C vs. VTIP

Last updated Jun 25, 2026

C (Citigroup Inc.) is a stock, while VTIP (Vanguard Short-Term Inflation-Protected Securities ETF) is Inflation-Protected Bonds fund tracking the Bloomberg U.S. Treasury Inflation-Protected Securities (TIPS) 0-5 Year Index. Over the past 10 years, C returned 17.00%/yr vs 3.03%/yr for VTIP. At a correlation of -0.03, they often move in opposite directions.

Performance

C vs. VTIP - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Citigroup Inc. (C) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). The values are adjusted to include any dividend payments, if applicable.

Returns By Period

In the year-to-date period, C achieves a 24.28% return, which is significantly higher than VTIP's 1.38% return. Over the past 10 years, C has outperformed VTIP with an annualized return of 17.00%, while VTIP has yielded a comparatively lower 3.03% annualized return.

C

• 1D: -0.95%
• 1M: 14.79%
• YTD: 24.28%
• 6M: 19.30%
• 1Y: 80.98%
• 3Y*: 50.99%
• 5Y*: 19.00%
• 10Y*: 17.00%

VTIP

• 1D: 0.02%
• 1M: -0.20%
• YTD: 1.38%
• 6M: 1.47%
• 1Y: 3.60%
• 3Y*: 5.01%
• 5Y*: 3.27%
• 10Y*: 3.03%

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

C vs. VTIP - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
C Citigroup Inc.	24.28%	70.38%	41.93%	18.98%	-22.09%	0.93%	-19.70%	57.82%	-28.49%	27.03%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	1.38%	6.07%	4.74%	4.62%	-2.94%	5.36%	4.95%	4.86%	0.56%	0.82%

Correlation

The correlation between C and VTIP is -0.16, meaning they tend to move in opposite directions. This is especially valuable for risk management - when one declines, the other has historically tended to hold steady or rise.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.16
Correlation (3Y) Calculated over the trailing 3-year period	-0.01
Correlation (5Y) Calculated over the trailing 5-year period	0.03
Correlation (10Y) Calculated over the trailing 10-year period	-0.01
Correlation (All Time) Calculated using the full available price history since Oct 16, 2012	-0.03

The correlation between C and VTIP shifts across timeframes, from -0.16 (1 year) to 0.03 (5 years), reflecting how their relationship changes across market environments.

Return for Risk

C vs. VTIP — Risk / Return Rank

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

C

C Risk / Return Rank: 94
C Sharpe Ratio Rank: 95
C Sortino Ratio Rank: 93
C Omega Ratio Rank: 92
C Calmar Ratio Rank: 94
C Martin Ratio Rank: 94

VTIP

VTIP Risk / Return Rank: 87
VTIP Sharpe Ratio Rank: 80
VTIP Sortino Ratio Rank: 88
VTIP Omega Ratio Rank: 86
VTIP Calmar Ratio Rank: 90
VTIP Martin Ratio Rank: 88

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. VTIP - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and Vanguard Short-Term Inflation-Protected Securities ETF (VTIP). 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	VTIP	Difference
Sharpe ratio: Return per unit of total volatility	2.89	2.30	+0.59
Sortino ratio: Return per unit of downside risk	3.54	3.60	-0.06
Omega ratio: Gain probability vs. loss probability	1.45	1.47	-0.02
Calmar ratio: Return relative to maximum drawdown	5.51	5.06	+0.45
Martin ratio: Return relative to average drawdown	15.89	17.61	-1.72

C vs. VTIP - Sharpe Ratio Comparison

The current C Sharpe Ratio is 2.89, which is comparable to the VTIP Sharpe Ratio of 2.30. The chart below compares the historical Sharpe Ratios of C and VTIP, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Drawdowns

C vs. VTIP - Drawdown Comparison

The maximum C drawdown since its inception was -98.00%, which is greater than VTIP's maximum drawdown of -6.27%. Use the drawdown chart below to compare losses from any high point for C and VTIP.

Drawdown Indicators

	C	VTIP	Difference
Max Drawdown Largest peak-to-trough decline	-98.00%	-6.27%	-91.73%
Max Drawdown (1Y) Largest decline over 1 year	-14.76%	-0.71%	-14.05%
Max Drawdown (3Y) Largest decline over 3 years	-31.31%	-0.98%	-30.33%
Max Drawdown (5Y) Largest decline over 5 years	-44.31%	-5.50%	-38.81%
Max Drawdown (10Y) Largest decline over 10 years	-56.51%	-6.27%	-50.24%
Current Drawdown Current decline from peak	-61.67%	-0.67%	-61.00%
Average Drawdown Average peak-to-trough decline	-43.52%	-1.04%	-42.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	5.11%	0.20%	+4.91%

Volatility

C vs. VTIP - Volatility Comparison

Citigroup Inc. (C) has a higher volatility of 7.16% compared to Vanguard Short-Term Inflation-Protected Securities ETF (VTIP) at 0.64%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than VTIP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.

Volatility by Period

	C	VTIP	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.16%	0.64%	+6.52%
Volatility (6M) Calculated over the trailing 6-month period	23.10%	1.17%	+21.93%
Volatility (1Y) Calculated over the trailing 1-year period	28.24%	1.57%	+26.67%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.10%	2.77%	+26.33%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.08%	2.74%	+30.34%

Dividends

C vs. VTIP - Dividend Comparison

C's dividend yield for the trailing twelve months is around 1.67%, less than VTIP's 3.61% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
C Citigroup Inc.	1.67%	1.99%	3.10%	4.04%	4.51%	3.38%	3.31%	2.40%	2.96%	1.29%	0.71%	0.31%
VTIP Vanguard Short-Term Inflation-Protected Securities ETF	3.61%	3.81%	2.70%	2.86%	6.84%	4.68%	1.20%	1.95%	2.45%	1.52%	0.76%	0.00%

Frequently Asked Questions

Can I hold both C and VTIP in my portfolio?

C and VTIP 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.

Which is riskier, C or VTIP?

C has higher volatility (7.16%) compared to VTIP (0.64%). In terms of maximum drawdown, C dropped -98.00% vs VTIP's -6.27%.

Which has better risk-adjusted returns?

C currently has the higher Sharpe Ratio (2.89 vs 2.30), 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.