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C vs. USHY
Performance
Return for Risk
Drawdowns
Volatility
Dividends

C vs. USHY

Last updated Jun 9, 2026

C (Citigroup Inc.) is a stock, while USHY (iShares Broad USD High Yield Corporate Bond ETF) is High Yield Bonds fund tracking the ICE BofA US High Yield Constrained Index. Over the past 5 years, C returned 15.19%/yr vs 4.16%/yr for USHY. At a 0.48 correlation, their price movements are largely independent.

Performance

C vs. USHY - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Citigroup Inc. (C) and iShares Broad USD High Yield Corporate Bond ETF (USHY). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, C achieves a 15.36% return, which is significantly higher than USHY's 1.29% 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%

USHY

1D
0.08%
1M
-0.14%
YTD
1.29%
6M
1.85%
1Y
6.84%
3Y*
8.79%
5Y*
4.16%
10Y*
—
*Multi-year figures are annualized to reflect compound growth (CAGR)

C vs. USHY - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
C
Citigroup Inc.		15.36%70.38%41.93%18.98%-22.09%0.93%-19.70%57.82%-28.49%1.51%
USHY
iShares Broad USD High Yield Corporate Bond ETF		1.29%8.81%8.45%12.73%-11.18%5.02%6.17%14.24%-2.41%0.16%

Correlation

The correlation between C and USHY is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

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

0.45

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

0.48

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2017

0.48

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

Citigroup Inc.

iShares Broad USD High Yield Corporate Bond ETF

Often compared with C:
C vs. BACC vs. SPYC vs. XLFC vs. VTIC vs. TFCC vs. CRC vs. CMRE
Often compared with USHY:
USHY vs. HYGUSHY vs. SPHYUSHY vs. HYSUSHY vs. JNKUSHY vs. BKLNUSHY vs. HYLBUSHY vs. SPY

Return for Risk

C vs. USHY — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
C
C Risk / Return Rank: 9292
Overall Rank
C Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
C Sortino Ratio Rank: 9191
Sortino Ratio Rank
C Omega Ratio Rank: 9090
Omega Ratio Rank
C Calmar Ratio Rank: 9292
Calmar Ratio Rank
C Martin Ratio Rank: 9393
Martin Ratio Rank
USHY
USHY Risk / Return Rank: 6767
Overall Rank
USHY Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 6969
Sortino Ratio Rank
USHY Omega Ratio Rank: 6767
Omega Ratio Rank
USHY Calmar Ratio Rank: 6363
Calmar Ratio Rank
USHY Martin Ratio Rank: 7474
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. USHY - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and iShares Broad USD High Yield Corporate Bond ETF (USHY). 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.

CUSHYDifference
Sharpe ratioReturn per unit of total volatility
2.65
1.88

+0.77

Sortino ratioReturn per unit of downside risk
3.30
2.81

+0.49

Omega ratioGain probability vs. loss probability

1.42

1.36

+0.06

Calmar ratioReturn relative to maximum drawdown

5.05

2.83

+2.22

Martin ratioReturn relative to average drawdown

14.54

12.68

+1.86

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. USHY - Sharpe Ratio Comparison

The current C Sharpe Ratio is 2.65, which is higher than the USHY Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of C and USHY, 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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Sharpe Ratios by Period

CUSHYDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

2.65

1.88

+0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.52

0.57

-0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.46

—

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.15

0.58

-0.42

Drawdowns

C vs. USHY - Drawdown Comparison

The maximum C drawdown since its inception was -98.00%, which is greater than USHY's maximum drawdown of -22.44%. Use the drawdown chart below to compare losses from any high point for C and USHY.

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Drawdown Indicators

CUSHYDifference

Max Drawdown

Largest peak-to-trough decline

-98.00%

-22.44%

-75.56%

Max Drawdown (1Y)

Largest decline over 1 year

-14.76%

-2.43%

-12.33%

Max Drawdown (3Y)

Largest decline over 3 years

-31.31%

-4.66%

-26.65%

Max Drawdown (5Y)

Largest decline over 5 years

-45.78%

-15.56%

-30.22%

Max Drawdown (10Y)

Largest decline over 10 years

-56.51%

—

—

Current Drawdown

Current decline from peak

-64.43%

-0.41%

-64.02%

Average Drawdown

Average peak-to-trough decline

-43.51%

-2.66%

-40.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

5.12%

0.54%

+4.58%

Volatility

C vs. USHY - Volatility Comparison

Citigroup Inc. (C) has a higher volatility of 8.43% compared to iShares Broad USD High Yield Corporate Bond ETF (USHY) at 1.13%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than USHY based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

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Volatility by Period

CUSHYDifference

Volatility (1M)

Calculated over the trailing 1-month period

8.43%

1.13%

+7.30%

Volatility (6M)

Calculated over the trailing 6-month period

22.84%

2.95%

+19.89%

Volatility (1Y)

Calculated over the trailing 1-year period

28.19%

3.67%

+24.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.18%

7.34%

+21.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

33.23%

8.25%

+24.98%

Dividends

C vs. USHY - Dividend Comparison

C's dividend yield for the trailing twelve months is around 1.80%, less than USHY's 6.93% yield.

PositionTTM20252024202320222021202020192018201720162015
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%
USHY
iShares Broad USD High Yield Corporate Bond ETF		6.93%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%0.00%0.00%

Frequently Asked Questions

C and USHY have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

C has higher volatility (8.43%) compared to USHY (1.13%). In terms of maximum drawdown, C dropped -98.00% vs USHY's -22.44%.

C currently has the higher Sharpe Ratio (2.65 vs 1.88), 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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