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

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.

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Returns By Period

In the year-to-date period, MTB achieves a 14.61% return, which is significantly lower than C's 26.08% return. Over the past 10 years, MTB has underperformed C with an annualized return of 10.44%, while C has yielded a comparatively higher 17.17% annualized return.


MTB

1D
1.16%
1M
7.57%
YTD
14.61%
6M
11.65%
1Y
26.71%
3Y*
29.55%
5Y*
12.82%
10Y*
10.44%

C

1D
1.82%
1M
16.45%
YTD
26.08%
6M
24.58%
1Y
89.89%
3Y*
51.72%
5Y*
19.98%
10Y*
17.17%
*Multi-year figures are annualized to reflect compound growth (CAGR)

MTB vs. C - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
MTB
M&T Bank Corporation
14.61%10.89%41.66%-1.68%-2.94%24.28%-22.16%21.65%-14.58%11.35%
C
Citigroup Inc.
26.08%70.38%41.93%18.98%-22.09%0.93%-19.70%57.82%-28.49%27.03%

Correlation

The correlation between MTB and C is 0.54, 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

0.54

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

0.62

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

0.65

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

0.69

Correlation (All Time)
Calculated using the full available price history since Oct 4, 1991

0.53

The correlation between MTB and C shifts across timeframes, from 0.53 (all time) to 0.69 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap

MTB:

$35.65B

C:

$258.71B

EPS

MTB:

$18.62

C:

$8.65

PE Ratio

MTB:

12.23

C:

16.84

PS Ratio

MTB:

2.90

C:

1.57

PB Ratio

MTB:

1.27

C:

1.35

Total Revenue (TTM)

MTB:

$12.36B

C:

$171.19B

Gross Profit (TTM)

MTB:

$9.31B

C:

$77.85B

EBITDA (TTM)

MTB:

$3.93B

C:

$24.12B

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Return for Risk

MTB vs. C — Risk / Return Rank

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

MTB
MTB Risk / Return Rank: 7272
Overall Rank
MTB Sharpe Ratio Rank: 7878
Sharpe Ratio Rank
MTB Sortino Ratio Rank: 7272
Sortino Ratio Rank
MTB Omega Ratio Rank: 7070
Omega Ratio Rank
MTB Calmar Ratio Rank: 7171
Calmar Ratio Rank
MTB Martin Ratio Rank: 7171
Martin Ratio Rank

C
C Risk / Return Rank: 9595
Overall Rank
C Sharpe Ratio Rank: 9696
Sharpe Ratio Rank
C Sortino Ratio Rank: 9494
Sortino Ratio Rank
C Omega Ratio Rank: 9393
Omega Ratio Rank
C Calmar Ratio Rank: 9494
Calmar Ratio Rank
C Martin Ratio Rank: 9595
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.

MTB vs. C - Risk-Adjusted Trends 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.

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.


MTBCDifference
Sharpe ratioReturn per unit of total volatility

-1.97

Sortino ratioReturn per unit of downside risk

-2.04

Omega ratioGain probability vs. loss probability

1.21

1.49

-0.28

Calmar ratioReturn relative to maximum drawdown

1.58

6.12

-4.54

Martin ratioReturn relative to average drawdown

3.71

17.64

-13.93

MTB vs. C - Sharpe Ratio Comparison

The current MTB Sharpe Ratio is 1.23, which is lower than the C Sharpe Ratio of 3.20. The chart below compares the historical Sharpe Ratios of MTB 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

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.


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Drawdown Indicators


MTBCDifference

Max Drawdown

Largest peak-to-trough decline

-73.50%

-98.00%

+24.50%

Max Drawdown (1Y)

Largest decline over 1 year

-16.98%

-14.76%

-2.22%

Max Drawdown (3Y)

Largest decline over 3 years

-28.20%

-31.31%

+3.11%

Max Drawdown (5Y)

Largest decline over 5 years

-40.71%

-44.31%

+3.60%

Max Drawdown (10Y)

Largest decline over 10 years

-52.97%

-56.51%

+3.54%

Current Drawdown

Current decline from peak

-2.98%

-61.12%

+58.14%

Average Drawdown

Average peak-to-trough decline

-12.41%

-43.52%

+31.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

7.21%

5.11%

+2.10%

Volatility

MTB vs. C - Volatility Comparison

M&T Bank Corporation (MTB) and Citigroup Inc. (C) have volatilities of 6.61% and 6.91%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


MTBCDifference

Volatility (1M)

Calculated over the trailing 1-month period

6.61%

6.91%

-0.30%

Volatility (6M)

Calculated over the trailing 6-month period

16.08%

23.13%

-7.05%

Volatility (1Y)

Calculated over the trailing 1-year period

21.80%

28.27%

-6.47%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

30.27%

29.12%

+1.15%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

32.86%

33.22%

-0.36%

Dividends

MTB vs. C - Dividend Comparison

MTB's dividend yield for the trailing twelve months is around 2.63%, more than C's 1.65% yield.


PositionTTM20252024202320222021202020192018201720162015
C
Citigroup Inc.
1.65%1.99%3.10%4.04%4.51%3.38%3.31%2.40%2.96%1.29%0.71%0.31%
MTB
M&T Bank Corporation
2.63%3.24%2.85%3.79%3.31%2.93%3.46%2.42%2.48%1.75%1.79%2.31%

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


0.0010.00B20.00B30.00B40.00B20222023202420252026
3.23B
44.14B
(MTB) Total Revenue
(C) Total Revenue
Values in USD except per share items

MTB vs. C - Profitability Comparison

The chart below illustrates the profitability comparison between M&T Bank Corporation 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
71.4%
49.3%
Portfolio components
MTB - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, M&T Bank Corporation reported a gross profit of 2.30B and revenue of 3.23B. Therefore, the gross margin over that period was 71.4%.

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%.

MTB - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, M&T Bank Corporation reported an operating income of 863.00M and revenue of 3.23B, resulting in an operating margin of 26.8%.

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%.

MTB - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, M&T Bank Corporation reported a net income of 664.00M and revenue of 3.23B, resulting in a net margin of 20.6%.

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


MTB and C have a correlation of 0.54, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

C has higher volatility (6.91%) compared to MTB (6.61%). In terms of maximum drawdown, MTB dropped -73.50% vs C's -98.00%.

C currently has the higher Sharpe Ratio (3.20 vs 1.23), 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 MTB and C

Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.

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