TFC vs. C

Last updated Jun 3, 2026

TFC (Truist Financial Corporation) and C (Citigroup Inc.) are both stocks. Both are in the Financial Services sector — TFC in Banks - Regional, C in Banks - Diversified. Over the past 10 years, TFC returned 7.09%/yr vs 14.58%/yr for C. A 0.58 correlation means they provide meaningful diversification when combined.

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.

Returns By Period

In the year-to-date period, TFC achieves a -0.19% return, which is significantly lower than C's 13.61% return. Over the past 10 years, TFC has underperformed C with an annualized return of 7.09%, while C has yielded a comparatively higher 14.58% annualized return.

TFC

• 1D: 2.67%
• 1M: -4.52%
• YTD: -0.19%
• 6M: 5.68%
• 1Y: 28.22%
• 3Y*: 20.51%
• 5Y*: 0.10%
• 10Y*: 7.09%

C

• 1D: 1.68%
• 1M: 3.48%
• YTD: 13.61%
• 6M: 28.47%
• 1Y: 77.09%
• 3Y*: 46.22%
• 5Y*: 14.40%
• 10Y*: 14.58%

*Multi-year figures are annualized to reflect compound growth (CAGR)

TFC vs. C - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TFC Truist Financial Corporation	-0.19%	19.05%	23.72%	-8.59%	-23.53%	26.08%	-11.16%	34.55%	-10.24%	8.66%
C Citigroup Inc.	13.61%	70.38%	41.93%	18.98%	-22.09%	0.93%	-19.70%	57.82%	-28.49%	27.03%

Correlation

The correlation between TFC and C is 0.60, 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	0.60
Correlation (3Y) Calculated over the trailing 3-year period	0.65
Correlation (5Y) Calculated over the trailing 5-year period	0.69
Correlation (10Y) Calculated over the trailing 10-year period	0.72
Correlation (All Time) Calculated using the full available price history since Mar 27, 1990	0.58

The correlation between TFC and C shifts across timeframes, from 0.58 (all time) to 0.72 (10 years), reflecting how their relationship changes across market environments.

Fundamentals

Market Cap TFC : $60.95B C : $233.12B
EPS TFC : $4.28 C : $8.65
PE Ratio TFC : 11.23 C : 15.18
PS Ratio TFC : 2.04 C : 1.42
PB Ratio TFC : 1.03 C : 1.22
Total Revenue (TTM) TFC : $30.47B C : $171.19B
Gross Profit (TTM) TFC : $19.17B C : $77.85B
EBITDA (TTM) TFC : $6.99B C : $24.12B

Return for Risk

TFC vs. C — Risk / Return Rank

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

TFC

TFC Risk / Return Rank: 70
TFC Sharpe Ratio Rank: 76
TFC Sortino Ratio Rank: 69
TFC Omega Ratio Rank: 68
TFC Calmar Ratio Rank: 66
TFC Martin Ratio Rank: 69

C

C Risk / Return Rank: 92
C Sharpe Ratio Rank: 93
C Sortino Ratio Rank: 91
C Omega Ratio Rank: 90
C Calmar Ratio Rank: 92
C Martin Ratio Rank: 93

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.

TFC vs. C - Risk-Adjusted Trends 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.

	TFC	C	Difference
Sharpe ratio Return per unit of total volatility	1.23	2.78	-1.55
Sortino ratio Return per unit of downside risk	1.72	3.41	-1.70
Omega ratio Gain probability vs. loss probability	1.22	1.44	-0.22
Calmar ratio Return relative to maximum drawdown	1.32	5.30	-3.98
Martin ratio Return relative to average drawdown	3.57	15.30	-11.74
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TFC vs. C - Sharpe Ratio Comparison

The current TFC Sharpe Ratio is 1.23, which is lower than the C Sharpe Ratio of 2.78. The chart below compares the historical Sharpe Ratios of TFC 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.

Sharpe Ratios by Period

	TFC	C	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	1.23	2.78	-1.55
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.00	0.50	-0.49
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.21	0.44	-0.23
Sharpe Ratio (All Time) Calculated using the full available price history	0.28	0.15	+0.13

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.

Drawdown Indicators

	TFC	C	Difference
Max Drawdown Largest peak-to-trough decline	-66.56%	-98.00%	+31.44%
Max Drawdown (1Y) Largest decline over 1 year	-20.67%	-14.76%	-5.91%
Max Drawdown (3Y) Largest decline over 3 years	-26.93%	-31.31%	+4.38%
Max Drawdown (5Y) Largest decline over 5 years	-59.11%	-47.56%	-11.55%
Max Drawdown (10Y) Largest decline over 10 years	-59.11%	-56.51%	-2.60%
Current Drawdown Current decline from peak	-11.99%	-64.97%	+52.98%
Average Drawdown Average peak-to-trough decline	-13.84%	-43.50%	+29.66%
Ulcer Index Depth and duration of drawdowns from previous peaks	7.67%	5.11%	+2.56%

Volatility

TFC vs. C - Volatility Comparison

Truist Financial Corporation (TFC) and Citigroup Inc. (C) have volatilities of 7.69% and 7.43%, 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.

Volatility by Period

	TFC	C	Difference
Volatility (1M) Calculated over the trailing 1-month period	7.69%	7.43%	+0.26%
Volatility (6M) Calculated over the trailing 6-month period	17.06%	22.65%	-5.59%
Volatility (1Y) Calculated over the trailing 1-year period	23.00%	27.83%	-4.83%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	31.85%	29.11%	+2.74%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	33.60%	33.20%	+0.40%

Dividends

TFC vs. C - Dividend Comparison

TFC's dividend yield for the trailing twelve months is around 4.32%, more than C's 1.83% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
C Citigroup Inc.	1.83%	1.99%	3.10%	4.04%	4.51%	3.38%	3.31%	2.40%	2.96%	1.29%	0.71%	0.31%
TFC Truist Financial Corporation	4.32%	4.23%	4.79%	5.63%	4.65%	3.18%	3.76%	3.04%	3.60%	2.53%	2.45%	2.78%

Financials

TFC vs. C - Profitability Comparison

The chart below illustrates the profitability comparison between Truist Financial Corporation and Citigroup Inc. over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

TFC - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Truist Financial Corporation reported a gross profit of 4.67B and revenue of 7.41B. Therefore, the gross margin over that period was 63.1%.

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%.

TFC - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Truist Financial Corporation reported an operating income of 1.69B and revenue of 7.41B, resulting in an operating margin of 22.8%.

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%.

TFC - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Truist Financial Corporation reported a net income of 1.48B and revenue of 7.41B, resulting in a net margin of 20.0%.

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

Can I hold both TFC and C in my portfolio?

TFC and C have a correlation of 0.60, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TFC or C?

TFC has higher volatility (7.69%) compared to C (7.43%). In terms of maximum drawdown, TFC dropped -66.56% vs C's -98.00%.

Which has better risk-adjusted returns?

C currently has the higher Sharpe Ratio (2.78 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.