C vs. TEL
C (Citigroup Inc.) and TEL (TE Connectivity Ltd.) are both stocks. C operates in Banks - Diversified (Financial Services), while TEL operates in Electronic Components (Technology). Over the past 10 years, C returned 14.98%/yr vs 14.74%/yr for TEL. A 0.52 correlation means they provide meaningful diversification when combined.
Performance
C vs. TEL - Performance Comparison
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Returns By Period
In the year-to-date period, C achieves a 14.41% return, which is significantly higher than TEL's -10.18% return. Both investments have delivered pretty close results over the past 10 years, with C having a 14.98% annualized return and TEL not far behind at 14.74%.
C
- 1D
- 0.24%
- 1M
- -7.94%
- 6M
- 17.53%
- YTD
- 14.41%
- 1Y
- 41.72%
- 3Y*
- 45.76%
- 5Y*
- 18.70%
- 10Y*
- 14.98%
- ALL TIME*
- 6.07%
TEL
- 1D
- 2.09%
- 1M
- 2.21%
- 6M
- -8.71%
- YTD
- -10.18%
- 1Y
- 0.08%
- 3Y*
- 14.69%
- 5Y*
- 9.71%
- 10Y*
- 14.74%
- ALL TIME*
- 11.94%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.93B | $1.86B | $1.68B | |
| $618.83M | $531.01M | $558.46M |
C vs. TEL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 14.41% | 70.38% | 41.93% | 18.98% | -22.09% | 0.93% | -19.70% | 57.82% | -28.49% | 27.03% |
TEL TE Connectivity Ltd. | -10.18% | 61.60% | 3.51% | 24.62% | -27.66% | 35.12% | 28.95% | 29.37% | -18.87% | 39.88% |
Correlation
The correlation between C and TEL 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 (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.53 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.53 |
Correlation (All Time) Calculated using the full available price history since Jul 2, 2007 | 0.52 |
The correlation between C and TEL has been stable across timeframes, ranging from 0.45 to 0.53 - a consistent structural relationship.
Fundamentals
C:
$226.75B
TEL:
$59.24B
C:
$9.84
TEL:
$10.20
C:
13.44
TEL:
19.90
C:
1.56
TEL:
3.13
C:
1.19
TEL:
4.49
C:
$153.60B
TEL:
$19.15B
C:
$83.82B
TEL:
$6.78B
C:
$28.05B
TEL:
$4.60B
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Return for Risk
C vs. TEL — Risk / Return Rank
C
TEL
C vs. TEL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and TE Connectivity Ltd. (TEL). 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 | TEL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.46 | ||
| Sortino ratioReturn per unit of downside risk | +1.81 | ||
| Omega ratioGain probability vs. loss probability | 1.25 | 1.03 | +0.22 |
| Calmar ratioReturn relative to maximum drawdown | 2.84 | 0.00 | +2.84 |
| Martin ratioReturn relative to average drawdown | 7.66 | 0.01 | +7.65 |
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Drawdowns
C vs. TEL - Drawdown Comparison
The maximum C drawdown since its inception was -98.00%, which is greater than TEL's maximum drawdown of -81.07%. Use the drawdown chart below to compare losses from any high point for C and TEL.
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Drawdown Indicators
| C | TEL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.00% | -81.07% | -16.93% |
Max Drawdown (1Y)Largest decline over 1 year | -14.76% | -20.85% | +6.09% |
Max Drawdown (3Y)Largest decline over 3 years | -31.31% | -22.60% | -8.71% |
Max Drawdown (5Y)Largest decline over 5 years | -44.31% | -34.26% | -10.05% |
Max Drawdown (10Y)Largest decline over 10 years | -56.51% | -47.71% | -8.80% |
Current DrawdownCurrent decline from peak | -64.72% | -17.74% | -46.98% |
Average DrawdownAverage peak-to-trough decline | -43.56% | -13.65% | -29.91% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.46% | 11.03% | -5.57% |
Volatility
C vs. TEL - Volatility Comparison
Citigroup Inc. (C) has a higher volatility of 9.05% compared to TE Connectivity Ltd. (TEL) at 7.22%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than TEL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| C | TEL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.05% | 7.22% | +1.83% |
Volatility (6M)Calculated over the trailing 6-month period | 22.68% | 28.47% | -5.79% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.71% | 33.10% | -4.39% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.17% | 28.27% | +0.90% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.05% | 28.32% | +4.73% |
Dividends
C vs. TEL - Dividend Comparison
C's dividend yield for the trailing twelve months is around 1.82%, more than TEL's 1.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 1.82% | 1.99% | 3.10% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% |
TEL TE Connectivity Ltd. | 1.43% | 1.22% | 1.78% | 1.66% | 1.90% | 1.23% | 1.57% | 1.90% | 2.27% | 1.65% | 2.08% | 1.98% |
Financials
C vs. TEL - Financials Comparison
This section allows you to compare key financial metrics between Citigroup Inc. and TE Connectivity Ltd.. 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. TEL - Profitability Comparison
C - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Citigroup Inc. reported a gross profit of 24.77B and revenue of 24.77B. Therefore, the gross margin over that period was 100.0%.
TEL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, TE Connectivity Ltd. reported a gross profit of 1.84B and revenue of 5.16B. Therefore, the gross margin over that period was 35.6%.
C - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Citigroup Inc. reported an operating income of 8.03B and revenue of 24.77B, resulting in an operating margin of 32.4%.
TEL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, TE Connectivity Ltd. reported an operating income of 981.00M and revenue of 5.16B, resulting in an operating margin of 19.0%.
C - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Citigroup Inc. reported a net income of 5.83B and revenue of 24.77B, resulting in a net margin of 23.5%.
TEL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, TE Connectivity Ltd. reported a net income of 748.00M and revenue of 5.16B, resulting in a net margin of 14.5%.
Frequently Asked Questions
C and TEL 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 (9.05%) compared to TEL (7.22%). In terms of maximum drawdown, C dropped -98.00% vs TEL's -81.07%.
C currently has the higher Sharpe Ratio (1.46 vs 0.00), 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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