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MTB vs. C
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between MTB and C is 0.53, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.00.5

Performance

MTB vs. C - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in M&T Bank Corporation (MTB) and Citigroup Inc. (C). The values are adjusted to include any dividend payments, if applicable.

0.00%1,000.00%2,000.00%3,000.00%4,000.00%5,000.00%AugustSeptemberOctoberNovemberDecember2025
4,305.06%
561.05%
MTB
C

Key characteristics

Sharpe Ratio

MTB:

1.65

C:

2.17

Sortino Ratio

MTB:

2.49

C:

2.94

Omega Ratio

MTB:

1.31

C:

1.38

Calmar Ratio

MTB:

1.59

C:

0.67

Martin Ratio

MTB:

8.06

C:

10.70

Ulcer Index

MTB:

5.57%

C:

5.47%

Daily Std Dev

MTB:

27.24%

C:

27.08%

Max Drawdown

MTB:

-73.50%

C:

-98.00%

Current Drawdown

MTB:

-9.81%

C:

-79.05%

Fundamentals

Market Cap

MTB:

$33.01B

C:

$152.95B

EPS

MTB:

$14.64

C:

$5.95

PE Ratio

MTB:

13.59

C:

13.69

PEG Ratio

MTB:

1.37

C:

0.88

Total Revenue (TTM)

MTB:

$9.03B

C:

$78.12B

Gross Profit (TTM)

MTB:

$9.03B

C:

$78.12B

EBITDA (TTM)

MTB:

$2.77B

C:

$28.78B

Returns By Period

In the year-to-date period, MTB achieves a 5.82% return, which is significantly lower than C's 15.76% return. Both investments have delivered pretty close results over the past 10 years, with MTB having a 8.75% annualized return and C not far behind at 8.52%.


MTB

YTD

5.82%

1M

4.15%

6M

15.36%

1Y

45.20%

5Y*

6.95%

10Y*

8.75%

C

YTD

15.76%

1M

14.20%

6M

27.33%

1Y

57.47%

5Y*

5.17%

10Y*

8.52%

*Annualized

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Risk-Adjusted Performance

MTB vs. C — Risk-Adjusted Performance Rank

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

MTB
The Risk-Adjusted Performance Rank of MTB is 8787
Overall Rank
The Sharpe Ratio Rank of MTB is 8989
Sharpe Ratio Rank
The Sortino Ratio Rank of MTB is 8787
Sortino Ratio Rank
The Omega Ratio Rank of MTB is 8484
Omega Ratio Rank
The Calmar Ratio Rank of MTB is 8787
Calmar Ratio Rank
The Martin Ratio Rank of MTB is 8989
Martin Ratio Rank

C
The Risk-Adjusted Performance Rank of C is 8888
Overall Rank
The Sharpe Ratio Rank of C is 9494
Sharpe Ratio Rank
The Sortino Ratio Rank of C is 9191
Sortino Ratio Rank
The Omega Ratio Rank of C is 9090
Omega Ratio Rank
The Calmar Ratio Rank of C is 7373
Calmar Ratio Rank
The Martin Ratio Rank of C is 9292
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

MTB vs. C - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for M&T Bank Corporation (MTB) 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.


Sharpe ratio
The chart of Sharpe ratio for MTB, currently valued at 1.65, compared to the broader market-2.000.002.004.001.652.17
The chart of Sortino ratio for MTB, currently valued at 2.49, compared to the broader market-4.00-2.000.002.004.006.002.492.94
The chart of Omega ratio for MTB, currently valued at 1.31, compared to the broader market0.501.001.502.001.311.38
The chart of Calmar ratio for MTB, currently valued at 1.59, compared to the broader market0.002.004.006.001.590.67
The chart of Martin ratio for MTB, currently valued at 8.06, compared to the broader market0.0010.0020.0030.008.0610.70
MTB
C

The current MTB Sharpe Ratio is 1.65, which is comparable to the C Sharpe Ratio of 2.17. The chart below compares the historical Sharpe Ratios of MTB and C, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio1.001.502.002.503.00AugustSeptemberOctoberNovemberDecember2025
1.65
2.17
MTB
C

Dividends

MTB vs. C - Dividend Comparison

MTB's dividend yield for the trailing twelve months is around 2.69%, which matches C's 2.68% yield.


TTM20242023202220212020201920182017201620152014
MTB
M&T Bank Corporation
2.69%2.85%3.79%3.31%2.93%3.46%2.42%2.48%1.75%1.79%2.31%2.23%
C
Citigroup Inc.
2.68%3.10%4.04%4.51%3.38%3.31%2.40%2.96%1.29%0.71%0.31%0.07%

Drawdowns

MTB vs. C - Drawdown Comparison

The maximum MTB drawdown since its inception was -73.50%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for MTB and C. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%0.00%AugustSeptemberOctoberNovemberDecember2025
-9.81%
-79.05%
MTB
C

Volatility

MTB vs. C - Volatility Comparison

The current volatility for M&T Bank Corporation (MTB) is 5.94%, while Citigroup Inc. (C) has a volatility of 8.06%. This indicates that MTB 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.


4.00%6.00%8.00%10.00%12.00%14.00%AugustSeptemberOctoberNovemberDecember2025
5.94%
8.06%
MTB
C

Financials

MTB vs. C - Financials Comparison

This section allows you to compare key financial metrics between M&T Bank Corporation 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


Values in USD except per share items
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Disclaimer

The information contained herein does not constitute investment advice and made available for educational purposes only. Prices and returns on equities are listed without consideration of fees, commissions, taxes, penalties, or interest payable due to purchasing, holding, or selling.

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