TRVC.DE vs. BNP.DE
TRVC.DE (Citigroup Inc) and BNP.DE (BNP Paribas SA) are both stocks. Both are in the Financial Services sector — TRVC.DE in Banks - Diversified, BNP.DE in Banks - Regional. Over the past 10 years, TRVC.DE returned 13.59%/yr vs 13.31%/yr for BNP.DE. At a 0.49 correlation, their price movements are largely independent.
Performance
TRVC.DE vs. BNP.DE - Performance Comparison
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Returns By Period
In the year-to-date period, TRVC.DE achieves a 15.86% return, which is significantly lower than BNP.DE's 18.97% return. Both investments have delivered pretty close results over the past 10 years, with TRVC.DE having a 13.59% annualized return and BNP.DE not far behind at 13.31%.
TRVC.DE
- 1D
- 4.10%
- 1M
- 5.70%
- YTD
- 15.86%
- 6M
- 25.81%
- 1Y
- 75.54%
- 3Y*
- 42.83%
- 5Y*
- 15.70%
- 10Y*
- 13.59%
BNP.DE
- 1D
- 0.77%
- 1M
- 8.85%
- YTD
- 18.97%
- 6M
- 27.62%
- 1Y
- 30.38%
- 3Y*
- 26.42%
- 5Y*
- 18.56%
- 10Y*
- 13.31%
TRVC.DE vs. BNP.DE - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
TRVC.DE Citigroup Inc | 15.86% | 52.97% | 49.52% | 14.82% | -18.59% | 10.39% | -27.32% | 56.30% | -26.94% | 11.69% |
BNP.DE BNP Paribas SA | 18.97% | 51.68% | 0.14% | 25.22% | -5.20% | 46.59% | -18.15% | 44.69% | -33.27% | 8.28% |
Correlation
The correlation between TRVC.DE and BNP.DE is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.37 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.45 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.50 |
Correlation (All Time) Calculated using the full available price history since Feb 14, 2003 | 0.49 |
The correlation between TRVC.DE and BNP.DE shifts across timeframes, from 0.37 (3 years) to 0.50 (10 years), reflecting how their relationship changes across market environments.
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Return for Risk
TRVC.DE vs. BNP.DE — Risk / Return Rank
TRVC.DE
BNP.DE
TRVC.DE vs. BNP.DE - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Citigroup Inc (TRVC.DE) and BNP Paribas SA (BNP.DE). 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.
| TRVC.DE | BNP.DE | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.53 | ||
| Sortino ratioReturn per unit of downside risk | +1.70 | ||
| Omega ratioGain probability vs. loss probability | 1.41 | 1.21 | +0.20 |
| Calmar ratioReturn relative to maximum drawdown | 5.15 | 1.54 | +3.61 |
| Martin ratioReturn relative to average drawdown | 15.67 | 3.92 | +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. | |||
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Sharpe Ratios by Period
| TRVC.DE | BNP.DE | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 2.62 | 1.08 | +1.53 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.52 | 0.64 | -0.12 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.43 | 0.41 | +0.02 |
Sharpe Ratio (All Time)Calculated using the full available price history | -0.07 | 0.25 | -0.31 |
Drawdowns
TRVC.DE vs. BNP.DE - Drawdown Comparison
The maximum TRVC.DE drawdown since its inception was -98.67%, which is greater than BNP.DE's maximum drawdown of -75.65%. Use the drawdown chart below to compare losses from any high point for TRVC.DE and BNP.DE.
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Drawdown Indicators
| TRVC.DE | BNP.DE | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -98.67% | -75.65% | -23.02% |
Max Drawdown (1Y)Largest decline over 1 year | -14.99% | -19.63% | +4.64% |
Max Drawdown (3Y)Largest decline over 3 years | -36.04% | -21.74% | -14.30% |
Max Drawdown (5Y)Largest decline over 5 years | -39.53% | -34.15% | -5.38% |
Max Drawdown (10Y)Largest decline over 10 years | -52.55% | -59.33% | +6.78% |
Current DrawdownCurrent decline from peak | -75.65% | -0.57% | -75.08% |
Average DrawdownAverage peak-to-trough decline | -75.20% | -20.57% | -54.63% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 4.88% | 7.73% | -2.85% |
Volatility
TRVC.DE vs. BNP.DE - Volatility Comparison
Citigroup Inc (TRVC.DE) has a higher volatility of 8.13% compared to BNP Paribas SA (BNP.DE) at 7.21%. This indicates that TRVC.DE's price experiences larger fluctuations and is considered to be riskier than BNP.DE based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| TRVC.DE | BNP.DE | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.13% | 7.21% | +0.92% |
Volatility (6M)Calculated over the trailing 6-month period | 22.85% | 20.61% | +2.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.47% | 27.90% | +1.57% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.80% | 28.54% | +1.26% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 32.02% | 31.88% | +0.14% |
Dividends
TRVC.DE vs. BNP.DE - Dividend Comparison
TRVC.DE's dividend yield for the trailing twelve months is around 1.53%, less than BNP.DE's 5.50% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BNP.DE BNP Paribas SA | 5.50% | 9.08% | 7.80% | 6.21% | 6.84% | 4.38% | 0.00% | 5.69% | 7.67% | 4.33% | 3.85% | 2.84% |
TRVC.DE Citigroup Inc | 1.53% | 1.77% | 2.56% | 3.53% | 3.96% | 2.76% | 3.96% | 0.55% | 0.48% | 1.15% | 0.57% | 0.26% |
Financials
TRVC.DE vs. BNP.DE - Financials Comparison
This section allows you to compare key financial metrics between Citigroup Inc and BNP Paribas SA. 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
Frequently Asked Questions
TRVC.DE and BNP.DE have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
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