C vs RETO: Correlation
How closely do Citigroup (C) and ReTo Eco-Solutions, Inc. - Class A Shares (RETO) trade together? Their weekly returns over three years give a correlation of -0.22, which is negative.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are C and RETO?
Over the past 3 years, C and RETO moved with a correlation of -0.22, which is negative, meaning they tend to move in opposite directions. The past 12 months show a tighter link (-0.05) than the 3-year average (-0.22). Over 5 years the correlation is -0.14, and the annualized covariance of weekly returns is -2692.4 %².
Among the 33 assets we track against C, RETO sits near the bottom by co-movement, at rank #29. Correlation aside, the last 12 months split them widely, with C ahead by 136.2 points (+39.9% versus -96.3%). Note the risk asymmetry: RETO runs 13.2 times the annualized volatility of the other leg, so equal-weighting the two is not an equal-risk position.
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
C vs RETO: side by side
| C (Citigroup) | RETO (ReTo Eco-Solutions, Inc. - Class A Shares) | |
|---|---|---|
| 1-year return | +39.9% | -96.3% |
| 5-year return | +119.6% | -100.0% |
| Volatility (ann.) | 30.3% | 399.9% |
| Beta vs S&P 500 | 1.39 | -2.83 |
| Max drawdown (3Y) | -31.3% | -99.5% |
| Market cap | $222.6B | – |
| P/E (trailing) | 14.4 | – |
| Dividend yield | 1.80% | 0.00% |
| Sector / category | Financials | US Listed |
Year-by-year returns
| Year | C | RETO |
|---|---|---|
| 2022 | -22.1% | -75.9% |
| 2023 | +19.0% | -99.1% |
| 2024 | +41.9% | -74.9% |
| 2025 | +70.4% | -57.1% |
| 2026 | +15.4% | -81.7% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are C and RETO good diversifiers for each other?
Yes: at -0.22, the two have gone their own ways historically, which is what genuine diversification looks like.
FAQ
What is the correlation between C and RETO?
As of 2026-08-27, the correlation of weekly returns between C and RETO is -0.22 over 3 years, -0.05 over 1 year and -0.14 over 5 years.
Is RETO a good diversifier for C?
Yes: at -0.22, the two have gone their own ways historically, which is what genuine diversification looks like.
What does a correlation of -0.22 mean?
On the −1 to +1 scale, -0.22 describes how much the two returns move together: +1 is lockstep, 0 is independence, negative values mean opposite directions. It says nothing about which performed better.
Use this data
$ curl https://www.pairbook.io/api/v1/pairs/c-vs-reto.json
Drop this badge in a README or notebook; it updates with the data:
[](https://www.pairbook.io/pair/c-vs-reto/)
The core API is free. Terms and every endpoint in the API documentation.
Related comparisons
Hubs: C correlations · RETO correlations
