ITOT vs. C
ITOT (iShares Core S&P Total U.S. Stock Market ETF) is Large Cap Blend Equities fund tracking the S&P Total Market Index, while C (Citigroup Inc.) is a stock. Over the past 10 years, ITOT returned 14.81%/yr vs 15.14%/yr for C. A 0.65 correlation means they provide meaningful diversification when combined.
Performance
ITOT vs. C - Performance Comparison
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Returns By Period
In the year-to-date period, ITOT achieves a 9.09% return, which is significantly lower than C's 15.36% return. Both investments have delivered pretty close results over the past 10 years, with ITOT having a 14.81% annualized return and C not far ahead at 15.14%.
ITOT
- 1D
- 0.31%
- 1M
- 0.42%
- YTD
- 9.09%
- 6M
- 8.99%
- 1Y
- 24.90%
- 3Y*
- 21.07%
- 5Y*
- 12.25%
- 10Y*
- 14.81%
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%
ITOT vs. C - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ITOT iShares Core S&P Total U.S. Stock Market ETF | 9.09% | 17.00% | 23.80% | 26.12% | -19.47% | 25.68% | 20.71% | 30.67% | -5.33% | 21.37% |
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 ITOT and C is 0.60, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.60 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.58 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.62 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.63 |
Correlation (All Time) Calculated using the full available price history since Jan 23, 2004 | 0.65 |
The correlation between ITOT and C has been stable across timeframes, ranging from 0.58 to 0.65 - a consistent structural relationship.
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Return for Risk
ITOT vs. C — Risk / Return Rank
ITOT
C
ITOT vs. C - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P Total U.S. Stock Market ETF (ITOT) 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.
| ITOT | C | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.64 | ||
| Sortino ratioReturn per unit of downside risk | -0.58 | ||
| Omega ratioGain probability vs. loss probability | 1.36 | 1.42 | -0.06 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 5.05 | -2.24 |
| Martin ratioReturn relative to average drawdown | 12.79 | 14.54 | -1.75 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| ITOT | C | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.01 | 2.65 | -0.64 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.71 | 0.52 | +0.18 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.81 | 0.46 | +0.36 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.57 | 0.15 | +0.41 |
Drawdowns
ITOT vs. C - Drawdown Comparison
The maximum ITOT drawdown since its inception was -55.20%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for ITOT and C.
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Drawdown Indicators
| ITOT | C | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.20% | -98.00% | +42.80% |
Max Drawdown (1Y)Largest decline over 1 year | -8.90% | -14.76% | +5.86% |
Max Drawdown (3Y)Largest decline over 3 years | -19.44% | -31.31% | +11.87% |
Max Drawdown (5Y)Largest decline over 5 years | -25.36% | -45.78% | +20.42% |
Max Drawdown (10Y)Largest decline over 10 years | -35.00% | -56.51% | +21.51% |
Current DrawdownCurrent decline from peak | -2.65% | -64.43% | +61.78% |
Average DrawdownAverage peak-to-trough decline | -6.97% | -43.51% | +36.54% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.95% | 5.12% | -3.17% |
Volatility
ITOT vs. C - Volatility Comparison
The current volatility for iShares Core S&P Total U.S. Stock Market ETF (ITOT) is 3.91%, while Citigroup Inc. (C) has a volatility of 8.43%. This indicates that ITOT 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.
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Volatility by Period
| ITOT | C | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.91% | 8.43% | -4.52% |
Volatility (6M)Calculated over the trailing 6-month period | 9.56% | 22.84% | -13.28% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.49% | 28.19% | -15.70% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 17.40% | 29.18% | -11.78% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.29% | 33.23% | -14.94% |
Dividends
ITOT vs. C - Dividend Comparison
ITOT's dividend yield for the trailing twelve months is around 1.00%, less 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% |
ITOT iShares Core S&P Total U.S. Stock Market ETF | 1.00% | 1.11% | 1.23% | 1.47% | 1.66% | 1.18% | 1.41% | 1.88% | 2.14% | 1.69% | 1.83% | 2.01% |
Frequently Asked Questions
ITOT and C have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
C has higher volatility (8.43%) compared to ITOT (3.91%). In terms of maximum drawdown, ITOT dropped -55.20% vs C's -98.00%.
C currently has the higher Sharpe Ratio (2.65 vs 2.01), 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.
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