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

Correlation

The correlation between CR and C is 0.54, 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

CR vs. C - Performance Comparison

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

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Key characteristics

Sharpe Ratio

CR:

0.62

C:

0.65

Sortino Ratio

CR:

1.16

C:

1.09

Omega Ratio

CR:

1.15

C:

1.15

Calmar Ratio

CR:

0.82

C:

0.27

Martin Ratio

CR:

2.17

C:

2.22

Ulcer Index

CR:

10.61%

C:

10.40%

Daily Std Dev

CR:

36.91%

C:

34.25%

Max Drawdown

CR:

-28.02%

C:

-98.00%

Current Drawdown

CR:

-3.58%

C:

-80.24%

Fundamentals

Market Cap

CR:

$10.23B

C:

$141.87B

EPS

CR:

$4.93

C:

$6.31

PE Ratio

CR:

36.08

C:

12.00

PEG Ratio

CR:

2.75

C:

1.12

PS Ratio

CR:

4.70

C:

1.98

PB Ratio

CR:

5.82

C:

0.73

Total Revenue (TTM)

CR:

$2.12B

C:

$98.49B

Gross Profit (TTM)

CR:

$884.90M

C:

$57.03B

EBITDA (TTM)

CR:

$427.90M

C:

$25.46B

Returns By Period

In the year-to-date period, CR achieves a 17.39% return, which is significantly higher than C's 9.18% return.


CR

YTD

17.39%

1M

24.70%

6M

2.79%

1Y

22.98%

5Y*

N/A

10Y*

N/A

C

YTD

9.18%

1M

20.67%

6M

11.77%

1Y

22.18%

5Y*

14.95%

10Y*

6.23%

*Annualized

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Risk-Adjusted Performance

CR vs. C — Risk-Adjusted Performance Rank

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

CR
The Risk-Adjusted Performance Rank of CR is 7373
Overall Rank
The Sharpe Ratio Rank of CR is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of CR is 6969
Sortino Ratio Rank
The Omega Ratio Rank of CR is 6767
Omega Ratio Rank
The Calmar Ratio Rank of CR is 8080
Calmar Ratio Rank
The Martin Ratio Rank of CR is 7474
Martin Ratio Rank

C
The Risk-Adjusted Performance Rank of C is 7070
Overall Rank
The Sharpe Ratio Rank of C is 7575
Sharpe Ratio Rank
The Sortino Ratio Rank of C is 6767
Sortino Ratio Rank
The Omega Ratio Rank of C is 6969
Omega Ratio Rank
The Calmar Ratio Rank of C is 6464
Calmar Ratio Rank
The Martin Ratio Rank of C is 7474
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.

CR vs. C - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Crane Co. (CR) 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 CR Sharpe Ratio is 0.62, which is comparable to the C Sharpe Ratio of 0.65. The chart below compares the historical Sharpe Ratios of CR 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

CR vs. C - Dividend Comparison

CR's dividend yield for the trailing twelve months is around 0.48%, less than C's 2.96% yield.


TTM20242023202220212020201920182017201620152014
CR
Crane Co.
0.48%0.54%0.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
C
Citigroup Inc.
2.96%3.10%4.04%4.51%3.38%3.31%2.40%2.96%1.29%0.71%0.31%0.07%

Drawdowns

CR vs. C - Drawdown Comparison

The maximum CR drawdown since its inception was -28.02%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for CR and C. For additional features, visit the drawdowns tool.


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Volatility

CR vs. C - Volatility Comparison

Crane Co. (CR) has a higher volatility of 10.19% compared to Citigroup Inc. (C) at 7.39%. This indicates that CR's price experiences larger fluctuations and is considered to be riskier than C based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

CR vs. C - Financials Comparison

This section allows you to compare key financial metrics between Crane Co. 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


0.0010.00B20.00B30.00B40.00B20212022202320242025
557.60M
41.46B
(CR) Total Revenue
(C) Total Revenue
Values in USD except per share items