COF vs. JPM
Compare and contrast key facts about Capital One Financial Corporation (COF) and JPMorgan Chase & Co. (JPM).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COF or JPM.
Correlation
The correlation between COF and JPM is 0.67, 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.
Performance
COF vs. JPM - Performance Comparison
Key characteristics
COF:
0.64
JPM:
1.04
COF:
1.21
JPM:
1.56
COF:
1.16
JPM:
1.23
COF:
0.90
JPM:
1.22
COF:
2.84
JPM:
4.27
COF:
8.94%
JPM:
6.96%
COF:
39.56%
JPM:
28.58%
COF:
-90.17%
JPM:
-74.02%
COF:
-12.91%
JPM:
-12.47%
Fundamentals
COF:
$70.87B
JPM:
$679.88B
COF:
$11.89
JPM:
$20.38
COF:
15.56
JPM:
12.00
COF:
1.34
JPM:
6.58
COF:
2.50
JPM:
4.03
COF:
1.06
JPM:
2.02
COF:
$33.42B
JPM:
$204.37B
COF:
$33.44B
JPM:
$180.79B
COF:
$4.49B
JPM:
$100.17B
Returns By Period
The year-to-date returns for both stocks are quite close, with COF having a 2.78% return and JPM slightly lower at 2.76%. Over the past 10 years, COF has underperformed JPM with an annualized return of 10.63%, while JPM has yielded a comparatively higher 17.76% annualized return.
COF
2.78%
1.61%
14.01%
27.06%
28.98%
10.63%
JPM
2.76%
-2.38%
10.80%
28.87%
25.34%
17.76%
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Risk-Adjusted Performance
COF vs. JPM — Risk-Adjusted Performance Rank
COF
JPM
COF vs. JPM - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital One Financial Corporation (COF) and JPMorgan Chase & Co. (JPM). 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. JPM - Dividend Comparison
COF's dividend yield for the trailing twelve months is around 1.31%, less than JPM's 2.07% yield.
| TTM | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COF Capital One Financial Corporation | 1.31% | 1.35% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.12% | 1.61% | 1.83% | 2.63% | 1.45% |
JPM JPMorgan Chase & Co. | 2.07% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% | 2.49% |
Drawdowns
COF vs. JPM - Drawdown Comparison
The maximum COF drawdown since its inception was -90.17%, which is greater than JPM's maximum drawdown of -74.02%. Use the drawdown chart below to compare losses from any high point for COF and JPM. For additional features, visit the drawdowns tool.
Volatility
COF vs. JPM - Volatility Comparison
Capital One Financial Corporation (COF) has a higher volatility of 23.41% compared to JPMorgan Chase & Co. (JPM) at 15.62%. This indicates that COF's price experiences larger fluctuations and is considered to be riskier than JPM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
COF vs. JPM - Financials Comparison
This section allows you to compare key financial metrics between Capital One Financial Corporation and JPMorgan Chase & Co.. 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