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CM vs. C
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between CM and C is 0.53, 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.


Performance

CM vs. C - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Canadian Imperial Bank of Commerce (CM) and Citigroup Inc. (C). The values are adjusted to include any dividend payments, if applicable.

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Key characteristics

Sharpe Ratio

CM:

1.69

C:

0.49

Sortino Ratio

CM:

2.67

C:

0.95

Omega Ratio

CM:

1.35

C:

1.14

Calmar Ratio

CM:

2.03

C:

0.22

Martin Ratio

CM:

6.14

C:

1.86

Ulcer Index

CM:

6.30%

C:

10.30%

Daily Std Dev

CM:

21.21%

C:

33.92%

Max Drawdown

CM:

-70.55%

C:

-98.00%

Current Drawdown

CM:

-3.54%

C:

-81.36%

Fundamentals

Market Cap

CM:

$59.97B

C:

$133.80B

EPS

CM:

$5.57

C:

$6.33

PE Ratio

CM:

11.40

C:

11.29

PEG Ratio

CM:

4.63

C:

1.06

PS Ratio

CM:

2.44

C:

1.86

PB Ratio

CM:

1.47

C:

0.69

Total Revenue (TTM)

CM:

$20.43B

C:

$98.49B

Gross Profit (TTM)

CM:

$20.43B

C:

$57.03B

EBITDA (TTM)

CM:

$6.31B

C:

$25.46B

Returns By Period

In the year-to-date period, CM achieves a 1.59% return, which is significantly lower than C's 3.03% return. Over the past 10 years, CM has outperformed C with an annualized return of 11.89%, while C has yielded a comparatively lower 5.75% annualized return.


CM

YTD

1.59%

1M

12.53%

6M

0.93%

1Y

34.69%

5Y*

23.90%

10Y*

11.89%

C

YTD

3.03%

1M

16.94%

6M

5.67%

1Y

16.27%

5Y*

14.43%

10Y*

5.75%

*Annualized

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Risk-Adjusted Performance

CM vs. C — Risk-Adjusted Performance Rank

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

CM
The Risk-Adjusted Performance Rank of CM is 9292
Overall Rank
The Sharpe Ratio Rank of CM is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of CM is 9292
Sortino Ratio Rank
The Omega Ratio Rank of CM is 9191
Omega Ratio Rank
The Calmar Ratio Rank of CM is 9393
Calmar Ratio Rank
The Martin Ratio Rank of CM is 8989
Martin Ratio Rank

C
The Risk-Adjusted Performance Rank of C is 6767
Overall Rank
The Sharpe Ratio Rank of C is 7171
Sharpe Ratio Rank
The Sortino Ratio Rank of C is 6565
Sortino Ratio Rank
The Omega Ratio Rank of C is 6666
Omega Ratio Rank
The Calmar Ratio Rank of C is 6262
Calmar Ratio Rank
The Martin Ratio Rank of C is 7272
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.

CM vs. C - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Canadian Imperial Bank of Commerce (CM) and Citigroup Inc. (C). 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 current CM Sharpe Ratio is 1.69, which is higher than the C Sharpe Ratio of 0.49. The chart below compares the historical Sharpe Ratios of CM and C, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


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Dividends

CM vs. C - Dividend Comparison

CM's dividend yield for the trailing twelve months is around 4.25%, more than C's 3.14% yield.


TTM20242023202220212020201920182017201620152014
CM
Canadian Imperial Bank of Commerce
4.25%4.24%5.41%6.23%5.76%8.48%10.73%5.48%4.09%4.52%8.65%4.19%
C
Citigroup Inc.
3.14%3.10%4.04%4.51%3.38%3.31%2.40%2.96%1.29%0.71%0.31%0.07%

Drawdowns

CM vs. C - Drawdown Comparison

The maximum CM drawdown since its inception was -70.55%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for CM and C. For additional features, visit the drawdowns tool.


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Volatility

CM vs. C - Volatility Comparison

The current volatility for Canadian Imperial Bank of Commerce (CM) is 3.99%, while Citigroup Inc. (C) has a volatility of 9.18%. This indicates that CM experiences smaller price fluctuations and is considered to be less risky than C based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

CM vs. C - Financials Comparison

This section allows you to compare key financial metrics between Canadian Imperial Bank of Commerce and Citigroup Inc.. 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


0.0010.00B20.00B30.00B40.00BJulyOctober2021AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025
7.25B
41.46B
(CM) Total Revenue
(C) Total Revenue
Values in USD except per share items