MORN vs. C
MORN (Morningstar, Inc.) and C (Citigroup Inc.) are both stocks. Both are in the Financial Services sector — MORN in Financial Data & Stock Exchanges, C in Banks - Diversified. Over the past 10 years, MORN returned 8.88%/yr vs 16.22%/yr for C. At a 0.36 correlation, their price movements are largely independent.
Performance
MORN vs. C - Performance Comparison
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Returns By Period
In the year-to-date period, MORN achieves a -18.94% return, which is significantly lower than C's 21.02% return. Over the past 10 years, MORN has underperformed C with an annualized return of 8.88%, while C has yielded a comparatively higher 16.22% annualized return.
MORN
- 1D
- -1.09%
- 1M
- 5.41%
- YTD
- -18.94%
- 6M
- -17.73%
- 1Y
- -42.15%
- 3Y*
- -4.38%
- 5Y*
- -5.16%
- 10Y*
- 8.88%
C
- 1D
- 1.27%
- 1M
- 12.68%
- YTD
- 21.02%
- 6M
- 26.32%
- 1Y
- 82.79%
- 3Y*
- 46.87%
- 5Y*
- 16.80%
- 10Y*
- 16.22%
MORN vs. C - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
MORN Morningstar, Inc. | -18.94% | -35.05% | 18.29% | 33.10% | -36.31% | 48.23% | 54.54% | 38.93% | 14.34% | 33.38% |
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 MORN and C is 0.18, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.18 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.35 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.38 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.33 |
Correlation (All Time) Calculated using the full available price history since May 3, 2005 | 0.36 |
The correlation between MORN and C shifts across timeframes, from 0.18 (1 year) to 0.38 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
MORN:
$6.89B
C:
$248.34B
MORN:
$9.74
C:
$8.65
MORN:
17.99
C:
16.17
MORN:
2.89
C:
1.51
MORN:
6.76
C:
1.30
MORN:
$2.51B
C:
$171.19B
MORN:
$1.55B
C:
$77.85B
MORN:
$743.90M
C:
$24.12B
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Return for Risk
MORN vs. C — Risk / Return Rank
MORN
C
MORN vs. C - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Morningstar, Inc. (MORN) 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.
| MORN | C | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -4.16 | ||
| Sortino ratioReturn per unit of downside risk | -5.37 | ||
| Omega ratioGain probability vs. loss probability | 0.77 | 1.45 | -0.68 |
| Calmar ratioReturn relative to maximum drawdown | -0.83 | 5.64 | -6.47 |
| Martin ratioReturn relative to average drawdown | -1.28 | 16.25 | -17.52 |
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Drawdowns
MORN vs. C - Drawdown Comparison
The maximum MORN drawdown since its inception was -67.92%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for MORN and C.
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Drawdown Indicators
| MORN | C | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -67.92% | -98.00% | +30.08% |
Max Drawdown (1Y)Largest decline over 1 year | -50.65% | -14.76% | -35.89% |
Max Drawdown (3Y)Largest decline over 3 years | -56.70% | -31.31% | -25.39% |
Max Drawdown (5Y)Largest decline over 5 years | -56.70% | -44.53% | -12.17% |
Max Drawdown (10Y)Largest decline over 10 years | -56.70% | -56.51% | -0.19% |
Current DrawdownCurrent decline from peak | -50.59% | -62.68% | +12.09% |
Average DrawdownAverage peak-to-trough decline | -18.36% | -43.51% | +25.15% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 33.06% | 5.12% | +27.94% |
Volatility
MORN vs. C - Volatility Comparison
Morningstar, Inc. (MORN) has a higher volatility of 13.64% compared to Citigroup Inc. (C) at 8.30%. This indicates that MORN'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
| MORN | C | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.64% | 8.30% | +5.34% |
Volatility (6M)Calculated over the trailing 6-month period | 31.02% | 23.09% | +7.93% |
Volatility (1Y)Calculated over the trailing 1-year period | 34.60% | 28.37% | +6.23% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 30.76% | 29.20% | +1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.78% | 33.23% | -5.45% |
Dividends
MORN vs. C - Dividend Comparison
MORN's dividend yield for the trailing twelve months is around 1.09%, less than C's 1.72% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
MORN Morningstar, Inc. | 1.09% | 0.84% | 0.48% | 0.52% | 0.66% | 0.28% | 0.65% | 0.74% | 0.91% | 0.95% | 1.20% | 0.95% |
Financials
MORN vs. C - Financials Comparison
This section allows you to compare key financial metrics between Morningstar, Inc. 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.
Total Revenue: Total amount of money received from sales and other business activities
MORN vs. C - Profitability Comparison
MORN - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Morningstar, Inc. reported a gross profit of 405.90M and revenue of 644.80M. Therefore, the gross margin over that period was 63.0%.
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%.
MORN - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Morningstar, Inc. reported an operating income of 900.00K and revenue of 644.80M, resulting in an operating margin of 0.1%.
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%.
MORN - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Morningstar, Inc. reported a net income of 107.10M and revenue of 644.80M, resulting in a net margin of 16.6%.
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
MORN and C have a correlation of 0.18, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
MORN has higher volatility (13.64%) compared to C (8.30%). In terms of maximum drawdown, MORN dropped -67.92% vs C's -98.00%.
C currently has the higher Sharpe Ratio (2.93 vs -1.22), 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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