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AXP vs. DFS
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between AXP and DFS is 0.65, 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.


-0.50.00.51.0
Correlation: 0.7

Performance

AXP vs. DFS - Performance Comparison

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

400.00%500.00%600.00%700.00%800.00%900.00%NovemberDecember2025FebruaryMarchApril
472.43%
833.63%
AXP
DFS

Key characteristics

Sharpe Ratio

AXP:

0.51

DFS:

1.14

Sortino Ratio

AXP:

0.91

DFS:

1.91

Omega Ratio

AXP:

1.13

DFS:

1.25

Calmar Ratio

AXP:

0.56

DFS:

1.85

Martin Ratio

AXP:

1.92

DFS:

5.86

Ulcer Index

AXP:

8.36%

DFS:

8.65%

Daily Std Dev

AXP:

31.67%

DFS:

44.55%

Max Drawdown

AXP:

-83.91%

DFS:

-81.74%

Current Drawdown

AXP:

-17.69%

DFS:

-7.45%

Fundamentals

Market Cap

AXP:

$182.25B

DFS:

$44.96B

EPS

AXP:

$14.31

DFS:

$18.37

PE Ratio

AXP:

18.18

DFS:

9.73

PEG Ratio

AXP:

1.85

DFS:

3.69

PS Ratio

AXP:

2.94

DFS:

3.46

PB Ratio

AXP:

5.84

DFS:

2.67

Total Revenue (TTM)

AXP:

$67.89B

DFS:

$14.50B

Gross Profit (TTM)

AXP:

$53.43B

DFS:

$13.30B

EBITDA (TTM)

AXP:

$8.65B

DFS:

$5.14B

Returns By Period

In the year-to-date period, AXP achieves a -9.42% return, which is significantly lower than DFS's 8.59% return. Both investments have delivered pretty close results over the past 10 years, with AXP having a 14.89% annualized return and DFS not far behind at 14.85%.


AXP

YTD

-9.42%

1M

-3.96%

6M

-0.42%

1Y

13.06%

5Y*

28.07%

10Y*

14.89%

DFS

YTD

8.59%

1M

10.49%

6M

31.97%

1Y

47.99%

5Y*

42.33%

10Y*

14.85%

*Annualized

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Risk-Adjusted Performance

AXP vs. DFS — Risk-Adjusted Performance Rank

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

AXP
The Risk-Adjusted Performance Rank of AXP is 7070
Overall Rank
The Sharpe Ratio Rank of AXP is 7272
Sharpe Ratio Rank
The Sortino Ratio Rank of AXP is 6464
Sortino Ratio Rank
The Omega Ratio Rank of AXP is 6464
Omega Ratio Rank
The Calmar Ratio Rank of AXP is 7575
Calmar Ratio Rank
The Martin Ratio Rank of AXP is 7373
Martin Ratio Rank

DFS
The Risk-Adjusted Performance Rank of DFS is 8787
Overall Rank
The Sharpe Ratio Rank of DFS is 8787
Sharpe Ratio Rank
The Sortino Ratio Rank of DFS is 8585
Sortino Ratio Rank
The Omega Ratio Rank of DFS is 8383
Omega Ratio Rank
The Calmar Ratio Rank of DFS is 9393
Calmar Ratio Rank
The Martin Ratio Rank of DFS is 8989
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

AXP vs. DFS - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for American Express Company (AXP) and Discover Financial Services (DFS). 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 chart of Sharpe ratio for AXP, currently valued at 0.51, compared to the broader market-2.00-1.000.001.002.003.00
AXP: 0.51
DFS: 1.14
The chart of Sortino ratio for AXP, currently valued at 0.91, compared to the broader market-6.00-4.00-2.000.002.004.00
AXP: 0.91
DFS: 1.91
The chart of Omega ratio for AXP, currently valued at 1.13, compared to the broader market0.501.001.502.00
AXP: 1.13
DFS: 1.25
The chart of Calmar ratio for AXP, currently valued at 0.56, compared to the broader market0.001.002.003.004.005.00
AXP: 0.56
DFS: 1.85
The chart of Martin ratio for AXP, currently valued at 1.92, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
AXP: 1.92
DFS: 5.86

The current AXP Sharpe Ratio is 0.51, which is lower than the DFS Sharpe Ratio of 1.14. The chart below compares the historical Sharpe Ratios of AXP and DFS, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.51
1.14
AXP
DFS

Dividends

AXP vs. DFS - Dividend Comparison

AXP's dividend yield for the trailing twelve months is around 1.09%, less than DFS's 1.49% yield.


TTM20242023202220212020201920182017201620152014
AXP
American Express Company
1.09%0.91%1.24%1.35%1.05%1.42%1.29%1.51%1.32%1.61%1.58%1.05%
DFS
Discover Financial Services
1.49%1.62%2.40%2.35%1.63%1.94%1.98%2.54%1.69%1.61%2.01%1.40%

Drawdowns

AXP vs. DFS - Drawdown Comparison

The maximum AXP drawdown since its inception was -83.91%, roughly equal to the maximum DFS drawdown of -81.74%. Use the drawdown chart below to compare losses from any high point for AXP and DFS. For additional features, visit the drawdowns tool.


-30.00%-25.00%-20.00%-15.00%-10.00%-5.00%0.00%NovemberDecember2025FebruaryMarchApril
-17.69%
-7.45%
AXP
DFS

Volatility

AXP vs. DFS - Volatility Comparison

The current volatility for American Express Company (AXP) is 20.67%, while Discover Financial Services (DFS) has a volatility of 24.68%. This indicates that AXP experiences smaller price fluctuations and is considered to be less risky than DFS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
20.67%
24.68%
AXP
DFS

Financials

AXP vs. DFS - Financials Comparison

This section allows you to compare key financial metrics between American Express Company and Discover Financial Services. 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


Values in USD except per share items