C vs STT: Correlation
Measured on weekly returns over the past three years, Citigroup (C) and State Street Corporation (STT) carry a correlation of 0.71, a strong link.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are C and STT?
Over the past 3 years, C and STT moved with a correlation of 0.71, which is strong. The past 12 months show a weaker link (0.60) than the 3-year average (0.71). Over 5 years the correlation is 0.71, and the annualized covariance of weekly returns is 493.6 %².
Among the 33 assets we track against C, STT ranks #16 by 3-year correlation. The last year tells two different stories: STT led by 32.8 percentage points, +39.9% for C against +72.7% for STT. Across three years, the rolling one-year figure varied moderately, from 0.56 to 0.85.
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 STT: side by side
| C (Citigroup) | STT (State Street Corporation) | |
|---|---|---|
| 1-year return | +39.9% | +72.7% |
| 5-year return | +119.6% | +144.9% |
| Volatility (ann.) | 30.3% | 22.9% |
| Beta vs S&P 500 | 1.39 | 0.97 |
| Max drawdown (3Y) | -31.3% | -25.7% |
| Market cap | $222.6B | $53.1B |
| P/E (trailing) | 14.4 | 17.1 |
| Dividend yield | 1.80% | 1.74% |
| Sector / category | Financials | Financials |
Year-by-year returns
| Year | C | STT |
|---|---|---|
| 2022 | -22.1% | -13.8% |
| 2023 | +19.0% | +3.5% |
| 2024 | +41.9% | +30.2% |
| 2025 | +70.4% | +35.5% |
| 2026 | +15.4% | +52.6% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are C and STT good diversifiers for each other?
Somewhat, no more. With 0.71 correlation, most large moves hit both names, and the diversification benefit stays modest.
FAQ
What is the correlation between C and STT?
As of 2026-08-27, the correlation of weekly returns between C and STT is 0.71 over 3 years, 0.60 over 1 year and 0.71 over 5 years.
Is STT a good diversifier for C?
Somewhat, no more. With 0.71 correlation, most large moves hit both names, and the diversification benefit stays modest.
What does a correlation of 0.71 mean?
On the −1 to +1 scale, 0.71 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.
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Related comparisons
Hubs: C correlations · STT correlations
