ALLY vs. COF
ALLY (Ally Financial Inc.) and COF (Capital One Financial Corporation) are both stocks. Both operate in the Credit Services industry within the Financial Services sector. Over the past 10 years, ALLY returned 14.26%/yr vs 14.49%/yr for COF. A 0.72 correlation means they provide meaningful diversification when combined.
Performance
ALLY vs. COF - Performance Comparison
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Returns By Period
In the year-to-date period, ALLY achieves a 2.03% return, which is significantly higher than COF's -16.52% return. Both investments have delivered pretty close results over the past 10 years, with ALLY having a 14.26% annualized return and COF not far ahead at 14.49%.
ALLY
- 1D
- 0.18%
- 1M
- 7.60%
- YTD
- 2.03%
- 6M
- -0.44%
- 1Y
- 27.06%
- 3Y*
- 24.07%
- 5Y*
- 1.37%
- 10Y*
- 14.26%
COF
- 1D
- -0.41%
- 1M
- 6.87%
- YTD
- -16.52%
- 6M
- -18.01%
- 1Y
- 2.66%
- 3Y*
- 25.48%
- 5Y*
- 7.07%
- 10Y*
- 14.49%
ALLY vs. COF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
ALLY Ally Financial Inc. | 2.03% | 29.92% | 6.37% | 49.22% | -46.89% | 36.04% | 20.56% | 37.94% | -20.67% | 56.05% |
COF Capital One Financial Corporation | -16.52% | 37.65% | 38.24% | 44.32% | -34.59% | 49.32% | -2.66% | 38.62% | -22.77% | 16.30% |
Correlation
The correlation between ALLY and COF is 0.68, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.68 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.70 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.77 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.76 |
Correlation (All Time) Calculated using the full available price history since Apr 10, 2014 | 0.72 |
The correlation between ALLY and COF has been stable across timeframes, ranging from 0.68 to 0.77 - a consistent structural relationship.
Fundamentals
ALLY:
$14.27B
COF:
$125.12B
ALLY:
$4.45
COF:
$5.37
ALLY:
10.23
COF:
37.36
ALLY:
0.91
COF:
1.60
ALLY:
1.07
COF:
1.11
ALLY:
$15.65B
COF:
$75.16B
ALLY:
$7.65B
COF:
$36.31B
ALLY:
$2.77B
COF:
$7.70B
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Return for Risk
ALLY vs. COF — Risk / Return Rank
ALLY
COF
ALLY vs. COF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Ally Financial Inc. (ALLY) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| ALLY | COF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.83 | ||
| Sortino ratioReturn per unit of downside risk | +1.11 | ||
| Omega ratioGain probability vs. loss probability | 1.18 | 1.04 | +0.13 |
| Calmar ratioReturn relative to maximum drawdown | 1.18 | 0.09 | +1.09 |
| Martin ratioReturn relative to average drawdown | 2.91 | 0.16 | +2.75 |
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Drawdowns
ALLY vs. COF - Drawdown Comparison
The maximum ALLY drawdown since its inception was -66.24%, smaller than the maximum COF drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for ALLY and COF.
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Drawdown Indicators
| ALLY | COF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.24% | -90.17% | +23.93% |
Max Drawdown (1Y)Largest decline over 1 year | -23.04% | -31.47% | +8.43% |
Max Drawdown (3Y)Largest decline over 3 years | -31.60% | -31.47% | -0.13% |
Max Drawdown (5Y)Largest decline over 5 years | -58.08% | -50.38% | -7.70% |
Max Drawdown (10Y)Largest decline over 10 years | -66.24% | -60.25% | -5.99% |
Current DrawdownCurrent decline from peak | -4.30% | -21.56% | +17.26% |
Average DrawdownAverage peak-to-trough decline | -20.32% | -21.49% | +1.17% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 9.32% | 16.29% | -6.97% |
Volatility
ALLY vs. COF - Volatility Comparison
The current volatility for Ally Financial Inc. (ALLY) is 8.43%, while Capital One Financial Corporation (COF) has a volatility of 9.49%. This indicates that ALLY 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.
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Volatility by Period
| ALLY | COF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.43% | 9.49% | -1.06% |
Volatility (6M)Calculated over the trailing 6-month period | 22.02% | 25.60% | -3.58% |
Volatility (1Y)Calculated over the trailing 1-year period | 29.87% | 31.40% | -1.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 38.52% | 35.36% | +3.16% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.57% | 37.27% | +2.30% |
Dividends
ALLY vs. COF - Dividend Comparison
ALLY's dividend yield for the trailing twelve months is around 2.63%, more than COF's 1.49% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
ALLY Ally Financial Inc. | 2.63% | 2.65% | 3.33% | 3.44% | 4.91% | 1.85% | 2.13% | 2.23% | 2.47% | 1.37% | 0.84% | 0.00% |
COF Capital One Financial Corporation | 1.49% | 1.07% | 1.35% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.12% | 1.61% | 1.83% | 2.08% |
Financials
ALLY vs. COF - Financials Comparison
This section allows you to compare key financial metrics between Ally Financial Inc. and Capital One Financial Corporation. You can select fields from income statements, balance sheets, and cash flow statements to easily visualize and compare the financial health of both companies.
Total Revenue: Total amount of money received from sales and other business activities
ALLY vs. COF - Profitability Comparison
ALLY - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Ally Financial Inc. reported a gross profit of 1.90B and revenue of 3.89B. Therefore, the gross margin over that period was 49.0%.
COF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Capital One Financial Corporation reported a gross profit of 11.16B and revenue of 19.32B. Therefore, the gross margin over that period was 57.8%.
ALLY - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Ally Financial Inc. reported an operating income of 400.00M and revenue of 3.89B, resulting in an operating margin of 10.3%.
COF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Capital One Financial Corporation reported an operating income of 2.70B and revenue of 19.32B, resulting in an operating margin of 14.0%.
ALLY - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Ally Financial Inc. reported a net income of 319.00M and revenue of 3.89B, resulting in a net margin of 8.2%.
COF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Capital One Financial Corporation reported a net income of 2.17B and revenue of 19.32B, resulting in a net margin of 11.3%.
Frequently Asked Questions
ALLY and COF have a correlation of 0.68, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COF has higher volatility (9.49%) compared to ALLY (8.43%). In terms of maximum drawdown, ALLY dropped -66.24% vs COF's -90.17%.
ALLY currently has the higher Sharpe Ratio (0.91 vs 0.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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