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AXP vs. COF
Performance
Return for Risk
Dividends
Drawdowns
Volatility
Financials

Performance

AXP vs. COF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in American Express Company (AXP) and Capital One Financial Corporation (COF). The values are adjusted to include any dividend payments, if applicable.

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AXP vs. COF - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
AXP
American Express Company
-18.06%25.99%60.32%28.67%-8.52%36.88%-1.14%32.52%-2.62%36.22%
COF
Capital One Financial Corporation
-24.44%37.65%38.24%44.32%-34.59%49.32%-2.66%38.62%-22.77%16.30%

Fundamentals

Market Cap

AXP:

$208.11B

COF:

$98.75B

EPS

AXP:

$15.62

COF:

$4.36

PE Ratio

AXP:

19.36

COF:

41.81

PS Ratio

AXP:

2.61

COF:

1.48

PB Ratio

AXP:

6.22

COF:

0.87

Total Revenue (TTM)

AXP:

$80.46B

COF:

$69.25B

Gross Profit (TTM)

AXP:

$66.97B

COF:

$32.78B

EBITDA (TTM)

AXP:

$15.11B

COF:

$2.28B

Returns By Period

In the year-to-date period, AXP achieves a -18.06% return, which is significantly higher than COF's -24.44% return. Over the past 10 years, AXP has outperformed COF with an annualized return of 19.02%, while COF has yielded a comparatively lower 11.90% annualized return.


AXP

1D
1.68%
1M
-2.08%
YTD
-18.06%
6M
-8.50%
1Y
13.62%
3Y*
23.88%
5Y*
17.25%
10Y*
19.02%

COF

1D
2.41%
1M
-6.75%
YTD
-24.44%
6M
-13.53%
1Y
3.13%
3Y*
25.91%
5Y*
9.00%
10Y*
11.90%
*Multi-year figures are annualized to reflect compound growth (CAGR)

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Return for Risk

AXP vs. COF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

AXP
AXP Risk / Return Rank: 5656
Overall Rank
AXP Sharpe Ratio Rank: 5757
Sharpe Ratio Rank
AXP Sortino Ratio Rank: 5151
Sortino Ratio Rank
AXP Omega Ratio Rank: 5353
Omega Ratio Rank
AXP Calmar Ratio Rank: 5858
Calmar Ratio Rank
AXP Martin Ratio Rank: 6060
Martin Ratio Rank

COF
COF Risk / Return Rank: 4444
Overall Rank
COF Sharpe Ratio Rank: 4545
Sharpe Ratio Rank
COF Sortino Ratio Rank: 4040
Sortino Ratio Rank
COF Omega Ratio Rank: 4040
Omega Ratio Rank
COF Calmar Ratio Rank: 4848
Calmar Ratio Rank
COF Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.


AXPCOFDifference

Sharpe ratio

Return per unit of total volatility

0.42

0.08

+0.34

Sortino ratio

Return per unit of downside risk

0.79

0.37

+0.42

Omega ratio

Gain probability vs. loss probability

1.11

1.05

+0.06

Calmar ratio

Return relative to maximum drawdown

0.63

0.21

+0.43

Martin ratio

Return relative to average drawdown

1.83

0.59

+1.24

AXP vs. COF - Sharpe Ratio Comparison

The current AXP Sharpe Ratio is 0.42, which is higher than the COF Sharpe Ratio of 0.08. The chart below compares the historical Sharpe Ratios of AXP 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.


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Sharpe Ratios by Period


AXPCOFDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

0.42

0.08

+0.34

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.59

0.26

+0.33

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.60

0.32

+0.28

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.29

-0.01

Correlation

The correlation between AXP and COF is 0.63, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


Dividends

AXP vs. COF - Dividend Comparison

AXP's dividend yield for the trailing twelve months is around 1.08%, less than COF's 1.53% yield.


TTM20252024202320222021202020192018201720162015
AXP
American Express Company
1.08%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
1.53%1.07%1.35%1.83%2.58%1.79%1.01%1.55%2.12%1.61%1.83%2.08%

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


AXPCOFDifference

Max Drawdown

Largest 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 (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 Drawdown

Current decline from peak

-21.24%

-29.00%

+7.76%

Average Drawdown

Average peak-to-trough decline

-22.07%

-21.46%

-0.61%

Ulcer Index

Depth and duration of drawdowns from previous peaks

8.27%

11.11%

-2.84%

Volatility

AXP vs. COF - Volatility Comparison

The current volatility for American Express Company (AXP) is 5.99%, while Capital One Financial Corporation (COF) has a volatility of 7.51%. This indicates that AXP 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


AXPCOFDifference

Volatility (1M)

Calculated over the trailing 1-month period

5.99%

7.51%

-1.52%

Volatility (6M)

Calculated over the trailing 6-month period

21.10%

25.41%

-4.31%

Volatility (1Y)

Calculated over the trailing 1-year period

32.61%

38.05%

-5.44%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

29.37%

35.21%

-5.84%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

31.74%

37.21%

-5.47%

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


10.00B15.00B20.00BAprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
21.04B
19.72B
(AXP) Total Revenue
(COF) Total Revenue
Values in USD except per share items

AXP vs. COF - Profitability Comparison

The chart below illustrates the profitability comparison between American Express Company and Capital One Financial Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

0.0%20.0%40.0%60.0%80.0%100.0%AprilJulyOctober2022AprilJulyOctober2023AprilJulyOctober2024AprilJulyOctober2025AprilJulyOctober
83.5%
57.6%
Portfolio components
AXP - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, American Express Company reported a gross profit of 17.57B and revenue of 21.04B. Therefore, the gross margin over that period was 83.5%.

COF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Capital One Financial Corporation reported a gross profit of 11.36B and revenue of 19.72B. Therefore, the gross margin over that period was 57.6%.

AXP - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, American Express Company reported an operating income of 3.09B and revenue of 21.04B, resulting in an operating margin of 14.7%.

COF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Capital One Financial Corporation reported an operating income of 2.10B and revenue of 19.72B, resulting in an operating margin of 10.6%.

AXP - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, American Express Company reported a net income of 2.46B and revenue of 21.04B, resulting in a net margin of 11.7%.

COF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Capital One Financial Corporation reported a net income of 2.13B and revenue of 19.72B, resulting in a net margin of 10.8%.