Correlation Between Citigroup and RBC Short

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Return interaction between Citigroup and RBC Short Term indicates how closely their price movements are linked. The interaction provides context on remaining diversifiable risk in a joint position. The measure summarizes historical co-movement across time. All values are presented as reference data.
This correlation view highlights where Citigroup and RBC Short Term move in sync and where they separate across market regimes. This correlation context helps frame relative-value behavior between the pair. The long Citigroup versus short RBC Short framework helps compare directional behavior. More on volatility patterns is available via Citigroup and RBC Short. Go to your portfolio center

Diversification Opportunities for Citigroup and RBC Short

0.2
  Correlation Coefficient
Moderate diversification
The 3 months correlation between Citigroup and RBC is 0.2. Overlapping area represents the amount of risk that can be diversified away by holding Citigroup and RBC Short Term in the same portfolio, assuming nothing else is changed. The correlation between historical prices or returns on RBC Short Term and Citigroup is a relative statistical measure of the degree to which these equity instruments tend to move together. The correlation coefficient measures the extent to which returns on Citigroup are associated (or correlated) with RBC Short. Values of the correlation coefficient range from -1 to +1, where. The correlation of zero (0) is possible when the price movement of RBC Short Term has no effect on the direction of Citigroup i.e., Citigroup and RBC Short go up and down completely randomly.

Pair Corralation between Citigroup and RBC Short

Taking into account the 90-day investment horizon Citigroup is expected to under-perform the RBC Short. In addition to that, Citigroup is 6.63 times more volatile than RBC Short Term. It trades about -0.03 of its total potential returns per unit of risk. RBC Short Term is currently generating about 0.02 per unit of volatility. If you had invested C$ 2,131 in RBC Short Term on December 25, 2025 and sold it today you would have earned a total of C$ 8.00 from holding RBC Short Term or generated 0.38% return on investment over 90 days.
Time Period3 Months [change]
DirectionMoves Together 
StrengthVery Weak
Accuracy100.0%
ValuesDaily Returns

Citigroup  vs.  RBC Short Term

 Performance 
       Timeline  
Citigroup 
Risk-Adjusted Performance
Weak
 
Weak
 
Strong
Over the last 90 days, Citigroup generated negative risk-adjusted returns and added little value for investors with long positions. Used correctly, this score supports evaluation of raw price movement versus actual return efficiency. In spite of rather sound fundamental indicators, Citigroup is not utilizing all of its potential. The latest price tumult may contribute to shorter-term losses for shareholders. ...more
RBC Short Term 
Risk-Adjusted Performance
Soft
 
Weak
 
Strong
Across the last 90 days, the risk-adjusted return profile of RBC Short Term is weaker than 1% of the global equities and portfolios reviewed by Macroaxis. Market capitalization should still be reviewed beside liquidity, leverage, and earnings quality. In spite of very healthy basic indicators, RBC Short is not utilizing all of its potential. The recent price disarray may contribute to short-term losses for investors. ...more

Citigroup and RBC Short Volatility Contrast

   Predicted Return Distribution   
       Density  

Pair Trading with Citigroup and RBC Short

Pair trading between Citigroup and RBC Short can reduce some unsystematic risk by balancing one position against another. The objective is to profit from relative movement while reducing dependence on the market's overall direction.
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The information on this page should be treated as a complementary input when building or adjusting a diversified portfolio. The stronger workflow is to validate these signals with other models before acting. You can also try the Global Correlations module to find global opportunities by holding instruments from different markets.

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