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C vs. IWN
Performance
Return for Risk
Drawdowns
Volatility
Dividends

C vs. IWN

Last updated Jun 13, 2026

C (Citigroup Inc.) is a stock, while IWN (iShares Russell 2000 Value ETF) is Small Cap Value Equities fund tracking the Russell 2000 Value Index. Over the past 10 years, C returned 16.22%/yr vs 10.58%/yr for IWN. A 0.66 correlation means they provide meaningful diversification when combined.

Performance

C vs. IWN - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Citigroup Inc. (C) and iShares Russell 2000 Value ETF (IWN). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

The year-to-date returns for both stocks are quite close, with C having a 21.02% return and IWN slightly lower at 20.82%. Over the past 10 years, C has outperformed IWN with an annualized return of 16.22%, while IWN has yielded a comparatively lower 10.58% 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%

IWN

1D
1.17%
1M
6.00%
YTD
20.82%
6M
17.48%
1Y
44.79%
3Y*
17.41%
5Y*
6.89%
10Y*
10.58%
*Multi-year figures are annualized to reflect compound growth (CAGR)

C vs. IWN - 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%
IWN
iShares Russell 2000 Value ETF		20.82%12.40%7.63%14.56%-14.77%27.96%4.66%22.01%-13.01%7.69%

Correlation

The correlation between C and IWN is 0.56, 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

0.56

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

0.63

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

0.68

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

0.69

Correlation (All Time)
Calculated using the full available price history since Jul 28, 2000

0.66

The correlation between C and IWN shifts across timeframes, from 0.56 (1 year) to 0.69 (10 years), reflecting how their relationship changes across market environments.

Compare stocks, funds, or ETFs

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Citigroup Inc.

iShares Russell 2000 Value ETF

Often compared with C:
C vs. BACC vs. SPYC vs. XLFC vs. VTIC vs. TFCC vs. CRC vs. CMRE
Often compared with IWN:
IWN vs. IWMIWN vs. IWOIWN vs. VTWOIWN vs. IJSIWN vs. IWSIWN vs. IWVIWN vs. IWX

Return for Risk

C vs. IWN — 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
IWN
IWN Risk / Return Rank: 8585
Overall Rank
IWN Sharpe Ratio Rank: 8484
Sharpe Ratio Rank
IWN Sortino Ratio Rank: 8484
Sortino Ratio Rank
IWN Omega Ratio Rank: 7878
Omega Ratio Rank
IWN Calmar Ratio Rank: 9191
Calmar Ratio Rank
IWN Martin Ratio Rank: 8888
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. IWN - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and iShares Russell 2000 Value ETF (IWN). 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.

CIWNDifference
Sharpe ratioReturn per unit of total volatility
2.93
2.35

+0.59

Sortino ratioReturn per unit of downside risk
3.57
3.27

+0.30

Omega ratioGain probability vs. loss probability

1.45

1.40

+0.06

Calmar ratioReturn relative to maximum drawdown

5.64

5.02

+0.61

Martin ratioReturn relative to average drawdown

16.25

16.91

-0.66

C vs. IWN - Sharpe Ratio Comparison

The current C Sharpe Ratio is 2.93, which is comparable to the IWN Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of C and IWN, 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. IWN - Drawdown Comparison

The maximum C drawdown since its inception was -98.00%, which is greater than IWN's maximum drawdown of -61.55%. Use the drawdown chart below to compare losses from any high point for C and IWN.

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Drawdown Indicators

CIWNDifference

Max Drawdown

Largest peak-to-trough decline

-98.00%

-61.55%

-36.45%

Max Drawdown (1Y)

Largest decline over 1 year

-14.76%

-8.45%

-6.31%

Max Drawdown (3Y)

Largest decline over 3 years

-31.31%

-26.70%

-4.61%

Max Drawdown (5Y)

Largest decline over 5 years

-44.31%

-26.70%

-17.61%

Max Drawdown (10Y)

Largest decline over 10 years

-56.51%

-46.08%

-10.43%

Current Drawdown

Current decline from peak

-62.68%

0.00%

-62.68%

Average Drawdown

Average peak-to-trough decline

-43.51%

-10.15%

-33.36%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

2.51%

+2.61%

Volatility

C vs. IWN - Volatility Comparison

Citigroup Inc. (C) has a higher volatility of 8.30% compared to iShares Russell 2000 Value ETF (IWN) at 5.80%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than IWN based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CIWNDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

5.80%

+2.50%

Volatility (6M)

Calculated over the trailing 6-month period

23.09%

12.25%

+10.84%

Volatility (1Y)

Calculated over the trailing 1-year period

28.37%

18.09%

+10.28%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.20%

21.47%

+7.73%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.23%

23.41%

+9.82%

Dividends

C vs. IWN - Dividend Comparison

C's dividend yield for the trailing twelve months is around 1.72%, more than IWN's 1.42% 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%
IWN
iShares Russell 2000 Value ETF		1.42%1.70%1.80%2.04%2.12%1.48%1.60%1.92%1.99%1.78%1.74%2.15%

Frequently Asked Questions

C and IWN have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

C has higher volatility (8.30%) compared to IWN (5.80%). In terms of maximum drawdown, C dropped -98.00% vs IWN's -61.55%.

C currently has the higher Sharpe Ratio (2.93 vs 2.35), 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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