COF vs. QQQM
COF (Capital One Financial Corporation) is a stock, while QQQM (Invesco NASDAQ 100 ETF) is Nasdaq-100 fund tracking the NASDAQ-100 Index. Over the past 5 years, COF returned 6.56%/yr vs 16.03%/yr for QQQM. At a 0.44 correlation, their price movements are largely independent.
Performance
COF vs. QQQM - Performance Comparison
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Returns By Period
In the year-to-date period, COF achieves a -16.61% return, which is significantly lower than QQQM's 15.99% return.
COF
- 1D
- 1.35%
- 1M
- 6.76%
- YTD
- -16.61%
- 6M
- -18.59%
- 1Y
- -1.42%
- 3Y*
- 25.44%
- 5Y*
- 6.56%
- 10Y*
- 14.48%
QQQM
- 1D
- -0.42%
- 1M
- -0.84%
- YTD
- 15.99%
- 6M
- 14.21%
- 1Y
- 32.39%
- 3Y*
- 25.97%
- 5Y*
- 16.03%
- 10Y*
- —
COF vs. QQQM - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | |
|---|---|---|---|---|---|---|---|
COF Capital One Financial Corporation | -16.61% | 37.65% | 38.24% | 44.32% | -34.59% | 49.32% | 23.09% |
QQQM Invesco NASDAQ 100 ETF | 15.99% | 20.85% | 25.68% | 55.01% | -32.52% | 27.45% | 6.64% |
Correlation
The correlation between COF and QQQM is 0.41, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.41 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.41 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.49 |
Correlation (All Time) Calculated using the full available price history since Oct 13, 2020 | 0.44 |
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Return for Risk
COF vs. QQQM — Risk / Return Rank
COF
QQQM
COF vs. QQQM - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital One Financial Corporation (COF) and Invesco NASDAQ 100 ETF (QQQM). 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 | QQQM | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.88 | ||
| Sortino ratioReturn per unit of downside risk | -2.27 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.33 | -0.31 |
| Calmar ratioReturn relative to maximum drawdown | -0.05 | 2.72 | -2.77 |
| Martin ratioReturn relative to average drawdown | -0.09 | 10.03 | -10.12 |
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Drawdowns
COF vs. QQQM - Drawdown Comparison
The maximum COF drawdown since its inception was -90.17%, which is greater than QQQM's maximum drawdown of -35.04%. Use the drawdown chart below to compare losses from any high point for COF and QQQM.
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Drawdown Indicators
| COF | QQQM | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.17% | -35.04% | -55.13% |
Max Drawdown (1Y)Largest decline over 1 year | -31.47% | -11.96% | -19.51% |
Max Drawdown (3Y)Largest decline over 3 years | -31.47% | -22.70% | -8.77% |
Max Drawdown (5Y)Largest decline over 5 years | -50.38% | -35.04% | -15.34% |
Max Drawdown (10Y)Largest decline over 10 years | -60.25% | — | — |
Current DrawdownCurrent decline from peak | -21.64% | -4.64% | -17.00% |
Average DrawdownAverage peak-to-trough decline | -21.49% | -8.20% | -13.29% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.41% | 3.24% | +13.17% |
Volatility
COF vs. QQQM - Volatility Comparison
Capital One Financial Corporation (COF) has a higher volatility of 9.69% compared to Invesco NASDAQ 100 ETF (QQQM) at 9.00%. This indicates that COF's price experiences larger fluctuations and is considered to be riskier than QQQM based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COF | QQQM | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.69% | 9.00% | +0.69% |
Volatility (6M)Calculated over the trailing 6-month period | 25.63% | 14.39% | +11.24% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.36% | 17.83% | +13.53% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.37% | 22.53% | +12.84% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.23% | 22.29% | +14.94% |
Dividends
COF vs. QQQM - Dividend Comparison
COF's dividend yield for the trailing twelve months is around 1.50%, more than QQQM's 0.45% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COF Capital One Financial Corporation | 1.50% | 1.07% | 1.35% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.12% | 1.61% | 1.83% | 2.08% |
QQQM Invesco NASDAQ 100 ETF | 0.45% | 0.50% | 0.61% | 0.65% | 0.83% | 0.40% | 0.16% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
Frequently Asked Questions
COF and QQQM have a correlation of 0.41, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COF has higher volatility (9.69%) compared to QQQM (9.00%). In terms of maximum drawdown, COF dropped -90.17% vs QQQM's -35.04%.
QQQM currently has the higher Sharpe Ratio (1.83 vs -0.05), 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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