Capital One Financial Corporation (COF) Sortino Ratio: 0.43
COF's Sortino Ratio of 0.43 indicates that for each unit of downside volatility, it generates 0.43 units of excess return. The ratio is calculated using historical daily returns over the past 12 months (as of Apr 2, 2026).
Unlike other measures, Sortino only focuses on downside volatility (losses), making it particularly useful for investors more concerned about protecting against drawdowns than overall price swings.
COF Sortino Ratio Rank
COF ranks above 39.4% of all investments in our database based on Sortino Ratio over the past 12 months, indicating below-average returns relative to downside risk taken. Securities are ranked from 0 (worst) to 100 (best).
What moves the rank
- Strong returns with minimal downside volatility → Higher rank
- Severe or frequent drawdowns → Lower rank
- Upside volatility → No impact (Sortino doesn't penalize upside swings)
What you can do with this information
- Returns may not adequately compensate for downside risk taken
- Consider smaller allocation given below-average risk-adjusted profile
- Explore higher-ranked investments with better downside protection
- Assess whether downside exposure aligns with your portfolio goals
COF Sortino Ratio Market Positioning
The chart shows COF's Sortino Ratio relative to all stocks on our platform, with color zones indicating percentile rankings. Higher ratios indicate better downside-adjusted returns.
- Red zone (bottom 25%): -0.16 or lower
- Yellow zone (middle 50%): -0.16 to 1.93
- Green zone (top 25%): 1.93 or higher
- Top 1%: 5.68+
- Median: 0.86 — half of all investments score higher
How it compares to other similar stocks
The table compares Capital One Financial Corporation's Sortino Ratio with other stocks in the Credit Services industry across multiple time periods, showing how COF's risk-adjusted performance compares to industry peers.
Data shows 1-, 5-, and 10-year periods, plus each stock's all-time average, as of Apr 2, 2026.
| Symbol | Name | 1Y Sortino Ratio | 5Y Sortino Ratio | 10Y Sortino Ratio | All Time Sortino Ratio |
|---|---|---|---|---|---|
| AIFLY | Aiful Corp ADR | 3.46 | |||
| EZPW | EZCORP, Inc. | 2.91 | |||
| FCFS | FirstCash, Inc. | 2.79 | |||
| IX | ORIX Corporation | 2.60 | |||
| SNTG | Sentage Holdings Inc | 2.43 | |||
| AHG | Akso Health Group | 2.31 | |||
| SEZL | Sezzle Inc. Common Stock | 1.71 | |||
| CFNB | California First Leasing Corporation | 1.65 | |||
| BFH | Bread Financial Holdings Inc | 1.57 | |||
| GDOT | Green Dot Corporation | 1.53 | |||
| COF | Capital One Financial Corporation | 0.43 |
Historical Sortino Ratio
The chart shows COF's rolling Sortino ratio over time compared to your chosen benchmark. Rising trends indicate improving returns relative to downside risk, while declining trends may signal deteriorating risk-adjusted performance or increased volatility during market stress. Use multiple timeframes to distinguish short-term fluctuations from long-term patterns.
Identify market cycles by observing when COF consistently outperforms (line above benchmark), underperforms (below benchmark), or aligns with the benchmark.
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Explore COF risk-adjusted metrics in detail
Dive deeper into individual metrics with historical trends, benchmark comparisons, and performance across different time periods.