IVV vs. C
IVV (iShares Core S&P 500 ETF) is S&P 500 fund tracking the S&P 500 Index, while C (Citigroup Inc.) is a stock. Over the past 10 years, IVV returned 15.32%/yr vs 15.14%/yr for C. A 0.67 correlation means they provide meaningful diversification when combined.
Performance
IVV vs. C - Performance Comparison
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Returns By Period
In the year-to-date period, IVV achieves a 8.72% return, which is significantly lower than C's 15.36% return. Both investments have delivered pretty close results over the past 10 years, with IVV having a 15.32% annualized return and C not far behind at 15.14%.
IVV
- 1D
- 0.24%
- 1M
- 0.23%
- YTD
- 8.72%
- 6M
- 8.76%
- 1Y
- 24.89%
- 3Y*
- 21.44%
- 5Y*
- 13.50%
- 10Y*
- 15.32%
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%
IVV vs. C - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
IVV iShares Core S&P 500 ETF | 8.72% | 17.85% | 24.93% | 26.31% | -18.16% | 28.76% | 18.40% | 31.07% | -4.49% | 21.75% |
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 IVV and C is 0.59, 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 | 0.59 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.56 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.60 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.61 |
Correlation (All Time) Calculated using the full available price history since May 19, 2000 | 0.67 |
The correlation between IVV and C shifts across timeframes, from 0.56 (3 years) to 0.67 (all time), reflecting how their relationship changes across market environments.
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Return for Risk
IVV vs. C — Risk / Return Rank
IVV
C
IVV vs. C - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for iShares Core S&P 500 ETF (IVV) 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.
| IVV | C | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.58 | ||
| Sortino ratioReturn per unit of downside risk | -0.51 | ||
| Omega ratioGain probability vs. loss probability | 1.38 | 1.42 | -0.04 |
| Calmar ratioReturn relative to maximum drawdown | 2.81 | 5.05 | -2.24 |
| Martin ratioReturn relative to average drawdown | 12.97 | 14.54 | -1.58 |
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
| IVV | C | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.07 | 2.65 | -0.58 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.80 | 0.52 | +0.28 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.85 | 0.46 | +0.39 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.45 | 0.15 | +0.30 |
Drawdowns
IVV vs. C - Drawdown Comparison
The maximum IVV drawdown since its inception was -55.25%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for IVV and C.
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Drawdown Indicators
| IVV | C | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -55.25% | -98.00% | +42.75% |
Max Drawdown (1Y)Largest decline over 1 year | -8.89% | -14.76% | +5.87% |
Max Drawdown (3Y)Largest decline over 3 years | -18.75% | -31.31% | +12.56% |
Max Drawdown (5Y)Largest decline over 5 years | -24.53% | -45.78% | +21.25% |
Max Drawdown (10Y)Largest decline over 10 years | -33.90% | -56.51% | +22.61% |
Current DrawdownCurrent decline from peak | -2.67% | -64.43% | +61.76% |
Average DrawdownAverage peak-to-trough decline | -10.77% | -43.51% | +32.74% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 1.92% | 5.12% | -3.20% |
Volatility
IVV vs. C - Volatility Comparison
The current volatility for iShares Core S&P 500 ETF (IVV) is 3.77%, while Citigroup Inc. (C) has a volatility of 8.43%. This indicates that IVV 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
| IVV | C | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 3.77% | 8.43% | -4.66% |
Volatility (6M)Calculated over the trailing 6-month period | 9.31% | 22.84% | -13.53% |
Volatility (1Y)Calculated over the trailing 1-year period | 12.08% | 28.19% | -16.11% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 16.92% | 29.18% | -12.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 18.07% | 33.23% | -15.16% |
Dividends
IVV vs. C - Dividend Comparison
IVV's dividend yield for the trailing twelve months is around 1.09%, 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% |
IVV iShares Core S&P 500 ETF | 1.09% | 1.17% | 1.30% | 1.44% | 1.66% | 1.20% | 1.57% | 1.85% | 2.21% | 1.75% | 2.01% | 2.27% |
Frequently Asked Questions
IVV and C have a correlation of 0.59, 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 IVV (3.77%). In terms of maximum drawdown, IVV dropped -55.25% vs C's -98.00%.
C currently has the higher Sharpe Ratio (2.65 vs 2.07), 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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