^DJUSFN vs. COF

In the year-to-date period, ^DJUSFN achieves a 2.76% return, which is significantly lower than COF's 5.61% return. Over the past 10 years, ^DJUSFN has underperformed COF with an annualized return of 8.81%, while COF has yielded a comparatively higher 10.49% annualized return.

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This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Financials Index (^DJUSFN) and Capital One Financial Corporation (COF). Risk-adjusted metrics are performance indicators that assess an investment's returns in relation to its risk, enabling a more accurate comparison of different investment options.

The current ^DJUSFN Sharpe Ratio is 0.94, which is comparable to the COF Sharpe Ratio of 0.86. The chart below compares the historical Sharpe Ratios of ^DJUSFN and COF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

The maximum ^DJUSFN drawdown since its inception was -80.50%, smaller than the maximum COF drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for ^DJUSFN and COF. For additional features, visit the drawdowns tool.

The current volatility for Dow Jones U.S. Financials Index (^DJUSFN) is 6.29%, while Capital One Financial Corporation (COF) has a volatility of 12.00%. This indicates that ^DJUSFN experiences smaller price fluctuations and is considered to be less risky than COF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.