Citigroup Inc. (C) Volatility

    Financials
    Market data as of 2026-09-04 · Autonium metric computed 2026-09-04 · model v1

    C volatility — the short answer

    C's realised volatility is 22.2% annualised over 20 days and 28.4% over 60 days, placing it in the 22th percentile of its own last year.

    Volatility and drawdown

    Realised volatility (20d, annualised)+22.2%
    Realised volatility (60d, annualised)+28.4%
    1-year volatility percentile22
    Current drawdown from peak-5.5%
    Deepest 1-year drawdown-14.8%
    SPY volatility (20d)+8.1%

    Signal drivers

    MomentumNeutral
    Technical trendNeutral
    VolatilityNeutral
    SentimentNeutral

    Sector peers — 20-day volatility

    JPM — JPMorgan Chase14.1
    BAC — Bank of America17.3
    COIN — Coinbase Global82.3
    SOFI — SoFi Technologies52.5
    BRK.B — Berkshire Hathaway15.1

    Track C inside Autonium

    Full factor detail, alerts when the score changes, and Toni to ask why.

    Type a ticker

    Continue analysing C

    C overviewC technical analysisC rsiC moving averagesC momentumC relative strengthC drawdownC volumeC trendC algo score historyC vs JPMC vs BACFinancials sector strengthAlgo Score rankings

    Autonium publishes research, not recommendations. Scores, factors and written reads describe historical and current data and are not buy or sell advice. Not financial advice. Market data is refreshed on a schedule and may lag. See our methodology and disclosures.