C vs. TD.TO
C (Citigroup Inc.) and TD.TO (The Toronto-Dominion Bank) are both stocks. Both operate in the Banks - Diversified industry within the Financial Services sector. Over the past 10 years, C returned 16.22%/yr vs 15.09%/yr for TD.TO. At a 0.47 correlation, their price movements are largely independent.
Performance
C vs. TD.TO - Performance Comparison
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Different Trading Currencies
C is traded in USD, while TD.TO is traded in CAD. To make them comparable, the TD.TO values have been converted to USD using the latest available exchange rates.
Returns By Period
In the year-to-date period, C achieves a 21.02% return, which is significantly lower than TD.TO's 26.16% return. Over the past 10 years, C has outperformed TD.TO with an annualized return of 16.22%, while TD.TO has yielded a comparatively lower 15.09% annualized 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%
TD.TO
- 1D
- 0.81%
- 1M
- 9.89%
- YTD
- 26.16%
- 6M
- 30.50%
- 1Y
- 72.48%
- 3Y*
- 31.02%
- 5Y*
- 15.07%
- 10Y*
- 15.09%
C vs. TD.TO - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 21.02% | 70.38% | 41.93% | 18.98% | -22.09% | 0.93% | -19.70% | 57.82% | -28.49% | 27.03% |
TD.TO The Toronto-Dominion Bank | 26.16% | 85.53% | -13.39% | 4.83% | -11.62% | 40.22% | 6.24% | 16.46% | -11.97% | 23.52% |
Correlation
The correlation between C and TD.TO 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 | 0.47 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.51 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Jul 13, 2006 | 0.47 |
The correlation between C and TD.TO has been stable across timeframes, ranging from 0.47 to 0.53 - a consistent structural relationship.
Fundamentals
C:
$248.34B
TD.TO:
CA$273.16B
C:
$8.65
TD.TO:
CA$8.81
C:
16.17
TD.TO:
18.62
C:
1.51
TD.TO:
2.47
C:
1.30
TD.TO:
2.42
C:
$171.19B
TD.TO:
CA$112.59B
C:
$77.85B
TD.TO:
CA$59.48B
C:
$24.12B
TD.TO:
CA$19.98B
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Return for Risk
C vs. TD.TO — Risk / Return Rank
C
TD.TO
C vs. TD.TO - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and The Toronto-Dominion Bank (TD.TO). 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 | TD.TO | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.75 | ||
| Sortino ratioReturn per unit of downside risk | -2.12 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.79 | -0.34 |
| Calmar ratioReturn relative to maximum drawdown | 5.64 | 9.96 | -4.32 |
| Martin ratioReturn relative to average drawdown | 16.25 | 39.77 | -23.53 |
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Drawdowns
C vs. TD.TO - Drawdown Comparison
The maximum C drawdown since its inception was -98.00%, which is greater than TD.TO's maximum drawdown of -62.28%. Use the drawdown chart below to compare losses from any high point for C and TD.TO.
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Drawdown Indicators
| C | TD.TO | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.00% | -62.28% | -35.72% |
Max Drawdown (1Y)Largest decline over 1 year | -14.76% | -7.31% | -7.45% |
Max Drawdown (3Y)Largest decline over 3 years | -31.31% | -19.57% | -11.74% |
Max Drawdown (5Y)Largest decline over 5 years | -44.53% | -31.55% | -12.98% |
Max Drawdown (10Y)Largest decline over 10 years | -56.51% | -41.46% | -15.05% |
Current DrawdownCurrent decline from peak | -62.68% | 0.00% | -62.68% |
Average DrawdownAverage peak-to-trough decline | -43.51% | -10.66% | -32.85% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.12% | 1.83% | +3.29% |
Volatility
C vs. TD.TO - Volatility Comparison
Citigroup Inc. (C) has a higher volatility of 8.30% compared to The Toronto-Dominion Bank (TD.TO) at 5.09%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than TD.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| C | TD.TO | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.30% | 5.09% | +3.21% |
Volatility (6M)Calculated over the trailing 6-month period | 23.09% | 11.97% | +11.12% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.37% | 15.54% | +12.83% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.20% | 18.38% | +10.82% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.23% | 20.44% | +12.79% |
Dividends
C vs. TD.TO - Dividend Comparison
C's dividend yield for the trailing twelve months is around 1.72%, less than TD.TO's 2.60% 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% |
TD.TO The Toronto-Dominion Bank | 2.60% | 3.25% | 5.33% | 4.48% | 4.06% | 3.26% | 4.32% | 3.97% | 3.85% | 3.19% | 3.26% | 3.69% |
Financials
C vs. TD.TO - Financials Comparison
This section allows you to compare key financial metrics between Citigroup Inc. and The Toronto-Dominion Bank. 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. TD.TO - 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%.
TD.TO - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Toronto-Dominion Bank reported a gross profit of 14.91B and revenue of 27.03B. Therefore, the gross margin over that period was 55.2%.
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%.
TD.TO - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Toronto-Dominion Bank reported an operating income of 5.03B and revenue of 27.03B, resulting in an operating margin of 18.6%.
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%.
TD.TO - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Toronto-Dominion Bank reported a net income of 4.25B and revenue of 27.03B, resulting in a net margin of 15.7%.
Frequently Asked Questions
C and TD.TO 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.
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