C vs. VYM
Compare and contrast key facts about Citigroup Inc. (C) and Vanguard High Dividend Yield ETF (VYM).
VYM is a passively managed fund by Vanguard that tracks the performance of the FTSE High Dividend Yield Index. It was launched on Nov 10, 2006.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: C or VYM.
Performance
C vs. VYM - Performance Comparison
Returns By Period
In the year-to-date period, C achieves a 39.13% return, which is significantly higher than VYM's 20.15% return. Over the past 10 years, C has underperformed VYM with an annualized return of 5.34%, while VYM has yielded a comparatively higher 9.92% annualized return.
C
39.13%
10.76%
11.28%
57.78%
2.48%
5.34%
VYM
20.15%
-0.05%
10.35%
28.68%
11.13%
9.92%
Key characteristics
| C | VYM | |
|---|---|---|
| Sharpe Ratio | 2.28 | 2.79 |
| Sortino Ratio | 3.07 | 3.95 |
| Omega Ratio | 1.39 | 1.51 |
| Calmar Ratio | 0.68 | 5.67 |
| Martin Ratio | 11.00 | 17.98 |
| Ulcer Index | 5.47% | 1.64% |
| Daily Std Dev | 26.47% | 10.56% |
| Max Drawdown | -98.00% | -56.98% |
| Current Drawdown | -82.26% | -1.08% |
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Correlation
The correlation between C and VYM is 0.70, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
Risk-Adjusted Performance
C vs. VYM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and Vanguard High Dividend Yield ETF (VYM). 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.
Dividends
C vs. VYM - Dividend Comparison
C's dividend yield for the trailing twelve months is around 3.16%, more than VYM's 2.76% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
C Citigroup Inc. | 3.16% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% | 0.07% | 0.08% |
VYM Vanguard High Dividend Yield ETF | 2.76% | 3.12% | 3.01% | 2.76% | 3.18% | 3.03% | 3.40% | 2.80% | 2.91% | 3.22% | 2.78% | 2.81% |
Drawdowns
C vs. VYM - Drawdown Comparison
The maximum C drawdown since its inception was -98.00%, which is greater than VYM's maximum drawdown of -56.98%. Use the drawdown chart below to compare losses from any high point for C and VYM. For additional features, visit the drawdowns tool.
Volatility
C vs. VYM - Volatility Comparison
Citigroup Inc. (C) has a higher volatility of 10.54% compared to Vanguard High Dividend Yield ETF (VYM) at 3.84%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than VYM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.