C vs SF: Correlation
How closely do Citigroup (C) and Stifel Financial Corporation (SF) trade together? Their weekly returns over three years give a correlation of 0.76, which is strong.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are C and SF?
Across a 3-year window, the weekly returns of C and SF correlate at 0.76, strong. Recent behaviour matches the longer record: 0.66 over 1 year against 0.76 over 3. Stretching to 5 years gives 0.72, with an annualized covariance of 624.0 %².
Among the 33 assets we track against C, SF ranks #7 by 3-year correlation. Their recent paths diverged sharply: over the last 12 months C outperformed by 33.9 percentage points (+39.9% for C against +6.0% for SF).
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 SF: side by side
| C (Citigroup) | SF (Stifel Financial Corporation) | |
|---|---|---|
| 1-year return | +39.9% | +6.0% |
| 5-year return | +119.6% | +92.0% |
| Volatility (ann.) | 30.3% | 27.2% |
| Beta vs S&P 500 | 1.39 | 1.23 |
| Max drawdown (3Y) | -31.3% | -34.7% |
| Market cap | $222.6B | $12.2B |
| P/E (trailing) | 14.4 | 14.4 |
| Dividend yield | 1.80% | 1.59% |
| Sector / category | Financials | US Listed |
Year-by-year returns
| Year | C | SF |
|---|---|---|
| 2022 | -22.1% | -15.6% |
| 2023 | +19.0% | +21.2% |
| 2024 | +41.9% | +56.4% |
| 2025 | +70.4% | +20.1% |
| 2026 | +15.4% | -2.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are C and SF good diversifiers for each other?
To a limited degree. At 0.76 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
FAQ
What is the correlation between C and SF?
Using weekly returns as of 2026-08-27: 0.76 over 3 years, with 0.66 over the last year and 0.72 over 5 years.
Is SF a good diversifier for C?
To a limited degree. At 0.76 the two still catch most of the same waves, so the pair smooths returns a little without insulating either from a shared selloff.
What does a correlation of 0.76 mean?
On the −1 to +1 scale, 0.76 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-sf.json
Embed this badge (it refreshes with the data), with attribution:
[](https://www.pairbook.io/pair/c-vs-sf/)
No key needed, free to use. Full endpoint list in the API documentation.
Related comparisons
Hubs: C correlations · SF correlations
