COF vs. SIRI
COF (Capital One Financial Corporation) and SIRI (Sirius XM Holdings Inc.) are both stocks. COF operates in Credit Services (Financial Services), while SIRI operates in Broadcasting (Communication Services). Over the past 10 years, COF returned 14.38%/yr vs -0.84%/yr for SIRI. At a 0.25 correlation, their price movements are largely independent.
Performance
COF vs. SIRI - Performance Comparison
Loading charts...
Returns By Period
In the year-to-date period, COF achieves a -15.86% return, which is significantly lower than SIRI's 49.60% return. Over the past 10 years, COF has outperformed SIRI with an annualized return of 14.38%, while SIRI has yielded a comparatively lower -0.84% annualized return.
COF
- 1D
- -0.84%
- 1M
- 7.64%
- YTD
- -15.86%
- 6M
- -17.02%
- 1Y
- -2.73%
- 3Y*
- 24.74%
- 5Y*
- 7.47%
- 10Y*
- 14.38%
SIRI
- 1D
- 3.14%
- 1M
- -0.95%
- YTD
- 49.60%
- 6M
- 47.14%
- 1Y
- 35.98%
- 3Y*
- -10.22%
- 5Y*
- -11.71%
- 10Y*
- -0.84%
COF vs. SIRI - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
COF Capital One Financial Corporation | -15.86% | 37.65% | 38.24% | 44.32% | -34.59% | 49.32% | -2.66% | 38.62% | -22.77% | 16.30% |
SIRI Sirius XM Holdings Inc. | 49.60% | -7.97% | -56.93% | -4.27% | -3.21% | 0.74% | -10.11% | 26.24% | 7.28% | 21.42% |
Correlation
The correlation between COF and SIRI is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 1994 | 0.25 |
The correlation between COF and SIRI shifts across timeframes, from 0.21 (1 year) to 0.37 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
COF:
$126.10B
SIRI:
$9.88B
COF:
$5.10
SIRI:
$2.42
COF:
39.63
SIRI:
12.10
COF:
1.70
SIRI:
1.19
COF:
1.12
SIRI:
0.84
COF:
$75.16B
SIRI:
$8.58B
COF:
$36.31B
SIRI:
$4.10B
COF:
$7.70B
SIRI:
$1.77B
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. SIRI — Risk / Return Rank
COF
SIRI
COF vs. SIRI - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital One Financial Corporation (COF) and Sirius XM Holdings Inc. (SIRI). 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 | SIRI | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -1.12 | ||
| Sortino ratioReturn per unit of downside risk | -1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.01 | 1.20 | -0.19 |
| Calmar ratioReturn relative to maximum drawdown | -0.09 | 2.07 | -2.16 |
| Martin ratioReturn relative to average drawdown | -0.16 | 4.04 | -4.20 |
Loading charts...
Drawdowns
COF vs. SIRI - Drawdown Comparison
The maximum COF drawdown since its inception was -90.17%, smaller than the maximum SIRI drawdown of -99.92%. Use the drawdown chart below to compare losses from any high point for COF and SIRI.
Loading charts...
Drawdown Indicators
| COF | SIRI | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.17% | -99.92% | +9.75% |
Max Drawdown (1Y)Largest decline over 1 year | -31.47% | -17.44% | -14.03% |
Max Drawdown (3Y)Largest decline over 3 years | -31.47% | -73.87% | +42.40% |
Max Drawdown (5Y)Largest decline over 5 years | -50.38% | -73.87% | +23.49% |
Max Drawdown (10Y)Largest decline over 10 years | -60.25% | -73.87% | +13.62% |
Current DrawdownCurrent decline from peak | -20.94% | -94.41% | +73.47% |
Average DrawdownAverage peak-to-trough decline | -21.49% | -80.56% | +59.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 16.56% | 8.93% | +7.63% |
Volatility
COF vs. SIRI - Volatility Comparison
Capital One Financial Corporation (COF) has a higher volatility of 9.79% compared to Sirius XM Holdings Inc. (SIRI) at 6.49%. This indicates that COF's price experiences larger fluctuations and is considered to be riskier than SIRI based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Loading charts...
Volatility by Period
| COF | SIRI | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.79% | 6.49% | +3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 25.70% | 23.63% | +2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.40% | 35.18% | -3.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.36% | 44.93% | -9.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.15% | 37.67% | -0.52% |
Dividends
COF vs. SIRI - Dividend Comparison
COF's dividend yield for the trailing twelve months is around 1.48%, less than SIRI's 3.69% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COF Capital One Financial Corporation | 1.48% | 1.07% | 1.35% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.12% | 1.61% | 1.83% | 2.08% |
SIRI Sirius XM Holdings Inc. | 3.69% | 5.40% | 4.68% | 1.81% | 5.82% | 1.04% | 0.86% | 0.69% | 0.79% | 0.76% | 0.22% | 0.00% |
Financials
COF vs. SIRI - Financials Comparison
This section allows you to compare key financial metrics between Capital One Financial Corporation and Sirius XM Holdings Inc.. 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
COF vs. SIRI - Profitability Comparison
COF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Capital One Financial Corporation reported a gross profit of 11.16B and revenue of 19.32B. Therefore, the gross margin over that period was 57.8%.
SIRI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sirius XM Holdings Inc. reported a gross profit of 1.04B and revenue of 2.09B. Therefore, the gross margin over that period was 49.6%.
COF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Capital One Financial Corporation reported an operating income of 2.70B and revenue of 19.32B, resulting in an operating margin of 14.0%.
SIRI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sirius XM Holdings Inc. reported an operating income of 454.00M and revenue of 2.09B, resulting in an operating margin of 21.7%.
COF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Capital One Financial Corporation reported a net income of 2.17B and revenue of 19.32B, resulting in a net margin of 11.3%.
SIRI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sirius XM Holdings Inc. reported a net income of 245.00M and revenue of 2.09B, resulting in a net margin of 11.7%.
Frequently Asked Questions
COF and SIRI have a correlation of 0.21, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COF has higher volatility (9.79%) compared to SIRI (6.49%). In terms of maximum drawdown, COF dropped -90.17% vs SIRI's -99.92%.
SIRI currently has the higher Sharpe Ratio (1.03 vs -0.09), 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 SIRI
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