C vs. TRV
C (Citigroup Inc.) and TRV (The Travelers Companies, Inc.) are both stocks. Both are in the Financial Services sector — C in Banks - Diversified, TRV in Insurance - Property & Casualty. Over the past 10 years, C returned 16.22%/yr vs 12.87%/yr for TRV. At a 0.45 correlation, their price movements are largely independent.
Performance
C vs. TRV - Performance Comparison
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Returns By Period
In the year-to-date period, C achieves a 21.02% return, which is significantly higher than TRV's 5.79% return. Over the past 10 years, C has outperformed TRV with an annualized return of 16.22%, while TRV has yielded a comparatively lower 12.87% 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%
TRV
- 1D
- 0.18%
- 1M
- 3.63%
- YTD
- 5.79%
- 6M
- 7.55%
- 1Y
- 16.30%
- 3Y*
- 22.19%
- 5Y*
- 16.78%
- 10Y*
- 12.87%
C vs. TRV - 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% |
TRV The Travelers Companies, Inc. | 5.79% | 22.38% | 28.76% | 3.93% | 22.42% | 13.96% | 5.31% | 17.00% | -9.64% | 13.36% |
Correlation
The correlation between C and TRV is 0.16, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.16 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.27 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.42 |
Correlation (All Time) Calculated using the full available price history since Apr 22, 1996 | 0.45 |
Over the past year, the correlation between C and TRV has dropped to 0.16 - well below their long-term average of 0.45, suggesting their price drivers have been diverging.
Fundamentals
C:
$248.34B
TRV:
$66.49B
C:
$8.65
TRV:
$33.83
C:
16.17
TRV:
9.00
C:
1.51
TRV:
1.40
C:
1.30
TRV:
2.08
C:
$171.19B
TRV:
$48.94B
C:
$77.85B
TRV:
$16.00B
C:
$24.12B
TRV:
$8.15B
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Return for Risk
C vs. TRV — Risk / Return Rank
C
TRV
C vs. TRV - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and The Travelers Companies, Inc. (TRV). 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 | TRV | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +2.05 | ||
| Sortino ratioReturn per unit of downside risk | +2.22 | ||
| Omega ratioGain probability vs. loss probability | 1.45 | 1.16 | +0.29 |
| Calmar ratioReturn relative to maximum drawdown | 5.64 | 1.97 | +3.67 |
| Martin ratioReturn relative to average drawdown | 16.25 | 4.83 | +11.42 |
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Drawdowns
C vs. TRV - Drawdown Comparison
The maximum C drawdown since its inception was -98.00%, which is greater than TRV's maximum drawdown of -55.11%. Use the drawdown chart below to compare losses from any high point for C and TRV.
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Drawdown Indicators
| C | TRV | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.00% | -55.11% | -42.89% |
Max Drawdown (1Y)Largest decline over 1 year | -14.76% | -8.31% | -6.45% |
Max Drawdown (3Y)Largest decline over 3 years | -31.31% | -12.47% | -18.84% |
Max Drawdown (5Y)Largest decline over 5 years | -44.53% | -18.90% | -25.63% |
Max Drawdown (10Y)Largest decline over 10 years | -56.51% | -46.28% | -10.23% |
Current DrawdownCurrent decline from peak | -62.68% | -1.66% | -61.02% |
Average DrawdownAverage peak-to-trough decline | -43.51% | -11.11% | -32.40% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.12% | 3.39% | +1.73% |
Volatility
C vs. TRV - Volatility Comparison
Citigroup Inc. (C) has a higher volatility of 8.30% compared to The Travelers Companies, Inc. (TRV) at 6.11%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than TRV based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| C | TRV | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.30% | 6.11% | +2.19% |
Volatility (6M)Calculated over the trailing 6-month period | 23.09% | 12.74% | +10.35% |
Volatility (1Y)Calculated over the trailing 1-year period | 28.37% | 18.63% | +9.74% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.20% | 21.87% | +7.33% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.23% | 24.40% | +8.83% |
Dividends
C vs. TRV - Dividend Comparison
C's dividend yield for the trailing twelve months is around 1.72%, more than TRV's 1.49% 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% |
TRV The Travelers Companies, Inc. | 1.49% | 1.50% | 1.72% | 2.06% | 1.96% | 2.23% | 2.40% | 2.36% | 2.53% | 2.09% | 2.14% | 2.11% |
Financials
C vs. TRV - Financials Comparison
This section allows you to compare key financial metrics between Citigroup Inc. and The Travelers Companies, 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. TRV - 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%.
TRV - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Travelers Companies, Inc. reported a gross profit of 0.00 and revenue of 11.92B. Therefore, the gross margin over that period was 0.0%.
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%.
TRV - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Travelers Companies, Inc. reported an operating income of 0.00 and revenue of 11.92B, resulting in an operating margin of 0.0%.
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%.
TRV - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Travelers Companies, Inc. reported a net income of 1.71B and revenue of 11.92B, resulting in a net margin of 14.4%.
Frequently Asked Questions
C and TRV have a correlation of 0.16, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
C has higher volatility (8.30%) compared to TRV (6.11%). In terms of maximum drawdown, C dropped -98.00% vs TRV's -55.11%.
C currently has the higher Sharpe Ratio (2.93 vs 0.88), 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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