Asset Comparison and Correlation
|S&P 500 vs Citigroup Inc.|
Assuming 30 trading days horizon, SP 500 is expected to generate 1.95 times less return on investment than Citigroup. But when comparing it to its historical volatility, S&P 500 is 2.23 times less risky than Citigroup. It trades about 0.39 of its potential returns per unit of risk. Citigroup Inc is currently generating about 0.34 of returns per unit of risk over similar time horizon. If you would invest 4,712 in Citigroup Inc on April 23, 2013 and sell it today you would earn a total of 388.00 from holding Citigroup Inc or generate 8.23% return on investment over 30 days.
Match ups for SP 500
82% of all equities and portfolios perform better than Citigroup Inc. Compared with the overall equity markets, risk-adjusted returns on investments in Citigroup Inc are ranked lower than 18 (%) of all global equities and portfolios over the last 30 days.
Match ups for Citigroup