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COF vs. SCJ
Performance
Return for Risk
Drawdowns
Volatility
Dividends

Performance

COF vs. SCJ - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital One Financial Corporation (COF) and iShares MSCI Japan Small Cap ETF (SCJ). The values are adjusted to include any dividend payments, if applicable.

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Returns By Period

In the year-to-date period, COF achieves a -26.12% return, which is significantly lower than SCJ's 14.35% return. Over the past 10 years, COF has outperformed SCJ with an annualized return of 11.46%, while SCJ has yielded a comparatively lower 7.55% annualized return.


COF

1D
-3.38%
1M
-6.07%
YTD
-26.12%
6M
-21.20%
1Y
-7.87%
3Y*
19.04%
5Y*
3.21%
10Y*
11.46%

SCJ

1D
0.36%
1M
5.04%
YTD
14.35%
6M
16.37%
1Y
30.15%
3Y*
17.70%
5Y*
7.36%
10Y*
7.55%
*Multi-year figures are annualized to reflect compound growth (CAGR)

COF vs. SCJ - Yearly Performance Comparison


2026 (YTD)202520242023202220212020201920182017
COF
Capital One Financial Corporation
-26.12%37.65%38.24%44.32%-34.59%49.32%-2.66%38.62%-22.77%16.30%
SCJ
iShares MSCI Japan Small Cap ETF
14.35%29.58%3.41%13.22%-12.75%-2.95%7.46%16.16%-17.17%31.61%

Correlation

The correlation between COF and SCJ is 0.25, which is low. Their price movements are largely independent, making them effective diversification partners.


Correlation
Correlation (1Y)
Calculated over the trailing 1-year period

0.25

Correlation (3Y)
Calculated over the trailing 3-year period

0.29

Correlation (5Y)
Calculated over the trailing 5-year period

0.35

Correlation (10Y)
Calculated over the trailing 10-year period

0.38

Correlation (All Time)
Calculated using the full available price history since Dec 28, 2007

0.39

The correlation between COF and SCJ shifts across timeframes, from 0.25 (1 year) to 0.39 (all time), reflecting how their relationship changes across market environments.

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Return for Risk

COF vs. SCJ — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

COF
COF Risk / Return Rank: 2929
Overall Rank
COF Sharpe Ratio Rank: 2929
Sharpe Ratio Rank
COF Sortino Ratio Rank: 2727
Sortino Ratio Rank
COF Omega Ratio Rank: 2626
Omega Ratio Rank
COF Calmar Ratio Rank: 3232
Calmar Ratio Rank
COF Martin Ratio Rank: 3131
Martin Ratio Rank

SCJ
SCJ Risk / Return Rank: 5353
Overall Rank
SCJ Sharpe Ratio Rank: 5555
Sharpe Ratio Rank
SCJ Sortino Ratio Rank: 5555
Sortino Ratio Rank
SCJ Omega Ratio Rank: 5454
Omega Ratio Rank
SCJ Calmar Ratio Rank: 5050
Calmar Ratio Rank
SCJ Martin Ratio Rank: 5050
Martin Ratio Rank
The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

COF vs. SCJ - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Capital One Financial Corporation (COF) and iShares MSCI Japan Small Cap ETF (SCJ). 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.


COFSCJDifference
Sharpe ratioReturn per unit of total volatility

-2.14

Sortino ratioReturn per unit of downside risk

-2.81

Omega ratioGain probability vs. loss probability

0.98

1.34

-0.35

Calmar ratioReturn relative to maximum drawdown

-0.25

2.49

-2.74

Martin ratioReturn relative to average drawdown

-0.52

8.42

-8.94

COF vs. SCJ - Sharpe Ratio Comparison

The current COF Sharpe Ratio is -0.26, which is lower than the SCJ Sharpe Ratio of 1.88. The chart below compares the historical Sharpe Ratios of COF and SCJ, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.


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Sharpe Ratios by Period


COFSCJDifference

Sharpe Ratio (1Y)

Calculated over the trailing 1-year period

-0.26

1.88

-2.14

Sharpe Ratio (5Y)

Calculated over the trailing 5-year period

0.09

0.47

-0.38

Sharpe Ratio (10Y)

Calculated over the trailing 10-year period

0.31

0.46

-0.16

Sharpe Ratio (All Time)

Calculated using the full available price history

0.29

0.30

-0.02

Drawdowns

COF vs. SCJ - Drawdown Comparison

The maximum COF drawdown since its inception was -90.17%, which is greater than SCJ's maximum drawdown of -43.52%. Use the drawdown chart below to compare losses from any high point for COF and SCJ.


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Drawdown Indicators


COFSCJDifference

Max Drawdown

Largest peak-to-trough decline

-90.17%

-43.52%

-46.65%

Max Drawdown (1Y)

Largest decline over 1 year

-31.47%

-12.17%

-19.30%

Max Drawdown (3Y)

Largest decline over 3 years

-31.47%

-12.43%

-19.04%

Max Drawdown (5Y)

Largest decline over 5 years

-50.38%

-33.25%

-17.13%

Max Drawdown (10Y)

Largest decline over 10 years

-60.25%

-38.87%

-21.38%

Current Drawdown

Current decline from peak

-30.58%

-1.82%

-28.76%

Average Drawdown

Average peak-to-trough decline

-21.49%

-10.38%

-11.11%

Ulcer Index

Depth and duration of drawdowns from previous peaks

15.25%

3.59%

+11.66%

Volatility

COF vs. SCJ - Volatility Comparison

Capital One Financial Corporation (COF) has a higher volatility of 7.49% compared to iShares MSCI Japan Small Cap ETF (SCJ) at 4.03%. This indicates that COF's price experiences larger fluctuations and is considered to be riskier than SCJ based on this measure. The chart below showcases a comparison of their rolling one-month volatility.


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Volatility by Period


COFSCJDifference

Volatility (1M)

Calculated over the trailing 1-month period

7.49%

4.03%

+3.46%

Volatility (6M)

Calculated over the trailing 6-month period

24.55%

13.13%

+11.42%

Volatility (1Y)

Calculated over the trailing 1-year period

30.83%

16.11%

+14.72%

Volatility (5Y)

Calculated over the trailing 5-year period, annualized

35.32%

15.81%

+19.51%

Volatility (10Y)

Calculated over the trailing 10-year period, annualized

37.25%

16.29%

+20.96%

Dividends

COF vs. SCJ - Dividend Comparison

COF's dividend yield for the trailing twelve months is around 1.69%, less than SCJ's 2.75% yield.


PositionTTM20252024202320222021202020192018201720162015
COF
Capital One Financial Corporation
1.69%1.07%1.35%1.83%2.58%1.79%1.01%1.55%2.12%1.61%1.83%2.08%
SCJ
iShares MSCI Japan Small Cap ETF
2.75%3.14%1.79%1.99%1.18%1.87%0.89%1.85%1.44%1.45%2.73%1.53%

Frequently Asked Questions


COF and SCJ have a correlation of 0.25, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

COF has higher volatility (7.49%) compared to SCJ (4.03%). In terms of maximum drawdown, COF dropped -90.17% vs SCJ's -43.52%.

SCJ currently has the higher Sharpe Ratio (1.88 vs -0.26), 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.

Portfolio Optimizer

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