C vs. HIG

Last updated Jun 9, 2026

C (Citigroup Inc.) and HIG (The Hartford Financial Services Group, Inc.) are both stocks. Both are in the Financial Services sector — C in Banks - Diversified, HIG in Insurance - Diversified. Over the past 10 years, C returned 15.14%/yr vs 13.70%/yr for HIG. A 0.54 correlation means they provide meaningful diversification when combined.

Performance

C vs. HIG - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Citigroup Inc. (C) and The Hartford Financial Services Group, Inc. (HIG). 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 higher than HIG's -6.57% return. Over the past 10 years, C has outperformed HIG with an annualized return of 15.14%, while HIG has yielded a comparatively lower 13.70% 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%

HIG

• 1D: -3.44%
• 1M: -2.90%
• YTD: -6.57%
• 6M: -0.76%
• 1Y: 0.38%
• 3Y*: 23.66%
• 5Y*: 16.41%
• 10Y*: 13.70%

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

C vs. HIG - 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%
HIG The Hartford Financial Services Group, Inc.	-6.57%	28.09%	38.54%	8.55%	12.31%	44.23%	-16.98%	39.71%	-19.24%	20.25%

Correlation

The correlation between C and HIG 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	0.34
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (10Y) Calculated over the trailing 10-year period	0.52
Correlation (All Time) Calculated using the full available price history since Dec 20, 1995	0.54

Over the past year, the correlation between C and HIG has dropped to 0.26 - well below their long-term average of 0.54, suggesting their price drivers have been diverging.

Fundamentals

EPS C : $8.65 HIG : $19.00
PE Ratio C : 15.41 HIG : 6.72
PS Ratio C : 1.44 HIG : 0.95
Total Revenue (TTM) C : $171.19B HIG : $28.76B
Gross Profit (TTM) C : $77.85B HIG : $10.29B
EBITDA (TTM) C : $24.12B HIG : $4.43B

Return for Risk

C vs. HIG — 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

HIG

HIG Risk / Return Rank: 40
HIG Sharpe Ratio Rank: 43
HIG Sortino Ratio Rank: 35
HIG Omega Ratio Rank: 34
HIG Calmar Ratio Rank: 43
HIG Martin Ratio Rank: 43

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. HIG - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and The Hartford Financial Services Group, Inc. (HIG). 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	HIG	Difference
Sharpe ratio: Return per unit of total volatility	2.65	0.02	+2.63
Sortino ratio: Return per unit of downside risk	3.30	0.16	+3.14
Omega ratio: Gain probability vs. loss probability	1.42	1.02	+0.40
Calmar ratio: Return relative to maximum drawdown	5.05	0.03	+5.02
Martin ratio: Return relative to average drawdown	14.54	0.09	+14.46
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. HIG - Sharpe Ratio Comparison

The current C Sharpe Ratio is 2.65, which is higher than the HIG Sharpe Ratio of 0.02. The chart below compares the historical Sharpe Ratios of C and HIG, 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	HIG	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.65	0.02	+2.63
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.75	-0.22
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	0.47	-0.01
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.16	-0.01

Drawdowns

C vs. HIG - Drawdown Comparison

The maximum C drawdown since its inception was -98.00%, roughly equal to the maximum HIG drawdown of -96.25%. Use the drawdown chart below to compare losses from any high point for C and HIG.

Drawdown Indicators

	C	HIG	Difference
Max Drawdown Largest peak-to-trough decline	-98.00%	-96.25%	-1.75%
Max Drawdown (1Y) Largest decline over 1 year	-14.76%	-11.46%	-3.30%
Max Drawdown (3Y) Largest decline over 3 years	-31.31%	-13.72%	-17.59%
Max Drawdown (5Y) Largest decline over 5 years	-45.78%	-18.63%	-27.15%
Max Drawdown (10Y) Largest decline over 10 years	-56.51%	-57.59%	+1.08%
Current Drawdown Current decline from peak	-64.43%	-10.30%	-54.13%
Average Drawdown Average peak-to-trough decline	-43.51%	-30.85%	-12.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.12%	4.50%	+0.62%

Volatility

C vs. HIG - Volatility Comparison

Citigroup Inc. (C) has a higher volatility of 8.43% compared to The Hartford Financial Services Group, Inc. (HIG) at 7.35%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than HIG based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	C	HIG	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.43%	7.35%	+1.08%
Volatility (6M) Calculated over the trailing 6-month period	22.84%	14.24%	+8.60%
Volatility (1Y) Calculated over the trailing 1-year period	28.19%	19.13%	+9.06%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.18%	22.04%	+7.14%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.23%	29.13%	+4.10%

Dividends

C vs. HIG - Dividend Comparison

C's dividend yield for the trailing twelve months is around 1.80%, less than HIG's 1.82% 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%
HIG The Hartford Financial Services Group, Inc.	1.82%	1.57%	1.76%	2.17%	2.08%	2.08%	2.65%	1.97%	2.47%	1.67%	1.80%	1.79%

Financials

C vs. HIG - Profitability Comparison

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

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%.

HIG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Hartford Financial Services Group, Inc. reported a gross profit of 0.00 and revenue of 7.23B. Therefore, the gross margin over that period was 0.0%.

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%.

HIG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Hartford Financial Services Group, Inc. reported an operating income of 0.00 and revenue of 7.23B, resulting in an operating margin of 0.0%.

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%.

HIG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Hartford Financial Services Group, Inc. reported a net income of 856.00M and revenue of 7.23B, resulting in a net margin of 11.9%.

Frequently Asked Questions

Can I hold both C and HIG in my portfolio?

C and HIG 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 HIG?

C has higher volatility (8.43%) compared to HIG (7.35%). In terms of maximum drawdown, C dropped -98.00% vs HIG's -96.25%.

Which has better risk-adjusted returns?

C currently has the higher Sharpe Ratio (2.65 vs 0.02), 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.