COF vs. JPM

In the year-to-date period, COF achieves a 41.76% return, which is significantly lower than JPM's 47.49% return. Over the past 10 years, COF has underperformed JPM with an annualized return of 10.59%, while JPM has yielded a comparatively higher 18.30% annualized return.

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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.

The current COF Sharpe Ratio is 2.54, which is comparable to the JPM Sharpe Ratio of 2.86. The chart below compares the historical Sharpe Ratios of COF and JPM, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.

COF's dividend yield for the trailing twelve months is around 1.31%, less than JPM's 1.88% yield.

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.

Capital One Financial Corporation (COF) has a higher volatility of 16.90% compared to JPMorgan Chase & Co. (JPM) at 12.57%. 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.

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.