C vs. QQQY
C (Citigroup Inc.) is a stock, while QQQY (Defiance Nasdaq 100 Enhanced Options Income ETF) is Nasdaq-100 fund actively managed by Defiance. Over the past year, C returned 82.79% vs 29.70% for QQQY. At a 0.43 correlation, their price movements are largely independent.
Performance
C vs. QQQY - Performance Comparison
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Returns By Period
In the year-to-date period, C achieves a 21.02% return, which is significantly higher than QQQY's 15.43% 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%
QQQY
- 1D
- 0.55%
- 1M
- 0.32%
- YTD
- 15.43%
- 6M
- 15.99%
- 1Y
- 29.70%
- 3Y*
- —
- 5Y*
- —
- 10Y*
- —
C vs. QQQY - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | |
|---|---|---|---|---|
C Citigroup Inc. | 21.02% | 70.38% | 41.93% | 22.98% |
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF | 15.43% | 14.96% | 7.70% | 7.19% |
Correlation
The correlation between C and QQQY is 0.45, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.45 |
Correlation (All Time) Calculated using the full available price history since Sep 14, 2023 | 0.43 |
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Return for Risk
C vs. QQQY — Risk / Return Rank
C
QQQY
C vs. QQQY - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY). 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 | QQQY | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.93 | ||
| Sortino ratioReturn per unit of downside risk | +1.04 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.38 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 5.64 | 2.68 | +2.96 |
| Martin ratioReturn relative to average drawdown | 16.25 | 10.96 | +5.29 |
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Drawdowns
C vs. QQQY - Drawdown Comparison
The maximum C drawdown since its inception was -98.00%, which is greater than QQQY's maximum drawdown of -19.05%. Use the drawdown chart below to compare losses from any high point for C and QQQY.
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Drawdown Indicators
| C | QQQY | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.00% | -19.05% | -78.95% |
Max Drawdown (1Y)Largest decline over 1 year | -14.76% | -11.14% | -3.62% |
Max Drawdown (3Y)Largest decline over 3 years | -31.31% | — | — |
Max Drawdown (5Y)Largest decline over 5 years | -44.53% | — | — |
Max Drawdown (10Y)Largest decline over 10 years | -56.51% | — | — |
Current DrawdownCurrent decline from peak | -62.68% | -3.41% | -59.27% |
Average DrawdownAverage peak-to-trough decline | -43.51% | -2.92% | -40.59% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.12% | 2.72% | +2.40% |
Volatility
C vs. QQQY - Volatility Comparison
Citigroup Inc. (C) has a higher volatility of 8.30% compared to Defiance Nasdaq 100 Enhanced Options Income ETF (QQQY) at 7.00%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than QQQY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| C | QQQY | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.30% | 7.00% | +1.30% |
Volatility (6M)Calculated over the trailing 6-month period | 23.09% | 12.87% | +10.22% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.37% | 14.92% | +13.45% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.20% | 15.12% | +14.08% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.23% | 15.12% | +18.11% |
Dividends
C vs. QQQY - Dividend Comparison
C's dividend yield for the trailing twelve months is around 1.72%, less than QQQY's 35.39% 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% |
QQQY Defiance Nasdaq 100 Enhanced Options Income ETF | 35.39% | 45.34% | 83.34% | 20.64% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
C and QQQY have a correlation of 0.45, 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 QQQY (7.00%). In terms of maximum drawdown, C dropped -98.00% vs QQQY's -19.05%.
C currently has the higher Sharpe Ratio (2.93 vs 2.00), 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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