CRBG vs. C

Last updated Jun 5, 2026

CRBG (Corebridge Financial Inc.) and C (Citigroup Inc.) are both stocks. Both are in the Financial Services sector — CRBG in Asset Management, C in Banks - Diversified. Over the past 3 years, CRBG returned 22.52%/yr vs 47.74%/yr for C. A 0.52 correlation means they provide meaningful diversification when combined.

Performance

CRBG vs. C - Performance Comparison

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

Returns By Period

In the year-to-date period, CRBG achieves a -11.49% return, which is significantly lower than C's 16.97% return.

CRBG

• 1D: 1.81%
• 1M: -7.17%
• YTD: -11.49%
• 6M: -11.09%
• 1Y: -16.10%
• 3Y*: 22.52%
• 5Y*: —
• 10Y*: —

C

• 1D: 4.02%
• 1M: 5.58%
• YTD: 16.97%
• 6M: 26.63%
• 1Y: 80.91%
• 3Y*: 47.74%
• 5Y*: 15.12%
• 10Y*: 14.83%

*Multi-year figures are annualized to reflect compound growth (CAGR)

CRBG vs. C - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022
CRBG Corebridge Financial Inc.	-11.49%	3.88%	42.84%	25.26%	-1.01%
C Citigroup Inc.	16.97%	70.38%	41.93%	18.98%	-5.55%

Correlation

The correlation between CRBG and C is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.48
Correlation (3Y) Calculated over the trailing 3-year period	0.46
Correlation (All Time) Calculated using the full available price history since Sep 16, 2022	0.52

The correlation between CRBG and C has been stable across timeframes, ranging from 0.46 to 0.52 - a consistent structural relationship.

Fundamentals

Market Cap CRBG : $12.51B C : $240.03B
EPS CRBG : $0.47 C : $8.65
PE Ratio CRBG : 55.98 C : 15.63
PS Ratio CRBG : 2.20 C : 1.46
PB Ratio CRBG : 1.21 C : 1.25
Total Revenue (TTM) CRBG : $6.22B C : $171.19B
Gross Profit (TTM) CRBG : $4.84B C : $77.85B
EBITDA (TTM) CRBG : $1.41B C : $24.12B

Return for Risk

CRBG vs. C — Risk / Return Rank

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

CRBG

CRBG Risk / Return Rank: 22
CRBG Sharpe Ratio Rank: 20
CRBG Sortino Ratio Rank: 20
CRBG Omega Ratio Rank: 21
CRBG Calmar Ratio Rank: 27
CRBG Martin Ratio Rank: 23

C

C Risk / Return Rank: 93
C Sharpe Ratio Rank: 94
C Sortino Ratio Rank: 92
C Omega Ratio Rank: 91
C Calmar Ratio Rank: 93
C Martin Ratio Rank: 93

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

CRBG vs. C - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Corebridge Financial Inc. (CRBG) 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.

	CRBG	C	Difference
Sharpe ratio: Return per unit of total volatility	-0.48	2.89	-3.38
Sortino ratio: Return per unit of downside risk	-0.47	3.53	-4.00
Omega ratio: Gain probability vs. loss probability	0.94	1.45	-0.51
Calmar ratio: Return relative to maximum drawdown	-0.44	5.51	-5.95
Martin ratio: Return relative to average drawdown	-0.95	15.88	-16.82
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

CRBG vs. C - Sharpe Ratio Comparison

The current CRBG Sharpe Ratio is -0.48, which is lower than the C Sharpe Ratio of 2.89. The chart below compares the historical Sharpe Ratios of CRBG and C, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	CRBG	C	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.48	2.89	-3.38
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.52	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.45	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.41	0.15	+0.26

Drawdowns

CRBG vs. C - Drawdown Comparison

The maximum CRBG drawdown since its inception was -36.35%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for CRBG and C.

Drawdown Indicators

	CRBG	C	Difference
Max Drawdown Largest peak-to-trough decline	-36.35%	-98.00%	+61.65%
Max Drawdown (1Y) Largest decline over 1 year	-36.35%	-14.76%	-21.59%
Max Drawdown (3Y) Largest decline over 3 years	-36.35%	-31.31%	-5.04%
Max Drawdown (5Y) Largest decline over 5 years	—	-47.56%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-56.51%	—
Current Drawdown Current decline from peak	-24.59%	-63.93%	+39.34%
Average Drawdown Average peak-to-trough decline	-10.65%	-43.51%	+32.86%
Ulcer Index Depth and duration of drawdowns from previous peaks	17.00%	5.11%	+11.89%

Volatility

CRBG vs. C - Volatility Comparison

Corebridge Financial Inc. (CRBG) has a higher volatility of 9.98% compared to Citigroup Inc. (C) at 8.19%. This indicates that CRBG'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.

Volatility by Period

	CRBG	C	Difference
Volatility (1M) Calculated over the trailing 1-month period	9.98%	8.19%	+1.79%
Volatility (6M) Calculated over the trailing 6-month period	27.72%	22.96%	+4.76%
Volatility (1Y) Calculated over the trailing 1-year period	33.63%	28.10%	+5.53%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	34.42%	29.16%	+5.26%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.42%	33.22%	+1.20%

Dividends

CRBG vs. C - Dividend Comparison

CRBG's dividend yield for the trailing twelve months is around 3.67%, more than C's 1.78% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
C Citigroup Inc.	1.78%	1.99%	3.10%	4.04%	4.51%	3.38%	3.31%	2.40%	2.96%	1.29%	0.71%	0.31%
CRBG Corebridge Financial Inc.	3.67%	3.18%	3.07%	12.47%	2.29%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%	0.00%

Financials

CRBG vs. C - Profitability Comparison

The chart below illustrates the profitability comparison between Corebridge Financial Inc. and Citigroup Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

CRBG - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Corebridge Financial Inc. reported a gross profit of 3.06B and revenue of 4.04B. Therefore, the gross margin over that period was 75.7%.

C - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Citigroup Inc. reported a gross profit of 21.76B and revenue of 44.14B. Therefore, the gross margin over that period was 49.3%.

CRBG - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Corebridge Financial Inc. reported an operating income of 97.00M and revenue of 4.04B, resulting in an operating margin of 2.4%.

C - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Citigroup Inc. reported an operating income of 7.52B and revenue of 44.14B, resulting in an operating margin of 17.0%.

CRBG - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Corebridge Financial Inc. reported a net income of -53.00M and revenue of 4.04B, resulting in a net margin of -1.3%.

C - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Citigroup Inc. reported a net income of 5.79B and revenue of 44.14B, resulting in a net margin of 13.1%.

Frequently Asked Questions

Can I hold both CRBG and C in my portfolio?

CRBG and C have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, CRBG or C?

CRBG has higher volatility (9.98%) compared to C (8.19%). In terms of maximum drawdown, CRBG dropped -36.35% vs C's -98.00%.

Which has better risk-adjusted returns?

C currently has the higher Sharpe Ratio (2.89 vs -0.48), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.