C vs. VTI
C (Citigroup Inc.) is a stock, while VTI (Vanguard Total Stock Market ETF) is Large Cap Blend Equities fund tracking the CRSP US Total Market Index. Over the past 10 years, C returned 15.27%/yr vs 14.63%/yr for VTI. Their 0.67 correlation means they have sometimes moved together and sometimes differently.
Performance
C vs. VTI - Performance Comparison
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Returns By Period
In the year-to-date period, C achieves a 14.64% return, which is significantly higher than VTI's 10.49% return. Both investments have delivered pretty close results over the past 10 years, with C having a 15.27% annualized return and VTI not far behind at 14.63%.
C
- 1D
- 0.10%
- 1M
- -5.37%
- 6M
- 15.61%
- YTD
- 14.64%
- 1Y
- 47.50%
- 3Y*
- 45.88%
- 5Y*
- 18.24%
- 10Y*
- 15.27%
- ALL TIME*
- 6.08%
VTI
- 1D
- 0.53%
- 1M
- -0.15%
- 6M
- 8.77%
- YTD
- 10.49%
- 1Y
- 21.84%
- 3Y*
- 18.92%
- 5Y*
- 11.74%
- 10Y*
- 14.63%
- ALL TIME*
- 9.58%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.44B | $1.70B | $1.69B | |
| $1.06B | $1.16B | $1.24B |
C vs. VTI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 14.64% | 70.38% | 41.93% | 18.98% | -22.09% | 0.93% | -19.70% | 57.82% | -28.49% | 27.03% |
VTI Vanguard Total Stock Market ETF | 10.49% | 17.10% | 23.81% | 26.05% | -19.52% | 25.68% | 21.08% | 30.67% | -5.23% | 21.21% |
Correlation
The correlation between C and VTI is 0.59, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.59 |
Correlation (3Y) Balances recent behavior with more history. | 0.58 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.62 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since May 31, 2001 | 0.67 |
The correlation between C and VTI has been stable across timeframes, ranging from 0.58 to 0.67 - a consistent structural relationship.
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Return for Risk
C vs. VTI — Risk / Return Rank
C
VTI
C vs. VTI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and Vanguard Total Stock Market ETF (VTI). 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 | VTI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.02 | ||
| Sortino ratioReturn per unit of downside risk | 0.00 | ||
| Omega ratioGain probability vs. loss probability | 1.27 | 1.27 | 0.00 |
| Calmar ratioReturn relative to maximum drawdown | 3.03 | 2.23 | +0.80 |
| Martin ratioReturn relative to average drawdown | 7.98 | 9.62 | -1.64 |
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Drawdowns
C vs. VTI - Drawdown Comparison
The maximum C drawdown since its inception was -98.00%, which is greater than VTI's maximum drawdown of -55.45%. Use the drawdown chart below to compare losses from any high point for C and VTI.
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Drawdown Indicators
| C | VTI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.00% | -55.45% | -42.55% |
Max Drawdown (1Y)Largest decline over 1 year | -14.76% | -8.92% | -5.84% |
Max Drawdown (3Y)Largest decline over 3 years | -31.31% | -19.30% | -12.01% |
Max Drawdown (5Y)Largest decline over 5 years | -44.31% | -25.36% | -18.95% |
Max Drawdown (10Y)Largest decline over 10 years | -56.51% | -35.00% | -21.51% |
Current DrawdownCurrent decline from peak | -64.65% | -1.36% | -63.29% |
Average DrawdownAverage peak-to-trough decline | -43.56% | -7.99% | -35.57% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.60% | 2.07% | +3.53% |
Volatility
C vs. VTI - Volatility Comparison
Citigroup Inc. (C) has a higher volatility of 10.45% compared to Vanguard Total Stock Market ETF (VTI) at 3.46%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than VTI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| C | VTI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 10.45% | 3.46% | +6.99% |
Volatility (6M)Calculated over the trailing 6-month period | 23.30% | 10.24% | +13.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.21% | 13.10% | +16.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.27% | 17.51% | +11.76% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 33.10% | 18.30% | +14.80% |
Dividends
C vs. VTI - Dividend Comparison
C's dividend yield for the trailing twelve months is around 1.81%, more than VTI's 1.06% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 1.81% | 1.99% | 3.10% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% |
VTI Vanguard Total Stock Market ETF | 1.06% | 1.12% | 1.27% | 1.44% | 1.66% | 1.21% | 1.42% | 1.78% | 2.04% | 1.71% | 1.92% | 1.98% |
Frequently Asked Questions
C and VTI have a correlation of 0.59, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
C has higher volatility (10.45%) compared to VTI (3.46%). In terms of maximum drawdown, C dropped -98.00% vs VTI's -55.45%.
C currently has the higher Sharpe Ratio (1.54 vs 1.52), 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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