatively lower 9.07% annualized return.

C

• 1D: 1.27%
• 1M: 12.68%
• YTD: 21.02%
• 6M: 26.32%
• 1Y: 82.79%
• 3Y*: 46.87%
• 5Y*: 16.80%
• 10Y*: 16.22%

FUTY

• 1D: 1.14%
• 1M: -0.35%
• YTD: 4.88%
• 6M: 5.07%
• 1Y: 11.80%
• 3Y*: 13.69%
• 5Y*: 9.19%
• 10Y*: 9.07%

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

C vs. FUTY - 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%
FUTY Fidelity MSCI Utilities Index ETF	4.88%	16.40%	23.20%	-7.46%	1.12%	17.53%	-0.80%	24.89%	4.36%	12.52%

Correlation

The correlation between C and FUTY is 0.10, 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	0.10
Correlation (3Y) Calculated over the trailing 3-year period	0.24
Correlation (5Y) Calculated over the trailing 5-year period	0.26
Correlation (10Y) Calculated over the trailing 10-year period	0.18
Correlation (All Time) Calculated using the full available price history since Oct 24, 2013	0.18

The correlation between C and FUTY shifts across timeframes, from 0.10 (1 year) to 0.26 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

C vs. FUTY — 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

FUTY

FUTY Risk / Return Rank: 26
FUTY Sharpe Ratio Rank: 26
FUTY Sortino Ratio Rank: 24
FUTY Omega Ratio Rank: 24
FUTY Calmar Ratio Rank: 30
FUTY Martin Ratio Rank: 24

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. FUTY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and Fidelity MSCI Utilities Index ETF (FUTY). 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	FUTY	Difference
Sharpe ratio: Return per unit of total volatility	2.93	0.82	+2.11
Sortino ratio: Return per unit of downside risk	3.57	1.19	+2.38
Omega ratio: Gain probability vs. loss probability	1.45	1.15	+0.31
Calmar ratio: Return relative to maximum drawdown	5.64	1.33	+4.31
Martin ratio: Return relative to average drawdown	16.25	2.88	+13.37

C vs. FUTY - Sharpe Ratio Comparison

The current C Sharpe Ratio is 2.93, which is higher than the FUTY Sharpe Ratio of 0.82. The chart below compares the historical Sharpe Ratios of C and FUTY, 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. FUTY - Drawdown Comparison

The maximum C drawdown since its inception was -98.00%, which is greater than FUTY's maximum drawdown of -36.44%. Use the drawdown chart below to compare losses from any high point for C and FUTY.

Drawdown Indicators

	C	FUTY	Difference
Max Drawdown Largest peak-to-trough decline	-98.00%	-36.44%	-61.56%
Max Drawdown (1Y) Largest decline over 1 year	-14.76%	-8.93%	-5.83%
Max Drawdown (3Y) Largest decline over 3 years	-31.31%	-17.35%	-13.96%
Max Drawdown (5Y) Largest decline over 5 years	-44.53%	-25.11%	-19.42%
Max Drawdown (10Y) Largest decline over 10 years	-56.51%	-36.44%	-20.07%
Current Drawdown Current decline from peak	-62.68%	-5.74%	-56.94%
Average Drawdown Average peak-to-trough decline	-43.51%	-6.03%	-37.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.12%	4.11%	+1.01%

Volatility

C vs. FUTY - Volatility Comparison

Citigroup Inc. (C) has a higher volatility of 8.30% compared to Fidelity MSCI Utilities Index ETF (FUTY) at 5.63%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than FUTY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	C	FUTY	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.30%	5.63%	+2.67%
Volatility (6M) Calculated over the trailing 6-month period	23.09%	11.54%	+11.55%
Volatility (1Y) Calculated over the trailing 1-year period	28.37%	14.43%	+13.94%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.20%	17.10%	+12.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.23%	19.06%	+14.17%

Dividends

C vs. FUTY - Dividend Comparison

C's dividend yield for the trailing twelve months is around 1.72%, less than FUTY's 2.57% 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%
FUTY Fidelity MSCI Utilities Index ETF	2.57%	2.67%	2.96%	3.31%	2.72%	2.70%	3.07%	2.82%	3.11%	3.03%	3.35%	4.33%

Frequently Asked Questions

Can I hold both C and FUTY in my portfolio?

C and FUTY have a correlation of 0.10, 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 FUTY?

C has higher volatility (8.30%) compared to FUTY (5.63%). In terms of maximum drawdown, C dropped -98.00% vs FUTY's -36.44%.

Which has better risk-adjusted returns?

C currently has the higher Sharpe Ratio (2.93 vs 0.82), 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.