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USHY vs. C
Performance
Return for Risk
Drawdowns
Volatility
Dividends

USHY vs. C

Last updated Jun 9, 2026

USHY (iShares Broad USD High Yield Corporate Bond ETF) is High Yield Bonds fund tracking the ICE BofA US High Yield Constrained Index, while C (Citigroup Inc.) is a stock. Over the past 5 years, USHY returned 4.16%/yr vs 15.19%/yr for C. At a 0.48 correlation, their price movements are largely independent.

Performance

USHY vs. C - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in iShares Broad USD High Yield Corporate Bond ETF (USHY) and Citigroup Inc. (C). The values are adjusted to include any dividend payments, if applicable.

Loading charts...

Returns By Period

In the year-to-date period, USHY achieves a 1.29% return, which is significantly lower than C's 15.36% return.

USHY

1D
0.08%
1M
-0.14%
YTD
1.29%
6M
1.85%
1Y
6.84%
3Y*
8.79%
5Y*
4.16%
10Y*
—

C

1D
0.61%
1M
6.16%
YTD
15.36%
6M
23.58%
1Y
74.17%
3Y*
44.93%
5Y*
15.19%
10Y*
15.14%
*Multi-year figures are annualized to reflect compound growth (CAGR)

USHY vs. C - Yearly Performance Comparison

2026 (YTD)202520242023202220212020201920182017
USHY
iShares Broad USD High Yield Corporate Bond ETF		1.29%8.81%8.45%12.73%-11.18%5.02%6.17%14.24%-2.41%0.16%
C
Citigroup Inc.		15.36%70.38%41.93%18.98%-22.09%0.93%-19.70%57.82%-28.49%1.51%

Correlation

The correlation between USHY and C is 0.48, which is low. Their price movements are largely independent, making them effective diversification partners.

Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.48

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

0.45

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

0.48

Correlation (All Time)
Calculated using the full available price history since Oct 26, 2017

0.48

Compare stocks, funds, or ETFs

Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.

iShares Broad USD High Yield Corporate Bond ETF

Citigroup Inc.

Often compared with USHY:
USHY vs. HYGUSHY vs. SPHYUSHY vs. HYSUSHY vs. JNKUSHY vs. BKLNUSHY vs. HYLBUSHY vs. SPY
Often compared with C:
C vs. BACC vs. SPYC vs. XLFC vs. VTIC vs. TFCC vs. CRC vs. CMRE

Return for Risk

USHY vs. C — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.
USHY
USHY Risk / Return Rank: 6767
Overall Rank
USHY Sharpe Ratio Rank: 6262
Sharpe Ratio Rank
USHY Sortino Ratio Rank: 6969
Sortino Ratio Rank
USHY Omega Ratio Rank: 6767
Omega Ratio Rank
USHY Calmar Ratio Rank: 6363
Calmar Ratio Rank
USHY Martin Ratio Rank: 7474
Martin Ratio Rank
C
C Risk / Return Rank: 9292
Overall Rank
C Sharpe Ratio Rank: 9494
Sharpe Ratio Rank
C Sortino Ratio Rank: 9191
Sortino Ratio Rank
C Omega Ratio Rank: 9090
Omega Ratio Rank
C Calmar Ratio Rank: 9292
Calmar Ratio Rank
C Martin Ratio Rank: 9393
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.

USHY vs. C - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for iShares Broad USD High Yield Corporate Bond ETF (USHY) 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.

USHYCDifference
Sharpe ratioReturn per unit of total volatility
1.88
2.65

-0.77

Sortino ratioReturn per unit of downside risk
2.81
3.30

-0.49

Omega ratioGain probability vs. loss probability

1.36

1.42

-0.06

Calmar ratioReturn relative to maximum drawdown

2.83

5.05

-2.22

Martin ratioReturn relative to average drawdown

12.68

14.54

-1.86

Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

USHY vs. C - Sharpe Ratio Comparison

The current USHY Sharpe Ratio is 1.88, which is comparable to the C Sharpe Ratio of 2.65. The chart below compares the historical Sharpe Ratios of USHY 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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Sharpe Ratios by Period

USHYCDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

1.88

2.65

-0.77

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.57

0.52

+0.05

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

—

0.46

—

Sharpe Ratio (All Time)

Calculated using the full available price history

0.58

0.15

+0.42

Drawdowns

USHY vs. C - Drawdown Comparison

The maximum USHY drawdown since its inception was -22.44%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for USHY and C.

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Drawdown Indicators

USHYCDifference

Max Drawdown

Largest peak-to-trough decline

-22.44%

-98.00%

+75.56%

Max Drawdown (1Y)

Largest decline over 1 year

-2.43%

-14.76%

+12.33%

Max Drawdown (3Y)

Largest decline over 3 years

-4.66%

-31.31%

+26.65%

Max Drawdown (5Y)

Largest decline over 5 years

-15.56%

-45.78%

+30.22%

Max Drawdown (10Y)

Largest decline over 10 years

—

-56.51%

—

Current Drawdown

Current decline from peak

-0.41%

-64.43%

+64.02%

Average Drawdown

Average peak-to-trough decline

-2.66%

-43.51%

+40.85%

Ulcer Index

Depth and duration of drawdowns from previous peaks

0.54%

5.12%

-4.58%

Volatility

USHY vs. C - Volatility Comparison

The current volatility for iShares Broad USD High Yield Corporate Bond ETF (USHY) is 1.13%, while Citigroup Inc. (C) has a volatility of 8.43%. This indicates that USHY 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.

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Volatility by Period

USHYCDifference

Volatility (1M)

Calculated over the trailing 1-month period

1.13%

8.43%

-7.30%

Volatility (6M)

Calculated over the trailing 6-month period

2.95%

22.84%

-19.89%

Volatility (1Y)

Calculated over the trailing 1-year period

3.67%

28.19%

-24.52%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

7.34%

29.18%

-21.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

8.25%

33.23%

-24.98%

Dividends

USHY vs. C - Dividend Comparison

USHY's dividend yield for the trailing twelve months is around 6.93%, more than C's 1.80% yield.

PositionTTM20252024202320222021202020192018201720162015
C
Citigroup Inc.		1.80%1.99%3.10%4.04%4.51%3.38%3.31%2.40%2.96%1.29%0.71%0.31%
USHY
iShares Broad USD High Yield Corporate Bond ETF		6.93%6.79%6.89%6.63%6.08%5.07%5.30%5.92%6.30%0.73%0.00%0.00%

Frequently Asked Questions

USHY and C have a correlation of 0.48, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

C has higher volatility (8.43%) compared to USHY (1.13%). In terms of maximum drawdown, USHY dropped -22.44% vs C's -98.00%.

C currently has the higher Sharpe Ratio (2.65 vs 1.88), 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.

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