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

Correlation

The correlation between CR and C is 0.36, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.


-0.50.00.51.00.4

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.

-10.00%0.00%10.00%20.00%30.00%JulyAugustSeptemberOctoberNovemberDecember
7.17%
14.97%
CR
C

Key characteristics

Sharpe Ratio

CR:

1.13

C:

1.50

Sortino Ratio

CR:

1.70

C:

2.15

Omega Ratio

CR:

1.21

C:

1.27

Calmar Ratio

CR:

2.01

C:

0.45

Martin Ratio

CR:

7.89

C:

7.15

Ulcer Index

CR:

4.44%

C:

5.50%

Daily Std Dev

CR:

31.08%

C:

26.29%

Max Drawdown

CR:

-17.44%

C:

-98.00%

Current Drawdown

CR:

-17.44%

C:

-82.41%

Fundamentals

Market Cap

CR:

$9.41B

C:

$134.51B

EPS

CR:

$4.52

C:

$3.51

PE Ratio

CR:

36.37

C:

20.26

PEG Ratio

CR:

2.23

C:

0.78

Total Revenue (TTM)

CR:

$2.28B

C:

$79.94B

Gross Profit (TTM)

CR:

$876.20M

C:

$54.85B

EBITDA (TTM)

CR:

$415.10M

C:

$11.60B

Returns By Period

In the year-to-date period, CR achieves a 29.82% return, which is significantly lower than C's 37.96% return.


CR

YTD

29.82%

1M

-14.40%

6M

7.17%

1Y

36.21%

5Y*

N/A

10Y*

N/A

C

YTD

37.96%

1M

-0.26%

6M

14.96%

1Y

41.74%

5Y*

1.07%

10Y*

5.19%

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Risk-Adjusted Performance

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.


Sharpe ratio
The chart of Sharpe ratio for CR, currently valued at 1.13, compared to the broader market-4.00-2.000.002.001.131.50
The chart of Sortino ratio for CR, currently valued at 1.70, compared to the broader market-4.00-2.000.002.004.001.702.15
The chart of Omega ratio for CR, currently valued at 1.21, compared to the broader market0.501.001.502.001.211.27
The chart of Calmar ratio for CR, currently valued at 2.01, compared to the broader market0.002.004.006.002.012.43
The chart of Martin ratio for CR, currently valued at 7.89, compared to the broader market0.0010.0020.007.897.15
CR
C

The current CR Sharpe Ratio is 1.13, which is comparable to the C Sharpe Ratio of 1.50. 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.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00JulyAugustSeptemberOctoberNovemberDecember
1.13
1.50
CR
C

Dividends

CR vs. C - Dividend Comparison

CR's dividend yield for the trailing twelve months is around 0.54%, less than C's 3.19% yield.


TTM20232022202120202019201820172016201520142013
CR
Crane Co.
0.54%0.46%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%0.00%
C
Citigroup Inc.
3.19%4.04%4.51%3.38%3.31%2.40%2.96%1.29%0.71%0.31%0.07%0.08%

Drawdowns

CR vs. C - Drawdown Comparison

The maximum CR drawdown since its inception was -17.44%, 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.


-15.00%-10.00%-5.00%0.00%JulyAugustSeptemberOctoberNovemberDecember
-17.44%
-5.63%
CR
C

Volatility

CR vs. C - Volatility Comparison

Crane Co. (CR) has a higher volatility of 6.87% compared to Citigroup Inc. (C) at 5.74%. 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.


4.00%6.00%8.00%10.00%12.00%14.00%JulyAugustSeptemberOctoberNovemberDecember
6.87%
5.74%
CR
C

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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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