COF vs. AXP
Compare and contrast key facts about Capital One Financial Corporation (COF) and American Express Company (AXP).
Performance
COF vs. AXP - Performance Comparison
Loading graphics...
COF vs. AXP - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
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% |
AXP American Express Company | -18.06% | 25.99% | 60.32% | 28.67% | -8.52% | 36.88% | -1.14% | 32.52% | -2.62% | 36.22% |
Fundamentals
COF:
$98.75B
AXP:
$208.11B
COF:
$4.36
AXP:
$15.62
COF:
41.81
AXP:
19.36
COF:
1.48
AXP:
2.61
COF:
0.87
AXP:
6.22
COF:
$69.25B
AXP:
$80.46B
COF:
$32.78B
AXP:
$66.97B
COF:
$2.28B
AXP:
$15.11B
Returns By Period
In the year-to-date period, COF achieves a -24.44% return, which is significantly lower than AXP's -18.06% return. Over the past 10 years, COF has underperformed AXP with an annualized return of 11.90%, while AXP has yielded a comparatively higher 19.02% annualized return.
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%
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%
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
COF vs. AXP — Risk / Return Rank
COF
AXP
COF vs. AXP - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital One Financial Corporation (COF) and American Express Company (AXP). 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.
| COF | AXP | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.08 | 0.42 | -0.34 |
Sortino ratioReturn per unit of downside risk | 0.37 | 0.79 | -0.42 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.11 | -0.06 |
Calmar ratioReturn relative to maximum drawdown | 0.21 | 0.63 | -0.43 |
Martin ratioReturn relative to average drawdown | 0.59 | 1.83 | -1.24 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
Loading graphics...
Sharpe Ratios by Period
| COF | AXP | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 0.42 | -0.34 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.59 | -0.33 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.60 | -0.28 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.29 | +0.01 |
Correlation
The correlation between COF and AXP 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
COF vs. AXP - Dividend Comparison
COF's dividend yield for the trailing twelve months is around 1.53%, more than AXP's 1.08% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
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% |
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% |
Drawdowns
COF vs. AXP - Drawdown Comparison
The maximum COF drawdown since its inception was -90.17%, which is greater than AXP's maximum drawdown of -83.91%. Use the drawdown chart below to compare losses from any high point for COF and AXP.
Loading graphics...
Drawdown Indicators
| COF | AXP | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.17% | -83.91% | -6.26% |
Max Drawdown (1Y)Largest decline over 1 year | -31.47% | -23.90% | -7.57% |
Max Drawdown (5Y)Largest decline over 5 years | -50.38% | -31.55% | -18.83% |
Max Drawdown (10Y)Largest decline over 10 years | -60.25% | -49.64% | -10.61% |
Current DrawdownCurrent decline from peak | -29.00% | -21.24% | -7.76% |
Average DrawdownAverage peak-to-trough decline | -21.46% | -22.07% | +0.61% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.11% | 8.27% | +2.84% |
Volatility
COF vs. AXP - Volatility Comparison
Capital One Financial Corporation (COF) has a higher volatility of 7.51% compared to American Express Company (AXP) at 5.99%. This indicates that COF's price experiences larger fluctuations and is considered to be riskier than AXP based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading graphics...
Volatility by Period
| COF | AXP | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.51% | 5.99% | +1.52% |
Volatility (6M)Calculated over the trailing 6-month period | 25.41% | 21.10% | +4.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.05% | 32.61% | +5.44% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.21% | 29.37% | +5.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.21% | 31.74% | +5.47% |
Financials
COF vs. AXP - Financials Comparison
This section allows you to compare key financial metrics between Capital One Financial Corporation and American Express Company. 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
COF vs. AXP - Profitability Comparison
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 - 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 - 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 - 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 - 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%.
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%.