AXP vs. COF
AXP (American Express Company) 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, AXP returned 19.70%/yr vs 14.10%/yr for COF. Their 0.63 correlation means they have sometimes moved together and sometimes differently.
Performance
AXP vs. COF - Performance Comparison
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Returns By Period
In the year-to-date period, AXP achieves a -8.02% return, which is significantly higher than COF's -12.59% return. Over the past 10 years, AXP has outperformed COF with an annualized return of 19.70%, while COF has yielded a comparatively lower 14.10% annualized return.
AXP
- 1D
- 1.82%
- 1M
- 0.06%
- 6M
- -5.30%
- YTD
- -8.02%
- 1Y
- 12.43%
- 3Y*
- 27.43%
- 5Y*
- 16.03%
- 10Y*
- 19.70%
- ALL TIME*
- 10.09%
COF
- 1D
- 0.69%
- 1M
- 4.75%
- 6M
- -3.40%
- YTD
- -12.59%
- 1Y
- -0.93%
- 3Y*
- 23.52%
- 5Y*
- 7.34%
- 10Y*
- 14.10%
- ALL TIME*
- 13.59%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $1.15B | $1.09B | $1.05B | |
| $964.50M | $913.68M | $928.57M |
AXP vs. COF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
AXP American Express Company | -8.02% | 25.99% | 60.32% | 28.67% | -8.52% | 36.88% | -1.14% | 32.52% | -2.62% | 36.22% |
COF Capital One Financial Corporation | -12.59% | 37.65% | 38.24% | 44.32% | -34.59% | 49.32% | -2.66% | 38.62% | -22.77% | 16.30% |
Correlation
The correlation between AXP and COF is 0.73, which is moderate. They have sometimes moved together and sometimes differently, sharing some price drivers without tracking each other closely.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.73 |
Correlation (3Y) Balances recent behavior with more history. | 0.71 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.74 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.74 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 1994 | 0.63 |
The correlation between AXP and COF shifts across timeframes, from 0.63 (all time) to 0.74 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
AXP:
$227.93B
COF:
$128.92B
AXP:
$12.15
COF:
$16.73
AXP:
27.77
COF:
12.56
AXP:
2.99
COF:
1.77
AXP:
0.74
COF:
1.15
AXP:
$77.47B
COF:
$74.60B
AXP:
$64.38B
COF:
$35.16B
AXP:
$25.27B
COF:
$17.15B
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Return for Risk
AXP vs. COF — Risk / Return Rank
AXP
COF
AXP vs. COF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for American Express Company (AXP) 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.
| AXP | COF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.49 | ||
| Sortino ratioReturn per unit of downside risk | +0.61 | ||
| Omega ratioGain probability vs. loss probability | 1.11 | 1.02 | +0.08 |
| Calmar ratioReturn relative to maximum drawdown | 0.52 | -0.03 | +0.55 |
| Martin ratioReturn relative to average drawdown | 1.09 | -0.05 | +1.14 |
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Drawdowns
AXP vs. COF - Drawdown Comparison
The maximum AXP drawdown since its inception was -83.91%, smaller than the maximum COF drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for AXP and COF.
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Drawdown Indicators
| AXP | COF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.91% | -90.17% | +6.26% |
Max Drawdown (1Y)Largest decline over 1 year | -23.90% | -31.47% | +7.57% |
Max Drawdown (3Y)Largest decline over 3 years | -28.76% | -31.47% | +2.71% |
Max Drawdown (5Y)Largest decline over 5 years | -31.55% | -50.38% | +18.83% |
Max Drawdown (10Y)Largest decline over 10 years | -49.64% | -60.25% | +10.61% |
Current DrawdownCurrent decline from peak | -11.59% | -17.87% | +6.28% |
Average DrawdownAverage peak-to-trough decline | -22.02% | -21.49% | -0.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.46% | 17.56% | -6.10% |
Volatility
AXP vs. COF - Volatility Comparison
American Express Company (AXP) and Capital One Financial Corporation (COF) have volatilities of 9.46% and 9.65%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| AXP | COF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.46% | 9.65% | -0.19% |
Volatility (6M)Calculated over the trailing 6-month period | 20.63% | 24.22% | -3.59% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.93% | 32.22% | -5.29% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 29.51% | 35.36% | -5.85% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 31.83% | 37.19% | -5.36% |
Dividends
AXP vs. COF - Dividend Comparison
AXP's dividend yield for the trailing twelve months is around 1.05%, less than COF's 1.43% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
AXP American Express Company | 1.05% | 0.85% | 0.91% | 1.24% | 1.35% | 1.05% | 1.42% | 1.29% | 1.51% | 1.32% | 1.61% | 1.58% |
COF Capital One Financial Corporation | 1.43% | 1.07% | 1.35% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.12% | 1.61% | 1.83% | 2.08% |
Financials
AXP vs. COF - Financials Comparison
This section allows you to compare key financial metrics between American Express Company 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
AXP vs. COF - Profitability Comparison
AXP - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, American Express Company reported a gross profit of 12.02B and revenue of 14.99B. Therefore, the gross margin over that period was 80.2%.
COF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, Capital One Financial Corporation reported a gross profit of 0.00 and revenue of 15.85B. Therefore, the gross margin over that period was 0.0%.
AXP - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, American Express Company reported an operating income of 10.37B and revenue of 14.99B, resulting in an operating margin of 69.2%.
COF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, Capital One Financial Corporation reported an operating income of 3.02B and revenue of 15.85B, resulting in an operating margin of 19.1%.
AXP - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, American Express Company reported a net income of 4.53M and revenue of 14.99B, resulting in a net margin of 0.0%.
COF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, Capital One Financial Corporation reported a net income of 3.02B and revenue of 15.85B, resulting in a net margin of 19.1%.
Frequently Asked Questions
AXP and COF have a correlation of 0.73, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COF has higher volatility (9.65%) compared to AXP (9.46%). In terms of maximum drawdown, AXP dropped -83.91% vs COF's -90.17%.
AXP currently has the higher Sharpe Ratio (0.46 vs -0.03), 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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