C vs. XLF
Compare and contrast key facts about Citigroup Inc. (C) and Financial Select Sector SPDR Fund (XLF).
XLF is a passively managed fund by State Street that tracks the performance of the Financial Select Sector Index. It was launched on Dec 16, 1998.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: C or XLF.
Performance
C vs. XLF - Performance Comparison
Returns By Period
In the year-to-date period, C achieves a 39.13% return, which is significantly higher than XLF's 34.55% return. Over the past 10 years, C has underperformed XLF with an annualized return of 5.34%, while XLF has yielded a comparatively higher 11.95% annualized return.
C
39.13%
10.76%
11.28%
57.78%
2.48%
5.34%
XLF
34.55%
5.04%
20.26%
45.22%
13.23%
11.95%
Key characteristics
| C | XLF | |
|---|---|---|
| Sharpe Ratio | 2.28 | 3.34 |
| Sortino Ratio | 3.07 | 4.70 |
| Omega Ratio | 1.39 | 1.61 |
| Calmar Ratio | 0.68 | 3.68 |
| Martin Ratio | 11.00 | 23.82 |
| Ulcer Index | 5.47% | 1.93% |
| Daily Std Dev | 26.47% | 13.77% |
| Max Drawdown | -98.00% | -82.69% |
| Current Drawdown | -82.26% | 0.00% |
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Correlation
The correlation between C and XLF is 0.83, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
C vs. XLF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc. (C) and Financial Select Sector SPDR Fund (XLF). 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. XLF - Dividend Comparison
C's dividend yield for the trailing twelve months is around 3.16%, more than XLF's 1.33% 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% |
XLF Financial Select Sector SPDR Fund | 1.33% | 1.71% | 2.04% | 1.63% | 2.03% | 1.86% | 2.09% | 1.48% | 1.63% | 1.95% | 1.61% | 1.47% |
Drawdowns
C vs. XLF - Drawdown Comparison
The maximum C drawdown since its inception was -98.00%, which is greater than XLF's maximum drawdown of -82.69%. Use the drawdown chart below to compare losses from any high point for C and XLF. For additional features, visit the drawdowns tool.
Volatility
C vs. XLF - Volatility Comparison
Citigroup Inc. (C) has a higher volatility of 10.54% compared to Financial Select Sector SPDR Fund (XLF) at 7.04%. This indicates that C's price experiences larger fluctuations and is considered to be riskier than XLF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.