C vs. RJF
C (Citigroup Inc.) and RJF (Raymond James Financial, Inc.) are both stocks. Both are in the Financial Services sector — C in Banks - Diversified, RJF in Capital Markets. Over the past 10 years, C returned 15.14%/yr vs 17.32%/yr for RJF. A 0.50 correlation means they provide meaningful diversification when combined.
Performance
C vs. RJF - Performance Comparison
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Returns By Period
In the year-to-date period, C achieves a 15.36% return, which is significantly higher than RJF's -5.81% return. Over the past 10 years, C has underperformed RJF with an annualized return of 15.14%, while RJF has yielded a comparatively higher 17.32% 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%
RJF
- 1D
- -0.83%
- 1M
- -2.68%
- YTD
- -5.81%
- 6M
- -7.87%
- 1Y
- 3.71%
- 3Y*
- 17.90%
- 5Y*
- 13.36%
- 10Y*
- 17.32%
C vs. RJF - 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% |
RJF Raymond James Financial, Inc. | -5.81% | 4.74% | 40.83% | 6.12% | 8.32% | 59.48% | 8.70% | 22.80% | -15.65% | 29.99% |
Correlation
The correlation between C and RJF is 0.53, 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 | 0.53 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.55 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.61 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.67 |
Correlation (All Time) Calculated using the full available price history since Dec 31, 1987 | 0.50 |
The correlation between C and RJF shifts across timeframes, from 0.50 (all time) to 0.67 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
C:
$236.71B
RJF:
$30.08B
C:
$8.65
RJF:
$10.55
C:
15.41
RJF:
14.23
C:
1.44
RJF:
1.87
C:
$171.19B
RJF:
$16.35B
C:
$77.85B
RJF:
$6.99B
C:
$24.12B
RJF:
$1.40B
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Return for Risk
C vs. RJF — Risk / Return Rank
C
RJF
C vs. RJF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and Raymond James Financial, Inc. (RJF). 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 | RJF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.50 | ||
| Sortino ratioReturn per unit of downside risk | +2.94 | ||
| Omega ratioGain probability vs. loss probability | 1.42 | 1.05 | +0.37 |
| Calmar ratioReturn relative to maximum drawdown | 5.05 | 0.19 | +4.86 |
| Martin ratioReturn relative to average drawdown | 14.54 | 0.40 | +14.14 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| C | RJF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.65 | 0.15 | +2.50 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.48 | +0.04 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.46 | 0.56 | -0.10 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.15 | 0.50 | -0.35 |
Drawdowns
C vs. RJF - Drawdown Comparison
The maximum C drawdown since its inception was -98.00%, which is greater than RJF's maximum drawdown of -69.68%. Use the drawdown chart below to compare losses from any high point for C and RJF.
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Drawdown Indicators
| C | RJF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.00% | -69.68% | -28.32% |
Max Drawdown (1Y)Largest decline over 1 year | -14.76% | -19.64% | +4.88% |
Max Drawdown (3Y)Largest decline over 3 years | -31.31% | -28.12% | -3.19% |
Max Drawdown (5Y)Largest decline over 5 years | -45.78% | -32.11% | -13.67% |
Max Drawdown (10Y)Largest decline over 10 years | -56.51% | -45.59% | -10.92% |
Current DrawdownCurrent decline from peak | -64.43% | -14.02% | -50.41% |
Average DrawdownAverage peak-to-trough decline | -43.51% | -14.63% | -28.88% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.12% | 9.19% | -4.07% |
Volatility
C vs. RJF - Volatility Comparison
Citigroup Inc. (C) has a higher volatility of 8.43% compared to Raymond James Financial, Inc. (RJF) at 7.61%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than RJF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| C | RJF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.43% | 7.61% | +0.82% |
Volatility (6M)Calculated over the trailing 6-month period | 22.84% | 19.38% | +3.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.19% | 24.56% | +3.63% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.18% | 28.05% | +1.13% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.23% | 30.96% | +2.27% |
Dividends
C vs. RJF - Dividend Comparison
C's dividend yield for the trailing twelve months is around 1.80%, more than RJF's 1.38% 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% |
RJF Raymond James Financial, Inc. | 1.38% | 1.25% | 0.87% | 1.53% | 1.67% | 1.04% | 1.16% | 1.93% | 1.48% | 0.74% | 1.18% | 1.28% |
Financials
C vs. RJF - Financials Comparison
This section allows you to compare key financial metrics between Citigroup Inc. and Raymond James Financial, Inc.. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
C vs. RJF - Profitability Comparison
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%.
RJF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Raymond James Financial, Inc. reported a gross profit of -3.74B and revenue of 4.26B. Therefore, the gross margin over that period was -87.6%.
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%.
RJF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Raymond James Financial, Inc. reported an operating income of -728.00M and revenue of 4.26B, resulting in an operating margin of -17.1%.
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%.
RJF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Raymond James Financial, Inc. reported a net income of 544.00M and revenue of 4.26B, resulting in a net margin of 12.8%.
Frequently Asked Questions
C and RJF have a correlation of 0.53, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
C has higher volatility (8.43%) compared to RJF (7.61%). In terms of maximum drawdown, C dropped -98.00% vs RJF's -69.68%.
C currently has the higher Sharpe Ratio (2.65 vs 0.15), 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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