PortfoliosLab logo
CFG vs. RF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CFG and RF is 0.55, 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.


-0.50.00.51.0
Correlation: 0.6

Performance

CFG vs. RF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Citizens Financial Group, Inc. (CFG) and Regions Financial Corporation (RF). The values are adjusted to include any dividend payments, if applicable.

100.00%150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
130.39%
183.94%
CFG
RF

Key characteristics

Sharpe Ratio

CFG:

0.30

RF:

0.31

Sortino Ratio

CFG:

0.66

RF:

0.66

Omega Ratio

CFG:

1.09

RF:

1.09

Calmar Ratio

CFG:

0.32

RF:

0.30

Martin Ratio

CFG:

1.13

RF:

0.86

Ulcer Index

CFG:

9.20%

RF:

11.00%

Daily Std Dev

CFG:

34.82%

RF:

30.15%

Max Drawdown

CFG:

-65.60%

RF:

-92.65%

Current Drawdown

CFG:

-23.78%

RF:

-24.70%

Fundamentals

Market Cap

CFG:

$16.39B

RF:

$18.23B

EPS

CFG:

$3.15

RF:

$2.07

PE Ratio

CFG:

11.77

RF:

9.80

PEG Ratio

CFG:

0.26

RF:

2.62

PS Ratio

CFG:

2.30

RF:

2.74

PB Ratio

CFG:

0.71

RF:

1.08

Total Revenue (TTM)

CFG:

$5.84B

RF:

$5.88B

Gross Profit (TTM)

CFG:

$6.88B

RF:

$6.48B

EBITDA (TTM)

CFG:

$1.72B

RF:

$1.99B

Returns By Period

In the year-to-date period, CFG achieves a -14.57% return, which is significantly lower than RF's -12.86% return. Over the past 10 years, CFG has underperformed RF with an annualized return of 7.31%, while RF has yielded a comparatively higher 11.34% annualized return.


CFG

YTD

-14.57%

1M

-10.16%

6M

-9.03%

1Y

9.80%

5Y*

15.85%

10Y*

7.31%

RF

YTD

-12.86%

1M

-7.52%

6M

-11.98%

1Y

7.93%

5Y*

18.94%

10Y*

11.34%

*Annualized

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.


Risk-Adjusted Performance

CFG vs. RF — Risk-Adjusted Performance Rank

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

CFG
The Risk-Adjusted Performance Rank of CFG is 6262
Overall Rank
The Sharpe Ratio Rank of CFG is 6464
Sharpe Ratio Rank
The Sortino Ratio Rank of CFG is 5757
Sortino Ratio Rank
The Omega Ratio Rank of CFG is 5858
Omega Ratio Rank
The Calmar Ratio Rank of CFG is 6767
Calmar Ratio Rank
The Martin Ratio Rank of CFG is 6666
Martin Ratio Rank

RF
The Risk-Adjusted Performance Rank of RF is 6262
Overall Rank
The Sharpe Ratio Rank of RF is 6565
Sharpe Ratio Rank
The Sortino Ratio Rank of RF is 5757
Sortino Ratio Rank
The Omega Ratio Rank of RF is 5757
Omega Ratio Rank
The Calmar Ratio Rank of RF is 6666
Calmar Ratio Rank
The Martin Ratio Rank of RF is 6363
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

CFG vs. RF - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Citizens Financial Group, Inc. (CFG) and Regions Financial Corporation (RF). 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.


The chart of Sharpe ratio for CFG, currently valued at 0.30, compared to the broader market-2.00-1.000.001.002.003.00
CFG: 0.30
RF: 0.31
The chart of Sortino ratio for CFG, currently valued at 0.66, compared to the broader market-6.00-4.00-2.000.002.004.00
CFG: 0.66
RF: 0.66
The chart of Omega ratio for CFG, currently valued at 1.09, compared to the broader market0.501.001.502.00
CFG: 1.09
RF: 1.09
The chart of Calmar ratio for CFG, currently valued at 0.32, compared to the broader market0.001.002.003.004.005.00
CFG: 0.32
RF: 0.30
The chart of Martin ratio for CFG, currently valued at 1.13, compared to the broader market-5.000.005.0010.0015.0020.00
CFG: 1.13
RF: 0.86

The current CFG Sharpe Ratio is 0.30, which is comparable to the RF Sharpe Ratio of 0.31. The chart below compares the historical Sharpe Ratios of CFG and RF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.00NovemberDecember2025FebruaryMarchApril
0.30
0.31
CFG
RF

Dividends

CFG vs. RF - Dividend Comparison

CFG's dividend yield for the trailing twelve months is around 4.53%, less than RF's 4.88% yield.


TTM20242023202220212020201920182017201620152014
CFG
Citizens Financial Group, Inc.
4.53%3.84%5.07%4.11%3.30%4.36%3.35%3.30%1.52%1.29%1.53%0.40%
RF
Regions Financial Corporation
4.88%4.17%4.54%3.43%2.98%3.85%3.44%3.44%1.82%1.78%2.40%1.70%

Drawdowns

CFG vs. RF - Drawdown Comparison

The maximum CFG drawdown since its inception was -65.60%, smaller than the maximum RF drawdown of -92.65%. Use the drawdown chart below to compare losses from any high point for CFG and RF. For additional features, visit the drawdowns tool.


-35.00%-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-23.78%
-24.70%
CFG
RF

Volatility

CFG vs. RF - Volatility Comparison

Citizens Financial Group, Inc. (CFG) has a higher volatility of 20.86% compared to Regions Financial Corporation (RF) at 17.84%. This indicates that CFG's price experiences larger fluctuations and is considered to be riskier than RF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%NovemberDecember2025FebruaryMarchApril
20.86%
17.84%
CFG
RF

Financials

CFG vs. RF - Financials Comparison

This section allows you to compare key financial metrics between Citizens Financial Group, Inc. and Regions Financial Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items