COF vs. DAL
COF (Capital One Financial Corporation) and DAL (Delta Air Lines, Inc.) are both stocks. COF operates in Credit Services (Financial Services), while DAL operates in Airlines (Industrials). Over the past 10 years, COF returned 14.49%/yr vs 10.68%/yr for DAL. At a 0.47 correlation, their price movements are largely independent.
Performance
COF vs. DAL - Performance Comparison
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Returns By Period
In the year-to-date period, COF achieves a -16.52% return, which is significantly lower than DAL's 24.47% return. Over the past 10 years, COF has outperformed DAL with an annualized return of 14.49%, while DAL has yielded a comparatively lower 10.68% annualized return.
COF
- 1D
- -0.41%
- 1M
- 6.87%
- YTD
- -16.52%
- 6M
- -18.01%
- 1Y
- 2.66%
- 3Y*
- 25.48%
- 5Y*
- 7.07%
- 10Y*
- 14.49%
DAL
- 1D
- 2.07%
- 1M
- 12.84%
- YTD
- 24.47%
- 6M
- 19.87%
- 1Y
- 84.21%
- 3Y*
- 27.48%
- 5Y*
- 14.42%
- 10Y*
- 10.68%
COF vs. DAL - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COF Capital One Financial Corporation | -16.52% | 37.65% | 38.24% | 44.32% | -34.59% | 49.32% | -2.66% | 38.62% | -22.77% | 16.30% |
DAL Delta Air Lines, Inc. | 24.47% | 16.09% | 52.00% | 23.03% | -15.92% | -2.81% | -30.77% | 20.38% | -8.66% | 16.23% |
Correlation
The correlation between COF and DAL is 0.56, 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 | 0.56 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.50 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.56 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.55 |
Correlation (All Time) Calculated using the full available price history since May 3, 2007 | 0.47 |
The correlation between COF and DAL has been stable across timeframes, ranging from 0.47 to 0.56 - a consistent structural relationship.
Fundamentals
COF:
$125.12B
DAL:
$56.02B
COF:
$5.37
DAL:
$6.85
COF:
37.36
DAL:
12.54
COF:
1.60
DAL:
0.86
COF:
1.11
DAL:
2.75
COF:
$75.16B
DAL:
$65.18B
COF:
$36.31B
DAL:
$17.07B
COF:
$7.70B
DAL:
$9.66B
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Return for Risk
COF vs. DAL — Risk / Return Rank
COF
DAL
COF vs. DAL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital One Financial Corporation (COF) and Delta Air Lines, Inc. (DAL). 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| COF | DAL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.96 | ||
| Sortino ratioReturn per unit of downside risk | -2.62 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.33 | -0.29 |
| Calmar ratioReturn relative to maximum drawdown | 0.09 | 3.70 | -3.61 |
| Martin ratioReturn relative to average drawdown | 0.16 | 11.81 | -11.64 |
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Drawdowns
COF vs. DAL - Drawdown Comparison
The maximum COF drawdown since its inception was -90.17%, which is greater than DAL's maximum drawdown of -81.93%. Use the drawdown chart below to compare losses from any high point for COF and DAL.
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Drawdown Indicators
| COF | DAL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.17% | -81.93% | -8.24% |
Max Drawdown (1Y)Largest decline over 1 year | -31.47% | -22.90% | -8.57% |
Max Drawdown (3Y)Largest decline over 3 years | -31.47% | -47.92% | +16.45% |
Max Drawdown (5Y)Largest decline over 5 years | -50.38% | -47.92% | -2.46% |
Max Drawdown (10Y)Largest decline over 10 years | -60.25% | -69.18% | +8.93% |
Current DrawdownCurrent decline from peak | -21.56% | 0.00% | -21.56% |
Average DrawdownAverage peak-to-trough decline | -21.49% | -29.09% | +7.60% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.29% | 7.16% | +9.13% |
Volatility
COF vs. DAL - Volatility Comparison
The current volatility for Capital One Financial Corporation (COF) is 9.49%, while Delta Air Lines, Inc. (DAL) has a volatility of 12.24%. This indicates that COF experiences smaller price fluctuations and is considered to be less risky than DAL based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COF | DAL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.49% | 12.24% | -2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 25.60% | 30.06% | -4.46% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.40% | 41.43% | -10.03% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.36% | 41.00% | -5.64% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.27% | 42.25% | -4.98% |
Dividends
COF vs. DAL - Dividend Comparison
COF's dividend yield for the trailing twelve months is around 1.49%, more than DAL's 0.87% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COF Capital One Financial Corporation | 1.49% | 1.07% | 1.35% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.12% | 1.61% | 1.83% | 2.08% |
DAL Delta Air Lines, Inc. | 0.87% | 0.97% | 0.83% | 0.50% | 0.00% | 0.00% | 1.00% | 2.57% | 2.63% | 1.81% | 1.37% | 0.89% |
Financials
COF vs. DAL - Financials Comparison
This section allows you to compare key financial metrics between Capital One Financial Corporation and Delta Air Lines, 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. DAL - 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%.
DAL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Delta Air Lines, Inc. reported a gross profit of 4.54B and revenue of 15.85B. Therefore, the gross margin over that period was 28.6%.
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%.
DAL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Delta Air Lines, Inc. reported an operating income of 501.00M and revenue of 15.85B, resulting in an operating margin of 3.2%.
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%.
DAL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Delta Air Lines, Inc. reported a net income of -289.00M and revenue of 15.85B, resulting in a net margin of -1.8%.
Frequently Asked Questions
COF and DAL have a correlation of 0.56, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
DAL has higher volatility (12.24%) compared to COF (9.49%). In terms of maximum drawdown, COF dropped -90.17% vs DAL's -81.93%.
DAL currently has the higher Sharpe Ratio (2.05 vs 0.09), 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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