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C vs. ITA
Performance
Return for Risk
Drawdowns
Volatility
Dividends

C vs. ITA

Last updated Jun 13, 2026

C (Citigroup Inc.) is a stock, while ITA (iShares U.S. Aerospace & Defense ETF) is Aerospace & Defense fund tracking the Dow Jones U.S. Select Aerospace & Defense Index. Over the past 10 years, C returned 16.22%/yr vs 15.34%/yr for ITA. A 0.56 correlation means they provide meaningful diversification when combined.

Performance

C vs. ITA - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Citigroup Inc. (C) and iShares U.S. Aerospace & Defense ETF (ITA). 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 ITA's 8.97% return. Over the past 10 years, C has outperformed ITA with an annualized return of 16.22%, while ITA has yielded a comparatively lower 15.34% 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%

ITA

1D
-0.95%
1M
3.58%
YTD
8.97%
6M
11.71%
1Y
30.96%
3Y*
27.30%
5Y*
16.86%
10Y*
15.34%
*Multi-year figures are annualized to reflect compound growth (CAGR)

C vs. ITA - 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%
ITA
iShares U.S. Aerospace & Defense ETF		8.97%48.64%15.81%14.33%9.96%9.39%-13.57%30.51%-7.22%35.24%

Correlation

The correlation between C and ITA is 0.40, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.40

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

0.44

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

0.52

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

0.54

Correlation (All Time)
Calculated using the full available price history since May 5, 2006

0.56

The correlation between C and ITA shifts across timeframes, from 0.40 (1 year) to 0.56 (all time), reflecting how their relationship changes across market environments.

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Citigroup Inc.

iShares U.S. Aerospace & Defense ETF

Often compared with C:
C vs. BACC vs. SPYC vs. XLFC vs. VTIC vs. TFCC vs. CRC vs. CMRE
Often compared with ITA:
ITA vs. XARITA vs. PPAITA vs. SHLDITA vs. ARKXITA vs. VOOITA vs. FSDAXITA vs. DFEN

Return for Risk

C vs. ITA — 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
ITA
ITA Risk / Return Rank: 4444
Overall Rank
ITA Sharpe Ratio Rank: 4747
Sharpe Ratio Rank
ITA Sortino Ratio Rank: 4848
Sortino Ratio Rank
ITA Omega Ratio Rank: 4343
Omega Ratio Rank
ITA Calmar Ratio Rank: 4545
Calmar Ratio Rank
ITA Martin Ratio Rank: 3838
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. ITA - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and iShares U.S. Aerospace & Defense ETF (ITA). 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.

CITADifference
Sharpe ratioReturn per unit of total volatility
2.93
1.43

+1.50

Sortino ratioReturn per unit of downside risk
3.57
2.11

+1.46

Omega ratioGain probability vs. loss probability

1.45

1.25

+0.21

Calmar ratioReturn relative to maximum drawdown

5.64

1.97

+3.67

Martin ratioReturn relative to average drawdown

16.25

5.20

+11.04

C vs. ITA - Sharpe Ratio Comparison

The current C Sharpe Ratio is 2.93, which is higher than the ITA Sharpe Ratio of 1.43. The chart below compares the historical Sharpe Ratios of C and ITA, 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. ITA - Drawdown Comparison

The maximum C drawdown since its inception was -98.00%, which is greater than ITA's maximum drawdown of -59.72%. Use the drawdown chart below to compare losses from any high point for C and ITA.

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Drawdown Indicators

CITADifference

Max Drawdown

Largest peak-to-trough decline

-98.00%

-59.72%

-38.28%

Max Drawdown (1Y)

Largest decline over 1 year

-14.76%

-15.82%

+1.06%

Max Drawdown (3Y)

Largest decline over 3 years

-31.31%

-15.82%

-15.49%

Max Drawdown (5Y)

Largest decline over 5 years

-44.53%

-18.72%

-25.81%

Max Drawdown (10Y)

Largest decline over 10 years

-56.51%

-51.00%

-5.51%

Current Drawdown

Current decline from peak

-62.68%

-6.64%

-56.04%

Average Drawdown

Average peak-to-trough decline

-43.51%

-9.45%

-34.06%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

5.97%

-0.85%

Volatility

C vs. ITA - Volatility Comparison

The current volatility for Citigroup Inc. (C) is 8.30%, while iShares U.S. Aerospace & Defense ETF (ITA) has a volatility of 9.07%. This indicates that C experiences smaller price fluctuations and is considered to be less risky than ITA based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CITADifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

9.07%

-0.77%

Volatility (6M)

Calculated over the trailing 6-month period

23.09%

18.47%

+4.62%

Volatility (1Y)

Calculated over the trailing 1-year period

28.37%

21.74%

+6.63%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.20%

20.21%

+8.99%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.23%

23.22%

+10.01%

Dividends

C vs. ITA - Dividend Comparison

C's dividend yield for the trailing twelve months is around 1.72%, more than ITA's 0.46% 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%
ITA
iShares U.S. Aerospace & Defense ETF		0.46%0.55%0.85%0.93%0.95%0.82%1.07%1.54%1.13%0.91%1.07%1.04%

Frequently Asked Questions

C and ITA have a correlation of 0.40, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

ITA has higher volatility (9.07%) compared to C (8.30%). In terms of maximum drawdown, C dropped -98.00% vs ITA's -59.72%.

C currently has the higher Sharpe Ratio (2.93 vs 1.43), 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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