COF vs. SCHD
COF (Capital One Financial Corporation) is a stock, while SCHD (Schwab U.S. Dividend Equity ETF) is Dividend fund tracking the Dow Jones U.S. Dividend 100 Index. Over the past 10 years, COF returned 14.17%/yr vs 12.76%/yr for SCHD. Their 0.62 correlation means they have sometimes moved together and sometimes differently.
Performance
COF vs. SCHD - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, COF achieves a -13.06% return, which is significantly lower than SCHD's 24.03% return. Over the past 10 years, COF has outperformed SCHD with an annualized return of 14.17%, while SCHD has yielded a comparatively lower 12.76% annualized return.
COF
- 1D
- -0.54%
- 1M
- 1.90%
- 6M
- -3.75%
- YTD
- -13.06%
- 1Y
- 2.23%
- 3Y*
- 23.49%
- 5Y*
- 7.22%
- 10Y*
- 14.17%
- ALL TIME*
- 13.57%
SCHD
- 1D
- 0.18%
- 1M
- 3.33%
- 6M
- 14.09%
- YTD
- 24.03%
- 1Y
- 31.54%
- 3Y*
- 14.19%
- 5Y*
- 9.54%
- 10Y*
- 12.76%
- ALL TIME*
- 13.39%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $969.01M | $921.17M | $927.22M | |
| $786.88M | $715.86M | $685.58M |
COF vs. SCHD - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COF Capital One Financial Corporation | -13.06% | 37.65% | 38.24% | 44.32% | -34.59% | 49.32% | -2.66% | 38.62% | -22.77% | 16.30% |
SCHD Schwab U.S. Dividend Equity ETF | 24.03% | 4.34% | 11.66% | 4.54% | -3.26% | 29.87% | 15.03% | 27.29% | -5.56% | 20.85% |
Correlation
The correlation between COF and SCHD is 0.33, which is low. Their historical price movements had little consistent relationship.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.33 |
Correlation (3Y) Balances recent behavior with more history. | 0.48 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.59 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.62 |
Correlation (All Time) Calculated using the full available price history since Oct 20, 2011 | 0.62 |
Over the past year, the correlation between COF and SCHD has dropped to 0.33 - well below their long-term average of 0.62, suggesting their price drivers have been diverging.
Compare stocks, funds, or ETFs
Search for stocks, ETFs, and funds for a quick comparison or use the comparison tool for more options.
Return for Risk
COF vs. SCHD — Risk / Return Rank
COF
SCHD
COF vs. SCHD - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital One Financial Corporation (COF) and Schwab U.S. Dividend Equity ETF (SCHD). 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 | SCHD | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -2.86 | ||
| Sortino ratioReturn per unit of downside risk | -4.21 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.51 | -0.49 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 6.74 | -6.78 |
| Martin ratioReturn relative to average drawdown | -0.08 | 17.01 | -17.09 |
Loading charts...
Drawdowns
COF vs. SCHD - Drawdown Comparison
The maximum COF drawdown since its inception was -90.17%, which is greater than SCHD's maximum drawdown of -33.37%. Use the drawdown chart below to compare losses from any high point for COF and SCHD.
Loading charts...
Drawdown Indicators
| COF | SCHD | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.17% | -33.37% | -56.80% |
Max Drawdown (1Y)Largest decline over 1 year | -31.47% | -4.61% | -26.86% |
Max Drawdown (3Y)Largest decline over 3 years | -31.47% | -16.13% | -15.34% |
Max Drawdown (5Y)Largest decline over 5 years | -50.38% | -16.85% | -33.53% |
Max Drawdown (10Y)Largest decline over 10 years | -60.25% | -33.37% | -26.88% |
Current DrawdownCurrent decline from peak | -18.31% | -1.24% | -17.07% |
Average DrawdownAverage peak-to-trough decline | -21.49% | -3.30% | -18.19% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.59% | 1.82% | +15.77% |
Volatility
COF vs. SCHD - Volatility Comparison
Capital One Financial Corporation (COF) has a higher volatility of 9.48% compared to Schwab U.S. Dividend Equity ETF (SCHD) at 4.11%. This indicates that COF's price experiences larger fluctuations and is considered to be riskier than SCHD based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| COF | SCHD | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.48% | 4.11% | +5.37% |
Volatility (6M)Calculated over the trailing 6-month period | 24.22% | 8.11% | +16.11% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.21% | 11.13% | +21.08% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.35% | 14.39% | +20.96% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.19% | 16.72% | +20.47% |
Dividends
COF vs. SCHD - Dividend Comparison
COF's dividend yield for the trailing twelve months is around 1.44%, less than SCHD's 3.13% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COF Capital One Financial Corporation | 1.44% | 1.07% | 1.35% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.12% | 1.61% | 1.83% | 2.08% |
SCHD Schwab U.S. Dividend Equity ETF | 3.13% | 3.82% | 3.64% | 3.49% | 3.39% | 2.78% | 3.16% | 2.98% | 3.06% | 2.63% | 2.89% | 2.97% |
Frequently Asked Questions
COF and SCHD have a correlation of 0.33, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COF has higher volatility (9.48%) compared to SCHD (4.11%). In terms of maximum drawdown, COF dropped -90.17% vs SCHD's -33.37%.
SCHD currently has the higher Sharpe Ratio (2.81 vs -0.04), 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.
Find the right allocation for COF and SCHD
Add both to a portfolio and optimize allocations for your target — whether that's maximizing returns, minimizing drawdowns, or balancing risk across holdings.
Open Portfolio Optimizer