C vs. VGT

Last updated Jun 9, 2026

C (Citigroup Inc.) is a stock, while VGT (Vanguard Information Technology ETF) is Technology Equities fund tracking the MSCI USA IMI Information Technology 25/50 Index. Over the past 10 years, C returned 15.14%/yr vs 25.14%/yr for VGT. A 0.51 correlation means they provide meaningful diversification when combined.

Performance

C vs. VGT - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Citigroup Inc. (C) and Vanguard Information Technology ETF (VGT). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, C achieves a 15.36% return, which is significantly lower than VGT's 24.57% return. Over the past 10 years, C has underperformed VGT with an annualized return of 15.14%, while VGT has yielded a comparatively higher 25.14% annualized 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%

VGT

• 1D: 1.71%
• 1M: 4.28%
• YTD: 24.57%
• 6M: 21.33%
• 1Y: 50.38%
• 3Y*: 31.24%
• 5Y*: 20.82%
• 10Y*: 25.14%

*Multi-year figures are annualized to reflect compound growth (CAGR)

C vs. VGT - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
C Citigroup Inc.	15.36%	70.38%	41.93%	18.98%	-22.09%	0.93%	-19.70%	57.82%	-28.49%	27.03%
VGT Vanguard Information Technology ETF	24.57%	21.77%	29.30%	52.66%	-29.70%	30.45%	46.04%	48.62%	2.46%	37.08%

Correlation

The correlation between C and VGT 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	0.43
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (10Y) Calculated over the trailing 10-year period	0.46
Correlation (All Time) Calculated using the full available price history since Jan 30, 2004	0.51

The correlation between C and VGT has been stable across timeframes, ranging from 0.43 to 0.51 - a consistent structural relationship.

Return for Risk

C vs. VGT — Risk / Return Rank

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

C

C Risk / Return Rank: 92
C Sharpe Ratio Rank: 94
C Sortino Ratio Rank: 91
C Omega Ratio Rank: 90
C Calmar Ratio Rank: 92
C Martin Ratio Rank: 93

VGT

VGT Risk / Return Rank: 71
VGT Sharpe Ratio Rank: 81
VGT Sortino Ratio Rank: 71
VGT Omega Ratio Rank: 73
VGT Calmar Ratio Rank: 68
VGT Martin Ratio Rank: 60

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. VGT - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and Vanguard Information Technology ETF (VGT). 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.

	C	VGT	Difference
Sharpe ratio: Return per unit of total volatility	2.65	2.35	+0.30
Sortino ratio: Return per unit of downside risk	3.30	2.89	+0.40
Omega ratio: Gain probability vs. loss probability	1.42	1.39	+0.03
Calmar ratio: Return relative to maximum drawdown	5.05	3.09	+1.96
Martin ratio: Return relative to average drawdown	14.54	9.77	+4.77
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. VGT - Sharpe Ratio Comparison

The current C Sharpe Ratio is 2.65, which is comparable to the VGT Sharpe Ratio of 2.35. The chart below compares the historical Sharpe Ratios of C and VGT, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	C	VGT	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	2.65	2.35	+0.30
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.52	0.83	-0.30
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.46	1.02	-0.56
Sharpe Ratio (All Time) Calculated using the full available price history	0.15	0.67	-0.51

Drawdowns

C vs. VGT - Drawdown Comparison

The maximum C drawdown since its inception was -98.00%, which is greater than VGT's maximum drawdown of -54.63%. Use the drawdown chart below to compare losses from any high point for C and VGT.

Drawdown Indicators

	C	VGT	Difference
Max Drawdown Largest peak-to-trough decline	-98.00%	-54.63%	-43.37%
Max Drawdown (1Y) Largest decline over 1 year	-14.76%	-16.40%	+1.64%
Max Drawdown (3Y) Largest decline over 3 years	-31.31%	-27.23%	-4.08%
Max Drawdown (5Y) Largest decline over 5 years	-45.78%	-35.07%	-10.71%
Max Drawdown (10Y) Largest decline over 10 years	-56.51%	-35.07%	-21.44%
Current Drawdown Current decline from peak	-64.43%	-6.77%	-57.66%
Average Drawdown Average peak-to-trough decline	-43.51%	-7.95%	-35.56%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.12%	5.17%	-0.05%

Volatility

C vs. VGT - Volatility Comparison

The current volatility for Citigroup Inc. (C) is 8.43%, while Vanguard Information Technology ETF (VGT) has a volatility of 9.39%. This indicates that C experiences smaller price fluctuations and is considered to be less risky than VGT based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	C	VGT	Difference
Volatility (1M) Calculated over the trailing 1-month period	8.43%	9.39%	-0.96%
Volatility (6M) Calculated over the trailing 6-month period	22.84%	17.44%	+5.40%
Volatility (1Y) Calculated over the trailing 1-year period	28.19%	21.58%	+6.61%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.18%	25.33%	+3.85%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.23%	24.69%	+8.54%

Dividends

C vs. VGT - Dividend Comparison

C's dividend yield for the trailing twelve months is around 1.80%, more than VGT's 0.33% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
VGT Vanguard Information Technology ETF	0.33%	0.40%	0.60%	0.65%	0.91%	0.64%	0.82%	1.11%	1.29%	0.99%	1.31%	1.28%

Frequently Asked Questions

Can I hold both C and VGT in my portfolio?

C and VGT 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.

Which is riskier, C or VGT?

VGT has higher volatility (9.39%) compared to C (8.43%). In terms of maximum drawdown, C dropped -98.00% vs VGT's -54.63%.

Which has better risk-adjusted returns?

C currently has the higher Sharpe Ratio (2.65 vs 2.35), 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.