COF vs. GOOGL
COF (Capital One Financial Corporation) and GOOGL (Alphabet Inc. Class A) are both stocks. COF operates in Credit Services (Financial Services), while GOOGL operates in Internet Content & Information (Communication Services). Over the past 10 years, COF returned 14.49%/yr vs 26.26%/yr for GOOGL. At a 0.37 correlation, their price movements are largely independent.
Performance
COF vs. GOOGL - 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 GOOGL's 11.86% return. Over the past 10 years, COF has underperformed GOOGL with an annualized return of 14.49%, while GOOGL has yielded a comparatively higher 26.26% 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%
GOOGL
- 1D
- -4.99%
- 1M
- -8.64%
- YTD
- 11.86%
- 6M
- 13.03%
- 1Y
- 110.44%
- 3Y*
- 42.34%
- 5Y*
- 23.63%
- 10Y*
- 26.26%
COF vs. GOOGL - 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% |
GOOGL Alphabet Inc. Class A | 11.86% | 65.99% | 36.01% | 58.32% | -39.09% | 65.30% | 30.85% | 28.18% | -0.80% | 32.93% |
Correlation
The correlation between COF and GOOGL is 0.34, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.34 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.26 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.36 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.34 |
Correlation (All Time) Calculated using the full available price history since Aug 19, 2004 | 0.37 |
The correlation between COF and GOOGL shifts across timeframes, from 0.26 (3 years) to 0.37 (all time), reflecting how their relationship changes across market environments.
Fundamentals
COF:
$125.12B
GOOGL:
$4.28T
COF:
$5.37
GOOGL:
$13.11
COF:
37.36
GOOGL:
26.67
COF:
1.60
GOOGL:
10.11
COF:
1.11
GOOGL:
8.94
COF:
$75.16B
GOOGL:
$422.57B
COF:
$36.31B
GOOGL:
$255.12B
COF:
$7.70B
GOOGL:
$174.08B
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Return for Risk
COF vs. GOOGL — Risk / Return Rank
COF
GOOGL
COF vs. GOOGL - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital One Financial Corporation (COF) and Alphabet Inc. Class A (GOOGL). 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 | GOOGL | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -3.66 | ||
| Sortino ratioReturn per unit of downside risk | -4.63 | ||
| Omega ratioGain probability vs. loss probability | 1.04 | 1.61 | -0.56 |
| Calmar ratioReturn relative to maximum drawdown | 0.09 | 5.45 | -5.37 |
| Martin ratioReturn relative to average drawdown | 0.16 | 19.01 | -18.85 |
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Drawdowns
COF vs. GOOGL - Drawdown Comparison
The maximum COF drawdown since its inception was -90.17%, which is greater than GOOGL's maximum drawdown of -65.29%. Use the drawdown chart below to compare losses from any high point for COF and GOOGL.
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Drawdown Indicators
| COF | GOOGL | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.17% | -65.29% | -24.88% |
Max Drawdown (1Y)Largest decline over 1 year | -31.47% | -20.37% | -11.10% |
Max Drawdown (3Y)Largest decline over 3 years | -31.47% | -29.81% | -1.66% |
Max Drawdown (5Y)Largest decline over 5 years | -50.38% | -44.32% | -6.06% |
Max Drawdown (10Y)Largest decline over 10 years | -60.25% | -44.32% | -15.93% |
Current DrawdownCurrent decline from peak | -21.56% | -13.10% | -8.46% |
Average DrawdownAverage peak-to-trough decline | -21.49% | -13.01% | -8.48% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.29% | 5.83% | +10.46% |
Volatility
COF vs. GOOGL - Volatility Comparison
Capital One Financial Corporation (COF) and Alphabet Inc. Class A (GOOGL) have volatilities of 9.49% and 9.49%, 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 | GOOGL | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.49% | 9.49% | 0.00% |
Volatility (6M)Calculated over the trailing 6-month period | 25.60% | 21.37% | +4.23% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.40% | 29.69% | +1.71% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.36% | 31.47% | +3.89% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.27% | 29.20% | +8.07% |
Dividends
COF vs. GOOGL - Dividend Comparison
COF's dividend yield for the trailing twelve months is around 1.49%, more than GOOGL's 0.24% 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% |
GOOGL Alphabet Inc. Class A | 0.24% | 0.27% | 0.32% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Financials
COF vs. GOOGL - Financials Comparison
This section allows you to compare key financial metrics between Capital One Financial Corporation and Alphabet Inc. Class A. 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. GOOGL - 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%.
GOOGL - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Alphabet Inc. Class A reported a gross profit of 68.63B and revenue of 109.90B. Therefore, the gross margin over that period was 62.5%.
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%.
GOOGL - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc. Class A reported an operating income of 39.70B and revenue of 109.90B, resulting in an operating margin of 36.1%.
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%.
GOOGL - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Alphabet Inc. Class A reported a net income of 62.58B and revenue of 109.90B, resulting in a net margin of 56.9%.
Frequently Asked Questions
COF and GOOGL have a correlation of 0.34, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
GOOGL has higher volatility (9.49%) compared to COF (9.49%). In terms of maximum drawdown, COF dropped -90.17% vs GOOGL's -65.29%.
GOOGL currently has the higher Sharpe Ratio (3.75 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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