COF vs. C
Compare and contrast key facts about Capital One Financial Corporation (COF) and Citigroup Inc. (C).
Performance
COF vs. C - Performance Comparison
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COF vs. C - 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% |
C Citigroup Inc. | -2.30% | 70.38% | 41.93% | 18.98% | -22.09% | 0.93% | -19.70% | 57.82% | -28.49% | 27.03% |
Fundamentals
COF:
$98.75B
C:
$211.24B
COF:
$4.36
C:
$7.64
COF:
41.81
C:
14.85
COF:
1.48
C:
1.44
COF:
0.87
C:
1.10
COF:
$69.25B
C:
$147.32B
COF:
$32.78B
C:
$77.20B
COF:
$2.28B
C:
$23.10B
Returns By Period
In the year-to-date period, COF achieves a -24.44% return, which is significantly lower than C's -2.30% return. Over the past 10 years, COF has underperformed C with an annualized return of 11.90%, while C has yielded a comparatively higher 13.63% 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%
C
- 1D
- 5.72%
- 1M
- 2.92%
- YTD
- -2.30%
- 6M
- 12.99%
- 1Y
- 63.91%
- 3Y*
- 38.99%
- 5Y*
- 13.06%
- 10Y*
- 13.63%
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Return for Risk
COF vs. C — Risk / Return Rank
COF
C
COF vs. C - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital One Financial Corporation (COF) and Citigroup Inc. (C). 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 | C | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 0.08 | 1.94 | -1.86 |
Sortino ratioReturn per unit of downside risk | 0.37 | 2.36 | -1.99 |
Omega ratioGain probability vs. loss probability | 1.05 | 1.35 | -0.30 |
Calmar ratioReturn relative to maximum drawdown | 0.21 | 3.45 | -3.24 |
Martin ratioReturn relative to average drawdown | 0.59 | 11.28 | -10.69 |
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 | C | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 0.08 | 1.94 | -1.86 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.26 | 0.45 | -0.20 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.32 | 0.41 | -0.09 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.29 | 0.15 | +0.15 |
Correlation
The correlation between COF and C is 0.59, 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. C - Dividend Comparison
COF's dividend yield for the trailing twelve months is around 1.53%, less than C's 2.08% 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% |
C Citigroup Inc. | 2.08% | 1.99% | 3.10% | 4.04% | 4.51% | 3.38% | 3.31% | 2.40% | 2.96% | 1.29% | 0.71% | 0.31% |
Drawdowns
COF vs. C - Drawdown Comparison
The maximum COF drawdown since its inception was -90.17%, smaller than the maximum C drawdown of -98.00%. Use the drawdown chart below to compare losses from any high point for COF and C.
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Drawdown Indicators
| COF | C | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.17% | -98.00% | +7.83% |
Max Drawdown (1Y)Largest decline over 1 year | -31.47% | -18.99% | -12.48% |
Max Drawdown (5Y)Largest decline over 5 years | -50.38% | -47.80% | -2.58% |
Max Drawdown (10Y)Largest decline over 10 years | -60.25% | -56.51% | -3.74% |
Current DrawdownCurrent decline from peak | -29.00% | -69.87% | +40.87% |
Average DrawdownAverage peak-to-trough decline | -21.46% | -43.42% | +21.96% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 11.11% | 5.80% | +5.31% |
Volatility
COF vs. C - Volatility Comparison
The current volatility for Capital One Financial Corporation (COF) is 7.51%, while Citigroup Inc. (C) has a volatility of 9.95%. This indicates that COF experiences smaller price fluctuations and is considered to be less risky than C based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COF | C | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 7.51% | 9.95% | -2.44% |
Volatility (6M)Calculated over the trailing 6-month period | 25.41% | 22.66% | +2.75% |
Volatility (1Y)Calculated over the trailing 1-year period | 38.05% | 33.08% | +4.97% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.21% | 28.91% | +6.30% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.21% | 33.25% | +3.96% |
Financials
COF vs. C - Financials Comparison
This section allows you to compare key financial metrics between Capital One Financial Corporation and Citigroup 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. C - 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%.
C - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Citigroup Inc. reported a gross profit of 19.87B and revenue of 19.87B. Therefore, the gross margin over that period was 100.0%.
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%.
C - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Citigroup Inc. reported an operating income of 3.81B and revenue of 19.87B, resulting in an operating margin of 19.2%.
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%.
C - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Citigroup Inc. reported a net income of 2.47B and revenue of 19.87B, resulting in a net margin of 12.4%.