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COF vs. BLK
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between COF and BLK is 0.61, 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.


Performance

COF vs. BLK - Performance Comparison

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

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Key characteristics

Sharpe Ratio

COF:

0.86

BLK:

0.91

Sortino Ratio

COF:

1.44

BLK:

1.32

Omega Ratio

COF:

1.19

BLK:

1.19

Calmar Ratio

COF:

1.18

BLK:

0.95

Martin Ratio

COF:

3.75

BLK:

3.01

Ulcer Index

COF:

8.87%

BLK:

7.50%

Daily Std Dev

COF:

40.50%

BLK:

26.12%

Max Drawdown

COF:

-90.17%

BLK:

-60.36%

Current Drawdown

COF:

-10.91%

BLK:

-9.05%

Fundamentals

Market Cap

COF:

$125.44B

BLK:

$154.57B

EPS

COF:

$11.90

BLK:

$41.21

PE Ratio

COF:

16.47

BLK:

24.21

PEG Ratio

COF:

1.45

BLK:

2.13

PS Ratio

COF:

4.43

BLK:

7.38

PB Ratio

COF:

1.19

BLK:

3.22

Total Revenue (TTM)

COF:

$54.25B

BLK:

$21.13B

Gross Profit (TTM)

COF:

$28.31B

BLK:

$13.89B

EBITDA (TTM)

COF:

$9.30B

BLK:

$8.15B

Returns By Period

In the year-to-date period, COF achieves a 5.14% return, which is significantly higher than BLK's -4.58% return. Over the past 10 years, COF has underperformed BLK with an annualized return of 10.23%, while BLK has yielded a comparatively higher 13.04% annualized return.


COF

YTD

5.14%

1M

13.18%

6M

3.76%

1Y

34.55%

3Y*

20.16%

5Y*

27.53%

10Y*

10.23%

BLK

YTD

-4.58%

1M

13.91%

6M

-4.07%

1Y

23.65%

3Y*

20.58%

5Y*

16.46%

10Y*

13.04%

*Annualized

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Capital One Financial Corporation

BlackRock, Inc.

Risk-Adjusted Performance

COF vs. BLK — Risk-Adjusted Performance Rank

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

COF
The Risk-Adjusted Performance Rank of COF is 8080
Overall Rank
The Sharpe Ratio Rank of COF is 8181
Sharpe Ratio Rank
The Sortino Ratio Rank of COF is 7676
Sortino Ratio Rank
The Omega Ratio Rank of COF is 7575
Omega Ratio Rank
The Calmar Ratio Rank of COF is 8686
Calmar Ratio Rank
The Martin Ratio Rank of COF is 8282
Martin Ratio Rank

BLK
The Risk-Adjusted Performance Rank of BLK is 7878
Overall Rank
The Sharpe Ratio Rank of BLK is 8282
Sharpe Ratio Rank
The Sortino Ratio Rank of BLK is 7373
Sortino Ratio Rank
The Omega Ratio Rank of BLK is 7474
Omega Ratio Rank
The Calmar Ratio Rank of BLK is 8383
Calmar Ratio Rank
The Martin Ratio Rank of BLK is 7878
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.

COF vs. BLK - Risk-Adjusted Performance Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital One Financial Corporation (COF) and BlackRock, Inc. (BLK). 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 current COF Sharpe Ratio is 0.86, which is comparable to the BLK Sharpe Ratio of 0.91. The chart below compares the historical Sharpe Ratios of COF and BLK, 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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Dividends

COF vs. BLK - Dividend Comparison

COF's dividend yield for the trailing twelve months is around 0.96%, less than BLK's 2.11% yield.


TTM20242023202220212020201920182017201620152014
COF
Capital One Financial Corporation
0.96%1.35%1.83%2.58%1.79%1.01%1.55%2.12%1.61%1.83%2.63%1.45%
BLK
BlackRock, Inc.
2.11%1.99%2.46%2.75%1.80%2.01%2.63%3.06%1.95%2.41%2.56%2.16%

Drawdowns

COF vs. BLK - Drawdown Comparison

The maximum COF drawdown since its inception was -90.17%, which is greater than BLK's maximum drawdown of -60.36%. Use the drawdown chart below to compare losses from any high point for COF and BLK. For additional features, visit the drawdowns tool.


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Volatility

COF vs. BLK - Volatility Comparison

Capital One Financial Corporation (COF) has a higher volatility of 11.40% compared to BlackRock, Inc. (BLK) at 6.01%. This indicates that COF's price experiences larger fluctuations and is considered to be riskier than BLK based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Financials

COF vs. BLK - Financials Comparison

This section allows you to compare key financial metrics between Capital One Financial Corporation and BlackRock, Inc.. 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


4.00B6.00B8.00B10.00B12.00B14.00B20212022202320242025
13.41B
5.28B
(COF) Total Revenue
(BLK) Total Revenue
Values in USD except per share items

COF vs. BLK - Profitability Comparison

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

Gross Margin
Operating Margin
Net Margin
Quarterly
Annual

40.0%50.0%60.0%70.0%80.0%90.0%100.0%20212022202320242025
56.9%
64.8%
(COF) Gross Margin
(BLK) Gross Margin
COF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, Capital One Financial Corporation reported a gross profit of 7.63B and revenue of 13.41B. Therefore, the gross margin over that period was 56.9%.

BLK - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on May 2025, BlackRock, Inc. reported a gross profit of 3.42B and revenue of 5.28B. Therefore, the gross margin over that period was 64.8%.

COF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, Capital One Financial Corporation reported an operating income of 1.73B and revenue of 13.41B, resulting in an operating margin of 12.9%.

BLK - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on May 2025, BlackRock, Inc. reported an operating income of 1.70B and revenue of 5.28B, resulting in an operating margin of 32.2%.

COF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, Capital One Financial Corporation reported a net income of 1.40B and revenue of 13.41B, resulting in a net margin of 10.5%.

BLK - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on May 2025, BlackRock, Inc. reported a net income of 1.51B and revenue of 5.28B, resulting in a net margin of 28.6%.