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

Performance

TFC vs. C - Performance Comparison

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

-10.00%0.00%10.00%20.00%JuneJulyAugustSeptemberOctoberNovember
24.83%
10.46%
TFC
C

Returns By Period

In the year-to-date period, TFC achieves a 33.50% return, which is significantly lower than C's 39.03% return. Over the past 10 years, TFC has outperformed C with an annualized return of 6.05%, while C has yielded a comparatively lower 5.18% annualized return.


TFC

YTD

33.50%

1M

9.11%

6M

25.35%

1Y

56.52%

5Y (annualized)

1.49%

10Y (annualized)

6.05%

C

YTD

39.03%

1M

9.44%

6M

11.44%

1Y

58.86%

5Y (annualized)

2.20%

10Y (annualized)

5.18%

Fundamentals


TFCC
Market Cap$61.90B$130.40B
EPS-$4.81$3.51
PEG Ratio1.940.75
Total Revenue (TTM)$22.39B$77.96B
Gross Profit (TTM)$21.81B$54.85B
EBITDA (TTM)$3.87B$11.60B

Key characteristics


TFCC
Sharpe Ratio2.062.22
Sortino Ratio3.063.01
Omega Ratio1.361.38
Calmar Ratio1.160.66
Martin Ratio12.7310.70
Ulcer Index4.40%5.48%
Daily Std Dev27.25%26.44%
Max Drawdown-66.56%-98.00%
Current Drawdown-18.95%-82.27%

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Correlation

-0.50.00.51.00.6

The correlation between TFC and C is 0.57, 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.

Risk-Adjusted Performance

TFC vs. C - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Truist Financial Corporation (TFC) 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 TFC, currently valued at 2.06, compared to the broader market-4.00-2.000.002.004.002.062.22
The chart of Sortino ratio for TFC, currently valued at 3.06, compared to the broader market-4.00-2.000.002.004.003.063.01
The chart of Omega ratio for TFC, currently valued at 1.36, compared to the broader market0.501.001.502.001.361.38
The chart of Calmar ratio for TFC, currently valued at 1.16, compared to the broader market0.002.004.006.001.160.66
The chart of Martin ratio for TFC, currently valued at 12.73, compared to the broader market0.0010.0020.0030.0012.7310.70
TFC
C

The current TFC Sharpe Ratio is 2.06, which is comparable to the C Sharpe Ratio of 2.22. The chart below compares the historical Sharpe Ratios of TFC 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 Ratio0.501.001.502.002.503.00JuneJulyAugustSeptemberOctoberNovember
2.06
2.22
TFC
C

Dividends

TFC vs. C - Dividend Comparison

TFC's dividend yield for the trailing twelve months is around 4.44%, more than C's 3.16% yield.


TTM20232022202120202019201820172016201520142013
TFC
Truist Financial Corporation
4.44%5.63%4.65%3.18%3.76%3.04%3.60%2.53%2.45%2.78%2.44%3.00%
C
Citigroup Inc.
3.16%4.04%4.51%3.38%3.31%2.40%2.96%1.29%0.71%0.31%0.07%0.08%

Drawdowns

TFC vs. C - Drawdown Comparison

The maximum TFC drawdown since its inception was -66.56%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for TFC and C. For additional features, visit the drawdowns tool.


-80.00%-60.00%-40.00%-20.00%JuneJulyAugustSeptemberOctoberNovember
-18.95%
-82.27%
TFC
C

Volatility

TFC vs. C - Volatility Comparison

Truist Financial Corporation (TFC) has a higher volatility of 11.78% compared to Citigroup Inc. (C) at 10.09%. This indicates that TFC'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.


4.00%6.00%8.00%10.00%12.00%JuneJulyAugustSeptemberOctoberNovember
11.78%
10.09%
TFC
C

Financials

TFC vs. C - Financials Comparison

This section allows you to compare key financial metrics between Truist Financial 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