Citigroup Correlations

C Stock

USD 119.67 1.58 1.34%

The current 90-days correlation between Citigroup and Mitsubishi UFJ Financial is 0.51 (i.e., Very weak diversification). The correlation of Citigroup is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Citigroup Correlation With Market

Poor diversification

The correlation between Citigroup and DJI is 0.64 (i.e., Poor diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Citigroup and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Citigroup Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Citigroup. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in persons.

For information on how to trade Citigroup Stock refer to our How to Trade Citigroup Stock guide.

Moving together with Citigroup Stock

0.87	BAC	Bank of America	Pair Corr
0.66	JPM	JPMorgan Chase	Pair Corr
0.91	WFC	Wells Fargo	Pair Corr
0.75	INFY	Infosys Ltd ADR Downward Rally	Pair Corr
0.87	RIVN	Rivian Automotive Aggressive Push	Pair Corr
0.7	MTC	MMTEC Inc	Pair Corr
0.69	JBHT	JB Hunt Transport	Pair Corr
0.68	DD	Dupont De Nemours	Pair Corr
0.63	CSCO	Cisco Systems	Pair Corr
0.76	MCD	McDonalds	Pair Corr
0.77	AA	Alcoa Corp	Pair Corr
0.79	WMT	Walmart Common Stock	Pair Corr

Moving against Citigroup Stock

0.73	NIO	Nio Class A	Pair Corr
0.58	GRAB	Grab Holdings Aggressive Push	Pair Corr
0.55	PLUG	Plug Power	Pair Corr
0.49	RXRX	Recursion Pharmaceuticals Aggressive Push	Pair Corr
0.35	AUR	Aurora Innovation	Pair Corr
0.33	NVDA	NVIDIA Aggressive Push	Pair Corr
0.6	PG	Procter Gamble	Pair Corr
0.38	HD	Home Depot	Pair Corr
0.36	T	ATT Inc	Pair Corr
0.34	HPQ	HP Inc	Pair Corr
0.32	CVX	Chevron Corp	Pair Corr

Related Correlations Analysis

	MUFG	RY	WFC	BAC	SAN	HSBC	TD
MUFG		0.61	0.47	0.5	0.68	0.61	0.48	MUFG
RY	0.61		0.86	0.78	0.88	0.73	0.97	RY
WFC	0.47	0.86		0.95	0.78	0.65	0.85	WFC
BAC	0.5	0.78	0.95		0.8	0.72	0.78	BAC
SAN	0.68	0.88	0.78	0.8		0.91	0.86	SAN
HSBC	0.61	0.73	0.65	0.72	0.91		0.74	HSBC
TD	0.48	0.97	0.85	0.78	0.86	0.74		TD
	MUFG	RY	WFC	BAC	SAN	HSBC	TD

Risk-Adjusted Indicators

There is a big difference between Citigroup Stock performing well and Citigroup Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Citigroup's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
MUFG	1.17	(0.03)	(0.01)	0.03	1.62	(1.18)	2.27	(2.34)	6.90
RY	0.67	0.18	0.23	0.33	0.43	(0.78)	1.46	(1.11)	3.17
WFC	1.08	0.11	0.08	0.14	1.25	(1.08)	2.31	(2.09)	9.99
BAC	0.93	0.04	0.03	0.10	1.22	(0.99)	1.68	(2.16)	7.89
SAN	1.28	0.17	0.12	0.20	1.33	(1.39)	2.81	(2.21)	6.26
HSBC	1.02	0.12	0.08	0.17	1.37	(1.09)	1.95	(2.09)	7.78
TD	0.72	0.23	0.21	0.40	0.60	(0.82)	2.02	(1.68)	4.09

Macroaxis helps investors of all levels and skills to maximize the upside of all their holdings and minimize the risk associated with market volatility, economic swings, and company-specific events. View terms and conditions

Feedback Blog

Made with optimal in San Francisco

2025 Macroaxis LLC