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C vs. TVE.TO
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

C vs. TVE.TO - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Citigroup Inc. (C) and Tamarack Valley Energy Ltd. (TVE.TO). The values are adjusted to include any dividend payments, if applicable.

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Different Trading Currencies

C is traded in USD, while TVE.TO is traded in CAD. To make them comparable, the TVE.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 TVE.TO's 60.33% return. Over the past 10 years, C has outperformed TVE.TO with an annualized return of 16.22%, while TVE.TO has yielded a comparatively lower 13.91% 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%

TVE.TO

1D
-2.02%
1M
2.17%
YTD
60.33%
6M
65.48%
1Y
175.70%
3Y*
60.46%
5Y*
37.10%
10Y*
13.91%
*Multi-year figures are annualized to reflect compound growth (CAGR)

C vs. TVE.TO - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
C
Citigroup Inc.
21.02%70.38%41.93%18.98%-22.09%0.93%-19.70%57.82%-28.49%27.03%
TVE.TO
Tamarack Valley Energy Ltd.
60.33%79.86%49.62%-26.57%11.76%203.30%-34.96%-11.61%-23.88%-11.34%

Correlation

The correlation between C and TVE.TO is 0.02, 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

0.02

Correlation (3Y)
Calculated over the trailing 3-year period

0.17

Correlation (5Y)
Calculated over the trailing 5-year period

0.28

Correlation (10Y)
Calculated over the trailing 10-year period

0.31

Correlation (All Time)
Calculated using the full available price history since Feb 13, 2008

0.24

Over the past year, the correlation between C and TVE.TO has dropped to 0.02 - well below their long-term average of 0.24, suggesting their price drivers have been diverging.

Fundamentals

Market Cap

C:

$248.34B

TVE.TO:

CA$6.38B

EPS

C:

$8.65

TVE.TO:

-CA$0.19

PS Ratio

C:

1.51

TVE.TO:

4.50

PB Ratio

C:

1.30

TVE.TO:

3.62

Total Revenue (TTM)

C:

$171.19B

TVE.TO:

CA$1.44B

Gross Profit (TTM)

C:

$77.85B

TVE.TO:

CA$560.03M

EBITDA (TTM)

C:

$24.12B

TVE.TO:

CA$596.84M

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Return for Risk

C vs. TVE.TO — Risk / Return Rank

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

C
C Risk / Return Rank: 9494
Overall Rank
C Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
C Sortino Ratio Rank: 9494
Sortino Ratio Rank
C Omega Ratio Rank: 9292
Omega Ratio Rank
C Calmar Ratio Rank: 9494
Calmar Ratio Rank
C Martin Ratio Rank: 9494
Martin Ratio Rank

TVE.TO
TVE.TO Risk / Return Rank: 9999
Overall Rank
TVE.TO Sharpe Ratio Rank: 9999
Sharpe Ratio Rank
TVE.TO Sortino Ratio Rank: 9898
Sortino Ratio Rank
TVE.TO Omega Ratio Rank: 9797
Omega Ratio Rank
TVE.TO Calmar Ratio Rank: 9999
Calmar Ratio Rank
TVE.TO Martin Ratio Rank: 9999
Martin Ratio Rank
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. TVE.TO - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and Tamarack Valley Energy Ltd. (TVE.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.


CTVE.TODifference
Sharpe ratioReturn per unit of total volatility

-2.00

Sortino ratioReturn per unit of downside risk

-1.09

Omega ratioGain probability vs. loss probability

1.45

1.63

-0.18

Calmar ratioReturn relative to maximum drawdown

5.64

16.94

-11.30

Martin ratioReturn relative to average drawdown

16.25

55.70

-39.45

C vs. TVE.TO - Sharpe Ratio Comparison

The current C Sharpe Ratio is 2.93, which is lower than the TVE.TO Sharpe Ratio of 4.93. The chart below compares the historical Sharpe Ratios of C and TVE.TO, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Drawdowns

C vs. TVE.TO - Drawdown Comparison

The maximum C drawdown since its inception was -98.00%, roughly equal to the maximum TVE.TO drawdown of -95.93%. Use the drawdown chart below to compare losses from any high point for C and TVE.TO.


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Drawdown Indicators


CTVE.TODifference

Max Drawdown

Largest peak-to-trough decline

-98.00%

-95.93%

-2.07%

Max Drawdown (1Y)

Largest decline over 1 year

-14.76%

-10.44%

-4.32%

Max Drawdown (3Y)

Largest decline over 3 years

-31.31%

-33.66%

+2.35%

Max Drawdown (5Y)

Largest decline over 5 years

-44.53%

-57.27%

+12.74%

Max Drawdown (10Y)

Largest decline over 10 years

-56.51%

-92.40%

+35.89%

Current Drawdown

Current decline from peak

-62.68%

-7.23%

-55.45%

Average Drawdown

Average peak-to-trough decline

-43.51%

-58.41%

+14.90%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

3.17%

+1.95%

Volatility

C vs. TVE.TO - Volatility Comparison

The current volatility for Citigroup Inc. (C) is 8.30%, while Tamarack Valley Energy Ltd. (TVE.TO) has a volatility of 15.47%. This indicates that C experiences smaller price fluctuations and is considered to be less risky than TVE.TO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


CTVE.TODifference

Volatility (1M)

Calculated over the trailing 1-month period

8.30%

15.47%

-7.17%

Volatility (6M)

Calculated over the trailing 6-month period

23.09%

29.50%

-6.41%

Volatility (1Y)

Calculated over the trailing 1-year period

28.37%

35.92%

-7.55%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.20%

44.45%

-15.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.23%

53.74%

-20.51%

Dividends

C vs. TVE.TO - Dividend Comparison

C's dividend yield for the trailing twelve months is around 1.72%, more than TVE.TO's 1.00% yield.


PositionTTM20252024202320222021202020192018201720162015
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%
TVE.TO
Tamarack Valley Energy Ltd.
1.00%1.93%3.15%4.90%2.63%0.00%0.00%0.00%0.00%0.00%0.00%0.00%

Financials

C vs. TVE.TO - Financials Comparison

This section allows you to compare key financial metrics between Citigroup Inc. and Tamarack Valley Energy 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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


0.0010.00B20.00B30.00B40.00B20222023202420252026
44.14B
375.55M
(C) Total Revenue
(TVE.TO) Total Revenue
Please note, different currencies. C values in USD, TVE.TO values in CAD

C vs. TVE.TO - Profitability Comparison

The chart below illustrates the profitability comparison between Citigroup Inc. and Tamarack Valley Energy Ltd. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

20.0%40.0%60.0%80.0%100.0%20222023202420252026
49.3%
48.7%
Portfolio components
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%.

TVE.TO - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Tamarack Valley Energy Ltd. reported a gross profit of 182.80M and revenue of 375.55M. Therefore, the gross margin over that period was 48.7%.

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%.

TVE.TO - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Tamarack Valley Energy Ltd. reported an operating income of 163.31M and revenue of 375.55M, resulting in an operating margin of 43.5%.

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%.

TVE.TO - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Tamarack Valley Energy Ltd. reported a net income of 5.65M and revenue of 375.55M, resulting in a net margin of 1.5%.


Frequently Asked Questions


C and TVE.TO have a correlation of 0.02, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

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