COF vs. DFS
Compare and contrast key facts about Capital One Financial Corporation (COF) and Discover Financial Services (DFS).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COF or DFS.
Performance
COF vs. DFS - Performance Comparison
Returns By Period
In the year-to-date period, COF achieves a 43.53% return, which is significantly lower than DFS's 59.25% return. Over the past 10 years, COF has underperformed DFS with an annualized return of 10.74%, while DFS has yielded a comparatively higher 13.08% annualized return.
COF
43.53%
16.80%
31.56%
74.77%
15.92%
10.74%
DFS
59.25%
18.42%
41.92%
108.91%
18.84%
13.08%
Fundamentals
| COF | DFS | |
|---|---|---|
| Market Cap | $71.26B | $44.63B |
| EPS | $10.59 | $12.43 |
| PE Ratio | 17.64 | 14.30 |
| PEG Ratio | 2.04 | 4.51 |
| Total Revenue (TTM) | $53.23B | $23.16B |
| Gross Profit (TTM) | $53.26B | $23.16B |
| EBITDA (TTM) | $2.07B | $1.35B |
Key characteristics
| COF | DFS | |
|---|---|---|
| Sharpe Ratio | 2.56 | 2.88 |
| Sortino Ratio | 3.74 | 4.00 |
| Omega Ratio | 1.46 | 1.54 |
| Calmar Ratio | 2.04 | 3.19 |
| Martin Ratio | 16.13 | 22.04 |
| Ulcer Index | 4.81% | 5.02% |
| Daily Std Dev | 30.31% | 38.36% |
| Max Drawdown | -90.17% | -81.74% |
| Current Drawdown | -2.74% | -3.55% |
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Correlation
The correlation between COF and DFS is 0.78, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
COF vs. DFS - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital One Financial Corporation (COF) and Discover Financial Services (DFS). 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.
Dividends
COF vs. DFS - Dividend Comparison
COF's dividend yield for the trailing twelve months is around 1.30%, less than DFS's 1.59% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COF Capital One Financial Corporation | 1.30% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.12% | 1.61% | 1.83% | 2.63% | 1.45% | 1.24% |
DFS Discover Financial Services | 1.59% | 2.40% | 2.35% | 1.63% | 1.94% | 1.98% | 2.54% | 1.69% | 1.61% | 2.01% | 1.40% | 1.07% |
Drawdowns
COF vs. DFS - Drawdown Comparison
The maximum COF drawdown since its inception was -90.17%, which is greater than DFS's maximum drawdown of -81.74%. Use the drawdown chart below to compare losses from any high point for COF and DFS. For additional features, visit the drawdowns tool.
Volatility
COF vs. DFS - Volatility Comparison
The current volatility for Capital One Financial Corporation (COF) is 16.83%, while Discover Financial Services (DFS) has a volatility of 21.21%. This indicates that COF experiences smaller price fluctuations and is considered to be less risky than DFS based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
COF vs. DFS - Financials Comparison
This section allows you to compare key financial metrics between Capital One Financial Corporation and Discover Financial Services. 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