C vs. STIP
C (Citigroup Inc.) is a stock, while STIP (iShares 0-5 Year TIPS Bond ETF) is Inflation-Protected Bonds fund tracking the Bloomberg US Treasury Inflation-Protected Securities (TIPS) 0-5 Years Index (Series-L). Over the past 10 years, C returned 17.11%/yr vs 3.07%/yr for STIP. At a correlation of -0.03, they often move in opposite directions.
Performance
C vs. STIP - Performance Comparison
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Returns By Period
In the year-to-date period, C achieves a 25.47% return, which is significantly higher than STIP's 1.34% return. Over the past 10 years, C has outperformed STIP with an annualized return of 17.11%, while STIP has yielded a comparatively lower 3.07% annualized return.
C
- 1D
- -0.48%
- 1M
- 15.89%
- YTD
- 25.47%
- 6M
- 22.63%
- 1Y
- 86.82%
- 3Y*
- 51.47%
- 5Y*
- 19.30%
- 10Y*
- 17.11%
STIP
- 1D
- 0.01%
- 1M
- -0.29%
- YTD
- 1.34%
- 6M
- 1.51%
- 1Y
- 3.58%
- 3Y*
- 4.99%
- 5Y*
- 3.28%
- 10Y*
- 3.07%
C vs. STIP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 25.47% | 70.38% | 41.93% | 18.98% | -22.09% | 0.93% | -19.70% | 57.82% | -28.49% | 27.03% |
STIP iShares 0-5 Year TIPS Bond ETF | 1.34% | 6.03% | 4.77% | 4.63% | -3.02% | 5.68% | 5.18% | 4.89% | 0.54% | 0.74% |
Correlation
The correlation between C and STIP is -0.12, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | -0.12 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.00 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.05 |
Correlation (10Y) Calculated over the trailing 10-year period | -0.01 |
Correlation (All Time) Calculated using the full available price history since Dec 3, 2010 | -0.03 |
The correlation between C and STIP shifts across timeframes, from -0.12 (1 year) to 0.05 (5 years), reflecting how their relationship changes across market environments.
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Return for Risk
C vs. STIP — Risk / Return Rank
C
STIP
C vs. STIP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and iShares 0-5 Year TIPS Bond ETF (STIP). 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 | STIP | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.75 | ||
| Sortino ratioReturn per unit of downside risk | +0.04 | ||
| Omega ratioGain probability vs. loss probability | 1.48 | 1.48 | -0.01 |
| Calmar ratioReturn relative to maximum drawdown | 5.91 | 4.96 | +0.96 |
| Martin ratioReturn relative to average drawdown | 17.04 | 18.20 | -1.16 |
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Drawdowns
C vs. STIP - Drawdown Comparison
The maximum C drawdown since its inception was -98.00%, which is greater than STIP's maximum drawdown of -5.50%. Use the drawdown chart below to compare losses from any high point for C and STIP.
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Drawdown Indicators
| C | STIP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.00% | -5.50% | -92.50% |
Max Drawdown (1Y)Largest decline over 1 year | -14.76% | -0.73% | -14.03% |
Max Drawdown (3Y)Largest decline over 3 years | -31.31% | -0.95% | -30.36% |
Max Drawdown (5Y)Largest decline over 5 years | -44.31% | -5.50% | -38.81% |
Max Drawdown (10Y)Largest decline over 10 years | -56.51% | -5.50% | -51.01% |
Current DrawdownCurrent decline from peak | -61.31% | -0.72% | -60.59% |
Average DrawdownAverage peak-to-trough decline | -43.52% | -0.99% | -42.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.11% | 0.20% | +4.91% |
Volatility
C vs. STIP - Volatility Comparison
Citigroup Inc. (C) has a higher volatility of 7.00% compared to iShares 0-5 Year TIPS Bond ETF (STIP) at 0.64%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than STIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| C | STIP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.00% | 0.64% | +6.36% |
Volatility (6M)Calculated over the trailing 6-month period | 23.12% | 1.14% | +21.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.23% | 1.53% | +26.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.12% | 2.74% | +26.38% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.08% | 2.46% | +30.62% |
Dividends
C vs. STIP - Dividend Comparison
C's dividend yield for the trailing twelve months is around 1.66%, less than STIP's 4.33% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 1.66% | 1.99% | 3.10% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% |
STIP iShares 0-5 Year TIPS Bond ETF | 4.33% | 4.11% | 2.62% | 2.84% | 6.04% | 4.15% | 1.40% | 2.06% | 2.44% | 1.59% | 0.89% | 0.00% |
Frequently Asked Questions
C and STIP have a correlation of -0.12, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
C has higher volatility (7.00%) compared to STIP (0.64%). In terms of maximum drawdown, C dropped -98.00% vs STIP's -5.50%.
C currently has the higher Sharpe Ratio (3.09 vs 2.34), 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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