AXP vs. DFS

Last updated Apr 1, 2026

Compare and contrast key facts about American Express Company (AXP) and Discover Financial Services (DFS).

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.

AXP vs. DFS - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
AXP American Express Company	-18.06%	25.99%	60.32%	28.67%	-8.52%	36.88%	-1.14%	32.52%	-2.62%	36.22%
DFS Discover Financial Services	0.00%	15.88%	57.32%	18.20%	-13.55%	29.78%	10.13%	46.94%	-21.80%	8.92%

Fundamentals

Total Revenue (TTM) AXP : $80.46B DFS : $10.25B
Gross Profit (TTM) AXP : $66.97B DFS : $7.81B
EBITDA (TTM) AXP : $15.11B DFS : $4.40B

Returns By Period

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%

DFS

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

AXP vs. DFS — Risk / Return Rank

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

AXP

AXP Risk / Return Rank: 56
AXP Sharpe Ratio Rank: 57
AXP Sortino Ratio Rank: 51
AXP Omega Ratio Rank: 53
AXP Calmar Ratio Rank: 58
AXP Martin Ratio Rank: 60

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. DFS - Risk-Adjusted Trends 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.

	AXP	DFS	Difference
Sharpe ratio Return per unit of total volatility	0.42	—	—
Sortino ratio Return per unit of downside risk	0.79	—	—
Omega ratio Gain probability vs. loss probability	1.11	—	—
Calmar ratio Return relative to maximum drawdown	0.63	—	—
Martin ratio Return relative to average drawdown	1.83	—	—
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

Sharpe Ratios by Period

	AXP	DFS	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.42	—	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.59	—	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.60	—	—
Sharpe Ratio (All Time) Calculated using the full available price history	0.29	—	—

Correlation

The correlation between AXP and DFS is 0.72, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

AXP vs. DFS - Dividend Comparison

AXP's dividend yield for the trailing twelve months is around 1.08%, while DFS has not paid dividends to shareholders.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
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%
DFS Discover Financial Services	0.00%	0.35%	1.62%	2.40%	2.35%	1.63%	1.94%	1.98%	2.54%	1.69%	1.61%	2.01%

Drawdowns

Drawdown Indicators

	AXP	DFS	Difference
Max Drawdown Largest peak-to-trough decline	-83.91%	—	—
Max Drawdown (1Y) Largest decline over 1 year	-23.90%	—	—
Max Drawdown (5Y) Largest decline over 5 years	-31.55%	—	—
Max Drawdown (10Y) Largest decline over 10 years	-49.64%	—	—
Current Drawdown Current decline from peak	-21.24%	—	—
Average Drawdown Average peak-to-trough decline	-22.07%	—	—
Ulcer Index Depth and duration of drawdowns from previous peaks	8.27%	—	—

Volatility

Volatility by Period

	AXP	DFS	Difference
Volatility (1M) Calculated over the trailing 1-month period	5.99%	—	—
Volatility (6M) Calculated over the trailing 6-month period	21.10%	—	—
Volatility (1Y) Calculated over the trailing 1-year period	32.61%	—	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	29.37%	—	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	31.74%	—	—

Financials