COF vs. BLK
COF (Capital One Financial Corporation) and BLK (BlackRock, Inc.) are both stocks. Both are in the Financial Services sector — COF in Credit Services, BLK in Asset Management. Over the past 10 years, COF returned 11.62%/yr vs 13.65%/yr for BLK. At a 0.49 correlation, their price movements are largely independent.
Performance
COF vs. BLK - Performance Comparison
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Returns By Period
In the year-to-date period, COF achieves a -23.80% return, which is significantly lower than BLK's -3.93% return. Over the past 10 years, COF has underperformed BLK with an annualized return of 11.62%, while BLK has yielded a comparatively higher 13.65% annualized return.
COF
- 1D
- 3.14%
- 1M
- -3.00%
- YTD
- -23.80%
- 6M
- -19.60%
- 1Y
- -3.61%
- 3Y*
- 20.82%
- 5Y*
- 3.85%
- 10Y*
- 11.62%
BLK
- 1D
- 3.20%
- 1M
- -2.51%
- YTD
- -3.93%
- 6M
- -3.93%
- 1Y
- 5.53%
- 3Y*
- 17.50%
- 5Y*
- 5.28%
- 10Y*
- 13.65%
COF vs. BLK - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COF Capital One Financial Corporation | -23.80% | 37.65% | 38.24% | 44.32% | -34.59% | 49.32% | -2.66% | 38.62% | -22.77% | 16.30% |
BLK BlackRock, Inc. | -3.93% | 6.55% | 29.29% | 17.86% | -20.40% | 29.39% | 47.21% | 31.87% | -21.59% | 38.20% |
Correlation
The correlation between COF and BLK is 0.58, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.58 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.53 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.59 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.59 |
Correlation (All Time) Calculated using the full available price history since Oct 4, 1999 | 0.49 |
The correlation between COF and BLK shifts across timeframes, from 0.49 (all time) to 0.59 (5 years), reflecting how their relationship changes across market environments.
Fundamentals
COF:
$114.21B
BLK:
$168.72B
COF:
$5.37
BLK:
$38.89
COF:
34.11
BLK:
26.29
COF:
1.46
BLK:
6.40
COF:
1.02
BLK:
2.98
COF:
$75.16B
BLK:
$25.71B
COF:
$36.31B
BLK:
$15.21B
COF:
$7.70B
BLK:
$9.79B
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Return for Risk
COF vs. BLK — Risk / Return Rank
COF
BLK
COF vs. BLK - Risk-Adjusted Trends 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.
| COF | BLK | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.33 | ||
| Sortino ratioReturn per unit of downside risk | -0.42 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.06 | -0.05 |
| Calmar ratioReturn relative to maximum drawdown | -0.12 | 0.25 | -0.36 |
| Martin ratioReturn relative to average drawdown | -0.24 | 0.57 | -0.80 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| COF | BLK | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | -0.12 | 0.22 | -0.33 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.11 | 0.20 | -0.09 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.31 | 0.49 | -0.18 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.59 | -0.30 |
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.
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Drawdown Indicators
| COF | BLK | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.17% | -60.36% | -29.81% |
Max Drawdown (1Y)Largest decline over 1 year | -31.47% | -22.45% | -9.02% |
Max Drawdown (3Y)Largest decline over 3 years | -31.47% | -23.74% | -7.73% |
Max Drawdown (5Y)Largest decline over 5 years | -50.38% | -43.90% | -6.48% |
Max Drawdown (10Y)Largest decline over 10 years | -60.25% | -43.90% | -16.35% |
Current DrawdownCurrent decline from peak | -28.40% | -14.08% | -14.32% |
Average DrawdownAverage peak-to-trough decline | -21.49% | -11.93% | -9.56% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 15.35% | 9.79% | +5.56% |
Volatility
COF vs. BLK - Volatility Comparison
Capital One Financial Corporation (COF) and BlackRock, Inc. (BLK) have volatilities of 8.22% and 8.58%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COF | BLK | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 8.22% | 8.58% | -0.36% |
Volatility (6M)Calculated over the trailing 6-month period | 24.70% | 20.79% | +3.91% |
Volatility (1Y)Calculated over the trailing 1-year period | 30.91% | 25.72% | +5.19% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.34% | 26.76% | +8.58% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.25% | 27.76% | +9.49% |
Dividends
COF vs. BLK - Dividend Comparison
COF's dividend yield for the trailing twelve months is around 1.64%, less than BLK's 2.09% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
BLK BlackRock, Inc. | 2.09% | 1.95% | 1.99% | 2.46% | 2.75% | 1.80% | 2.01% | 2.63% | 3.08% | 1.95% | 2.41% | 2.56% |
COF Capital One Financial Corporation | 1.64% | 1.07% | 1.35% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.12% | 1.61% | 1.83% | 2.08% |
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.
Total Revenue: Total amount of money received from sales and other business activities
COF vs. BLK - Profitability Comparison
COF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Capital One Financial Corporation reported a gross profit of 11.16B and revenue of 19.32B. Therefore, the gross margin over that period was 57.8%.
BLK - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, BlackRock, Inc. reported a gross profit of 5.51B and revenue of 6.77B. Therefore, the gross margin over that period was 81.4%.
COF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Capital One Financial Corporation reported an operating income of 2.70B and revenue of 19.32B, resulting in an operating margin of 14.0%.
BLK - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, BlackRock, Inc. reported an operating income of 2.33B and revenue of 6.77B, resulting in an operating margin of 34.5%.
COF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Capital One Financial Corporation reported a net income of 2.17B and revenue of 19.32B, resulting in a net margin of 11.3%.
BLK - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, BlackRock, Inc. reported a net income of 2.21B and revenue of 6.77B, resulting in a net margin of 32.7%.
Frequently Asked Questions
COF and BLK have a correlation of 0.58, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
BLK has higher volatility (8.58%) compared to COF (8.22%). In terms of maximum drawdown, COF dropped -90.17% vs BLK's -60.36%.
BLK currently has the higher Sharpe Ratio (0.22 vs -0.12), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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