C vs. T

Last updated Jun 9, 2026

C (Citigroup Inc.) and T (AT&T Inc.) are both stocks. C operates in Banks - Diversified (Financial Services), while T operates in Telecom Services (Communication Services). Over the past 10 years, C returned 15.14%/yr vs 2.86%/yr for T. At a 0.32 correlation, their price movements are largely independent.

Performance

C vs. T - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Citigroup Inc. (C) and AT&T Inc. (T). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, C achieves a 15.36% return, which is significantly higher than T's -7.40% return. Over the past 10 years, C has outperformed T with an annualized return of 15.14%, while T has yielded a comparatively lower 2.86% 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%

T

• 1D: -1.10%
• 1M: -10.57%
• YTD: -7.40%
• 6M: -7.40%
• 1Y: -16.38%
• 3Y*: 18.39%
• 5Y*: 6.60%
• 10Y*: 2.86%

*Multi-year figures are annualized to reflect compound growth (CAGR)

C vs. T - 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%
T AT&T Inc.	-7.40%	13.97%	44.08%	-2.74%	5.76%	-8.09%	-21.37%	45.55%	-22.25%	-4.01%

Correlation

The correlation between C and T is -0.04, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.04
Correlation (3Y) Calculated over the trailing 3-year period	0.10
Correlation (5Y) Calculated over the trailing 5-year period	0.26
Correlation (10Y) Calculated over the trailing 10-year period	0.32
Correlation (All Time) Calculated using the full available price history since Jul 19, 1984	0.32

The correlation between C and T shifts across timeframes, from -0.04 (1 year) to 0.32 (all time), reflecting how their relationship changes across market environments.

Fundamentals

EPS C : $8.65 T : $3.04
PE Ratio C : 15.41 T : 7.39
PS Ratio C : 1.44 T : 1.29
Total Revenue (TTM) C : $171.19B T : $125.65B
Gross Profit (TTM) C : $77.85B T : $105.41B
EBITDA (TTM) C : $24.12B T : $54.70B

Return for Risk

C vs. T — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

C

C Risk / Return Rank: 92
C Sharpe Ratio Rank: 94
C Sortino Ratio Rank: 91
C Omega Ratio Rank: 90
C Calmar Ratio Rank: 92
C Martin Ratio Rank: 93

T

T Risk / Return Rank: 11
T Sharpe Ratio Rank: 11
T Sortino Ratio Rank: 12
T Omega Ratio Rank: 13
T Calmar Ratio Rank: 14
T Martin Ratio Rank: 4

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. T - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and AT&T Inc. (T). 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	T	Difference
Sharpe ratio: Return per unit of total volatility	2.65	-0.75	+3.40
Sortino ratio: Return per unit of downside risk	3.30	-0.98	+4.28
Omega ratio: Gain probability vs. loss probability	1.42	0.89	+0.54
Calmar ratio: Return relative to maximum drawdown	5.05	-0.75	+5.80
Martin ratio: Return relative to average drawdown	14.54	-1.59	+16.13
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

C vs. T - Sharpe Ratio Comparison

The current C Sharpe Ratio is 2.65, which is higher than the T Sharpe Ratio of -0.75. The chart below compares the historical Sharpe Ratios of C and T, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	C	T	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.65	-0.75	+3.40
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.28	+0.25
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	0.12	+0.34
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.38	-0.22

Drawdowns

C vs. T - Drawdown Comparison

The maximum C drawdown since its inception was -98.00%, which is greater than T's maximum drawdown of -64.15%. Use the drawdown chart below to compare losses from any high point for C and T.

Drawdown Indicators

	C	T	Difference
Max Drawdown Largest peak-to-trough decline	-98.00%	-64.15%	-33.85%
Max Drawdown (1Y) Largest decline over 1 year	-14.76%	-21.87%	+7.11%
Max Drawdown (3Y) Largest decline over 3 years	-31.31%	-21.87%	-9.44%
Max Drawdown (5Y) Largest decline over 5 years	-45.78%	-32.01%	-13.77%
Max Drawdown (10Y) Largest decline over 10 years	-56.51%	-42.35%	-14.16%
Current Drawdown Current decline from peak	-64.43%	-21.87%	-42.56%
Average Drawdown Average peak-to-trough decline	-43.51%	-15.72%	-27.79%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.12%	10.34%	-5.22%

Volatility

C vs. T - Volatility Comparison

Citigroup Inc. (C) has a higher volatility of 8.43% compared to AT&T Inc. (T) at 7.50%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than T based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	C	T	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.43%	7.50%	+0.93%
Volatility (6M) Calculated over the trailing 6-month period	22.84%	17.57%	+5.27%
Volatility (1Y) Calculated over the trailing 1-year period	28.19%	21.98%	+6.21%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.18%	23.97%	+5.21%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.23%	23.71%	+9.52%

Dividends

C vs. T - Dividend Comparison

C's dividend yield for the trailing twelve months is around 1.80%, less than T's 4.93% 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%
T AT&T Inc.	4.93%	4.47%	4.87%	6.62%	6.66%	8.46%	7.23%	5.22%	7.01%	5.04%	4.51%	5.46%

Financials

Frequently Asked Questions

Can I hold both C and T in my portfolio?

C and T have a correlation of -0.04, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, C or T?

C has higher volatility (8.43%) compared to T (7.50%). In terms of maximum drawdown, C dropped -98.00% vs T's -64.15%.

Which has better risk-adjusted returns?

C currently has the higher Sharpe Ratio (2.65 vs -0.75), 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.