C correlations (Citigroup)
Every correlation that matters for C: the assets it tracks, the ones that offset it, and where it sits among 4756 US stocks and ETFs.
Data as of 2026-08-27 · refreshed every trading day · Financials · Diversified Banks
Volatility (ann.)
30.3%
3y weekly
Beta vs S&P 500
1.39
3y weekly
1-year return
+39.9%
price, adjusted
5-year return
+119.6%
price, adjusted
Market cap
$222.6B
latest
P/E ratio
14.4
trailing
Dividend yield
1.80%
trailing
Max drawdown
-31.3%
3y, daily closes
C over the last 12 months, weekly closes indexed to 100 at the start.
Stocks and ETFs most correlated with C
| Asset | Correlation (3Y) | ||
|---|---|---|---|
| BAC | Bank of America | 0.83 | |
| JPM | JPMorgan Chase | 0.82 | |
| XLF | Financial Select Sector SPDR Fund | 0.80 | |
| GS | Goldman Sachs | 0.78 | |
| KEY | KeyCorp | 0.78 | |
| MS | Morgan Stanley | 0.77 | |
| SF | Stifel Financial Corporation | 0.76 | |
| COF | Capital One | 0.74 | |
| SYF | Synchrony Financial | 0.74 | |
| WFC | Wells Fargo | 0.74 | |
| HBAN | Huntington Bancshares | 0.73 | |
| FNB | F.N.B. Corporation | 0.73 | |
| CFG | Citizens Financial Group | 0.73 | |
| TFC | Truist Financial | 0.73 | |
| PNC | PNC Financial Services | 0.72 |
Best diversifiers for C
These are the assets whose returns had the least to do with C's, historically the most independent picks in our universe.
| Asset | Correlation (3Y) | ||
|---|---|---|---|
| VXX | iPath Series B S&P 500 VIX Short-Term Futures ETN | -0.66 | |
| VXZ | iPath Series B S&P 500 VIX Mid-Term Futures ETN | -0.62 | |
| FNGD | MicroSectors FANG Index -3X Inverse Leveraged ETNs due | -0.47 | |
| LICN | Lichen International Limited - Class A | -0.24 | |
| RETO | ReTo Eco-Solutions, Inc. - Class A Shares | -0.22 | |
| JDZG | JIADE LIMITED - Class A | -0.19 | |
| ALMS | Alumis Inc. | -0.17 | |
| ADAG | Adagene Inc. | -0.17 | |
| VEEE | Twin Vee PowerCats Co. | -0.16 | |
| BRLS | Borealis Foods Inc. - Class A | -0.16 |
C vs benchmarks
C vs its peers
Get C data as JSON
$ curl https://www.pairbook.io/api/v1/symbols/c.jsonCorrelations, diversifiers, beta and volatility for C, plus one endpoint per pair. API documentation.
C inside major ETFs
| ETF | C weight | |
|---|---|---|
| XLF | Financial Select Sector SPDR Fund | 2.77% |
| MTUM | iShares MSCI USA Momentum Factor ETF | 1.21% |
| VYM | Vanguard High Dividend Yield ETF | 0.89% |
| DGRO | iShares Core Dividend Growth ETF | 0.86% |
| VTV | Vanguard Value ETF | 0.82% |
| SPYV | SPDR Portfolio S&P 500 Value ETF | 0.75% |
| IVV | iShares Core S&P 500 ETF | 0.34% |
| SPY | SPDR S&P 500 ETF Trust | 0.34% |
| VOO | Vanguard S&P 500 ETF | 0.34% |
| VTI | Vanguard Total Stock Market ETF | 0.3% |
