ENFR vs. C

Last updated Jun 9, 2026

ENFR (Alerian Energy Infrastructure ETF) is Energy Equities fund tracking the Alerian Midstream Energy Select Index, while C (Citigroup Inc.) is a stock. Over the past 10 years, ENFR returned 11.99%/yr vs 15.14%/yr for C. At a 0.46 correlation, their price movements are largely independent.

Performance

ENFR vs. C - Performance Comparison

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

Returns By Period

In the year-to-date period, ENFR achieves a 24.34% return, which is significantly higher than C's 15.36% return. Over the past 10 years, ENFR has underperformed C with an annualized return of 11.99%, while C has yielded a comparatively higher 15.14% annualized return.

ENFR

• 1D: -0.70%
• 1M: 2.80%
• YTD: 24.34%
• 6M: 23.38%
• 1Y: 25.73%
• 3Y*: 27.67%
• 5Y*: 19.49%
• 10Y*: 11.99%

C

• 1D: 0.61%
• 1M: 6.16%
• YTD: 15.36%
• 6M: 23.58%
• 1Y: 74.17%
• 3Y*: 44.93%
• 5Y*: 15.19%
• 10Y*: 15.14%

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

ENFR vs. C - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
ENFR Alerian Energy Infrastructure ETF	24.34%	5.88%	42.17%	15.63%	17.48%	39.97%	-24.14%	21.60%	-18.67%	-0.19%
C Citigroup Inc.	15.36%	70.38%	41.93%	18.98%	-22.09%	0.93%	-19.70%	57.82%	-28.49%	27.03%

Correlation

The correlation between ENFR and C is -0.01, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	-0.01
Correlation (3Y) Calculated over the trailing 3-year period	0.30
Correlation (5Y) Calculated over the trailing 5-year period	0.45
Correlation (10Y) Calculated over the trailing 10-year period	0.48
Correlation (All Time) Calculated using the full available price history since Nov 1, 2013	0.46

The correlation between ENFR and C shifts across timeframes, from -0.01 (1 year) to 0.48 (10 years), reflecting how their relationship changes across market environments.

Return for Risk

ENFR vs. C — Risk / Return Rank

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

ENFR

ENFR Risk / Return Rank: 57
ENFR Sharpe Ratio Rank: 58
ENFR Sortino Ratio Rank: 57
ENFR Omega Ratio Rank: 54
ENFR Calmar Ratio Rank: 66
ENFR Martin Ratio Rank: 52

C

C Risk / Return Rank: 92
C Sharpe Ratio Rank: 94
C Sortino Ratio Rank: 91
C Omega Ratio Rank: 90
C Calmar Ratio Rank: 92
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.

ENFR vs. C - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Alerian Energy Infrastructure ETF (ENFR) 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.

	ENFR	C	Difference
Sharpe ratio: Return per unit of total volatility	1.77	2.65	-0.88
Sortino ratio: Return per unit of downside risk	2.44	3.30	-0.85
Omega ratio: Gain probability vs. loss probability	1.30	1.42	-0.12
Calmar ratio: Return relative to maximum drawdown	2.99	5.05	-2.06
Martin ratio: Return relative to average drawdown	8.07	14.54	-6.48
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

ENFR vs. C - Sharpe Ratio Comparison

The current ENFR Sharpe Ratio is 1.77, which is lower than the C Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of ENFR 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

	ENFR	C	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.77	2.65	-0.88
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	1.02	0.52	+0.49
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.49	0.46	+0.03
Sharpe Ratio (All Time) Calculated using the full available price history	0.34	0.15	+0.19

Drawdowns

ENFR vs. C - Drawdown Comparison

The maximum ENFR drawdown since its inception was -68.28%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for ENFR and C.

Drawdown Indicators

	ENFR	C	Difference
Max Drawdown Largest peak-to-trough decline	-68.28%	-98.00%	+29.72%
Max Drawdown (1Y) Largest decline over 1 year	-8.64%	-14.76%	+6.12%
Max Drawdown (3Y) Largest decline over 3 years	-15.58%	-31.31%	+15.73%
Max Drawdown (5Y) Largest decline over 5 years	-20.29%	-45.78%	+25.49%
Max Drawdown (10Y) Largest decline over 10 years	-62.64%	-56.51%	-6.13%
Current Drawdown Current decline from peak	-5.15%	-64.43%	+59.28%
Average Drawdown Average peak-to-trough decline	-15.97%	-43.51%	+27.54%
Ulcer Index Depth and duration of drawdowns from previous peaks	3.20%	5.12%	-1.92%

Volatility

ENFR vs. C - Volatility Comparison

The current volatility for Alerian Energy Infrastructure ETF (ENFR) is 5.78%, while Citigroup Inc. (C) has a volatility of 8.43%. This indicates that ENFR 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.

Volatility by Period

	ENFR	C	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.78%	8.43%	-2.65%
Volatility (6M) Calculated over the trailing 6-month period	11.41%	22.84%	-11.43%
Volatility (1Y) Calculated over the trailing 1-year period	14.64%	28.19%	-13.55%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	19.29%	29.18%	-9.89%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	24.68%	33.23%	-8.55%

Dividends

ENFR vs. C - Dividend Comparison

ENFR's dividend yield for the trailing twelve months is around 4.03%, more than C's 1.80% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
C Citigroup Inc.	1.80%	1.99%	3.10%	4.04%	4.51%	3.38%	3.31%	2.40%	2.96%	1.29%	0.71%	0.31%
ENFR Alerian Energy Infrastructure ETF	4.03%	4.77%	4.41%	5.48%	5.23%	7.86%	7.57%	5.81%	3.98%	2.98%	3.31%	3.34%

Frequently Asked Questions

Can I hold both ENFR and C in my portfolio?

ENFR and C have a correlation of -0.01, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, ENFR or C?

C has higher volatility (8.43%) compared to ENFR (5.78%). In terms of maximum drawdown, ENFR dropped -68.28% vs C's -98.00%.

Which has better risk-adjusted returns?

C currently has the higher Sharpe Ratio (2.65 vs 1.77), 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.