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HSBC vs. C
Performance
Return for Risk
Drawdowns
Volatility
Dividends
Financials

Performance

HSBC vs. C - Performance Comparison

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

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Returns By Period

The year-to-date returns for both stocks are quite close, with HSBC having a 21.78% return and C slightly lower at 21.02%. Over the past 10 years, HSBC has outperformed C with an annualized return of 18.39%, while C has yielded a comparatively lower 16.22% annualized return.


HSBC

1D
2.15%
1M
4.85%
YTD
21.78%
6M
27.76%
1Y
64.27%
3Y*
43.81%
5Y*
32.55%
10Y*
18.39%

C

1D
1.27%
1M
13.30%
YTD
21.02%
6M
26.32%
1Y
87.27%
3Y*
46.87%
5Y*
16.80%
10Y*
16.22%
*Multi-year figures are annualized to reflect compound growth (CAGR)

HSBC vs. C - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
HSBC
HSBC Holdings plc
21.78%67.91%34.48%39.45%7.79%20.76%-31.71%1.44%-16.05%36.04%
C
Citigroup Inc.
21.02%70.38%41.93%18.98%-22.09%0.93%-19.70%57.82%-28.49%27.03%

Correlation

The correlation between HSBC and C is 0.39, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.39

Correlation (3Y)
Calculated over the trailing 3-year period

0.43

Correlation (5Y)
Calculated over the trailing 5-year period

0.50

Correlation (10Y)
Calculated over the trailing 10-year period

0.55

Correlation (All Time)
Calculated using the full available price history since Jul 16, 1999

0.54

The correlation between HSBC and C shifts across timeframes, from 0.39 (1 year) to 0.55 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

HSBC:

$320.51B

C:

$248.34B

EPS

HSBC:

$6.38

C:

$8.65

PE Ratio

HSBC:

14.52

C:

16.17

PS Ratio

HSBC:

2.52

C:

1.51

PB Ratio

HSBC:

1.84

C:

1.30

Total Revenue (TTM)

HSBC:

$128.37B

C:

$171.19B

Gross Profit (TTM)

HSBC:

$65.42B

C:

$77.85B

EBITDA (TTM)

HSBC:

$34.27B

C:

$24.12B

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Return for Risk

HSBC vs. C — Risk / Return Rank

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

HSBC
HSBC Risk / Return Rank: 9090
Overall Rank
HSBC Sharpe Ratio Rank: 9292
Sharpe Ratio Rank
HSBC Sortino Ratio Rank: 8989
Sortino Ratio Rank
HSBC Omega Ratio Rank: 8989
Omega Ratio Rank
HSBC Calmar Ratio Rank: 8888
Calmar Ratio Rank
HSBC Martin Ratio Rank: 9292
Martin Ratio Rank

C
C Risk / Return Rank: 9494
Overall Rank
C Sharpe Ratio Rank: 9595
Sharpe Ratio Rank
C Sortino Ratio Rank: 9494
Sortino Ratio Rank
C Omega Ratio Rank: 9292
Omega Ratio Rank
C Calmar Ratio Rank: 9494
Calmar Ratio Rank
C Martin Ratio Rank: 9494
Martin Ratio Rank
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.

HSBC vs. C - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for HSBC Holdings plc (HSBC) 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.

Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.


HSBCCDifference
Sharpe ratioReturn per unit of total volatility

-0.65

Sortino ratioReturn per unit of downside risk

-0.58

Omega ratioGain probability vs. loss probability

1.40

1.45

-0.06

Calmar ratioReturn relative to maximum drawdown

3.80

5.64

-1.84

Martin ratioReturn relative to average drawdown

13.41

16.25

-2.84

HSBC vs. C - Sharpe Ratio Comparison

The current HSBC Sharpe Ratio is 2.28, which is comparable to the C Sharpe Ratio of 2.93. The chart below compares the historical Sharpe Ratios of HSBC 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.


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Drawdowns

HSBC vs. C - Drawdown Comparison

The maximum HSBC drawdown since its inception was -74.47%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for HSBC and C.


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Drawdown Indicators


HSBCCDifference

Max Drawdown

Largest peak-to-trough decline

-74.47%

-98.00%

+23.53%

Max Drawdown (1Y)

Largest decline over 1 year

-16.28%

-14.76%

-1.52%

Max Drawdown (3Y)

Largest decline over 3 years

-21.83%

-31.31%

+9.48%

Max Drawdown (5Y)

Largest decline over 5 years

-31.80%

-44.31%

+12.51%

Max Drawdown (10Y)

Largest decline over 10 years

-62.26%

-56.51%

-5.75%

Current Drawdown

Current decline from peak

-2.67%

-62.68%

+60.01%

Average Drawdown

Average peak-to-trough decline

-24.09%

-43.51%

+19.42%

Ulcer Index

Depth and duration of drawdowns from previous peaks

4.61%

5.12%

-0.51%

Volatility

HSBC vs. C - Volatility Comparison

HSBC Holdings plc (HSBC) has a higher volatility of 10.18% compared to Citigroup Inc. (C) at 8.30%. This indicates that HSBC'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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Volatility by Period


HSBCCDifference

Volatility (1M)

Calculated over the trailing 1-month period

10.18%

8.30%

+1.88%

Volatility (6M)

Calculated over the trailing 6-month period

22.25%

23.09%

-0.84%

Volatility (1Y)

Calculated over the trailing 1-year period

27.11%

28.37%

-1.26%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

25.95%

29.20%

-3.25%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

25.62%

33.23%

-7.61%

Dividends

HSBC vs. C - Dividend Comparison

HSBC's dividend yield for the trailing twelve months is around 4.05%, more than C's 1.72% yield.


PositionTTM20252024202320222021202020192018201720162015
C
Citigroup Inc.
1.72%1.99%3.10%4.04%4.51%3.38%3.31%2.40%2.96%1.29%0.71%0.31%
HSBC
HSBC Holdings plc
4.05%4.19%8.29%6.54%4.33%3.65%4.05%6.52%6.20%4.94%6.35%6.33%

Financials

HSBC vs. C - Financials Comparison

This section allows you to compare key financial metrics between HSBC Holdings plc 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


10.00B20.00B30.00B40.00B50.00B60.00B70.00B80.00B20222023202420252026
32.92B
44.14B
(HSBC) Total Revenue
(C) Total Revenue
Values in USD except per share items

HSBC vs. C - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20222023202420252026
51.4%
49.3%
Portfolio components
HSBC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, HSBC Holdings plc reported a gross profit of 16.93B and revenue of 32.92B. Therefore, the gross margin over that period was 51.4%.

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%.

HSBC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, HSBC Holdings plc reported an operating income of 9.36B and revenue of 32.92B, resulting in an operating margin of 28.4%.

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%.

HSBC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, HSBC Holdings plc reported a net income of 7.33B and revenue of 32.92B, resulting in a net margin of 22.3%.

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


HSBC and C have a correlation of 0.39, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

HSBC has higher volatility (10.18%) compared to C (8.30%). In terms of maximum drawdown, HSBC dropped -74.47% vs C's -98.00%.

C currently has the higher Sharpe Ratio (2.93 vs 2.28), 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.

Portfolio Optimizer

Find the right allocation for HSBC and C

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