COF vs. SYF
COF (Capital One Financial Corporation) and SYF (Synchrony Financial) are both stocks. Both operate in the Credit Services industry within the Financial Services sector. Over the past 10 years, COF returned 14.17%/yr vs 13.35%/yr for SYF. Their correlation of 0.80 means they have usually moved in the same direction.
Performance
COF vs. SYF - Performance Comparison
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Returns By Period
In the year-to-date period, COF achieves a -13.06% return, which is significantly lower than SYF's -8.42% return. Over the past 10 years, COF has outperformed SYF with an annualized return of 14.17%, while SYF has yielded a comparatively lower 13.35% 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%
SYF
- 1D
- -1.79%
- 1M
- -0.71%
- 6M
- 5.20%
- YTD
- -8.42%
- 1Y
- 14.11%
- 3Y*
- 32.20%
- 5Y*
- 12.40%
- 10Y*
- 13.35%
- ALL TIME*
- 12.62%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $969.01M | $921.17M | $927.22M | |
| $337.34M | $302.11M | $283.45M |
COF vs. SYF - 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% |
SYF Synchrony Financial | -8.42% | 30.64% | 74.01% | 19.76% | -27.43% | 36.40% | -0.08% | 57.48% | -37.84% | 8.35% |
Correlation
The correlation between COF and SYF is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2014 | 0.80 |
The correlation between COF and SYF has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.
Fundamentals
COF:
$128.22B
SYF:
$24.66B
COF:
$16.73
SYF:
$9.93
COF:
12.49
SYF:
7.63
COF:
1.76
SYF:
1.35
COF:
1.14
SYF:
1.67
COF:
$74.60B
SYF:
$19.90B
COF:
$35.16B
SYF:
$13.59B
COF:
$17.15B
SYF:
$5.10B
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Return for Risk
COF vs. SYF — Risk / Return Rank
COF
SYF
COF vs. SYF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital One Financial Corporation (COF) and Synchrony Financial (SYF). 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 | SYF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | -0.38 | ||
| Sortino ratioReturn per unit of downside risk | -0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.02 | 1.09 | -0.07 |
| Calmar ratioReturn relative to maximum drawdown | -0.04 | 0.39 | -0.43 |
| Martin ratioReturn relative to average drawdown | -0.08 | 0.78 | -0.86 |
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Drawdowns
COF vs. SYF - Drawdown Comparison
The maximum COF drawdown since its inception was -90.17%, which is greater than SYF's maximum drawdown of -66.37%. Use the drawdown chart below to compare losses from any high point for COF and SYF.
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Drawdown Indicators
| COF | SYF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -90.17% | -66.37% | -23.80% |
Max Drawdown (1Y)Largest decline over 1 year | -31.47% | -27.61% | -3.86% |
Max Drawdown (3Y)Largest decline over 3 years | -31.47% | -37.75% | +6.28% |
Max Drawdown (5Y)Largest decline over 5 years | -50.38% | -46.65% | -3.73% |
Max Drawdown (10Y)Largest decline over 10 years | -60.25% | -66.37% | +6.12% |
Current DrawdownCurrent decline from peak | -18.31% | -13.63% | -4.68% |
Average DrawdownAverage peak-to-trough decline | -21.49% | -16.96% | -4.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.59% | 13.57% | +4.02% |
Volatility
COF vs. SYF - Volatility Comparison
The current volatility for Capital One Financial Corporation (COF) is 9.48%, while Synchrony Financial (SYF) has a volatility of 13.66%. This indicates that COF experiences smaller price fluctuations and is considered to be less risky than SYF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| COF | SYF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.48% | 13.66% | -4.18% |
Volatility (6M)Calculated over the trailing 6-month period | 24.22% | 23.91% | +0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 32.21% | 31.62% | +0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 35.35% | 36.91% | -1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.19% | 39.43% | -2.24% |
Dividends
COF vs. SYF - Dividend Comparison
COF's dividend yield for the trailing twelve months is around 1.44%, less than SYF's 1.58% 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% |
SYF Synchrony Financial | 1.58% | 1.38% | 1.54% | 2.51% | 2.74% | 1.90% | 2.54% | 2.39% | 3.07% | 1.45% | 0.72% | 0.00% |
Financials
COF vs. SYF - Financials Comparison
This section allows you to compare key financial metrics between Capital One Financial Corporation and Synchrony Financial. 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. SYF - Profitability Comparison
COF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Capital One Financial Corporation reported a gross profit of 0.00 and revenue of 15.85B. Therefore, the gross margin over that period was 0.0%.
SYF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Synchrony Financial reported a gross profit of 3.93B and revenue of 4.69B. Therefore, the gross margin over that period was 83.7%.
COF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Capital One Financial Corporation reported an operating income of 3.02B and revenue of 15.85B, resulting in an operating margin of 19.1%.
SYF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Synchrony Financial reported an operating income of 1.39B and revenue of 4.69B, resulting in an operating margin of 29.7%.
COF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Capital One Financial Corporation reported a net income of 3.02B and revenue of 15.85B, resulting in a net margin of 19.1%.
SYF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Synchrony Financial reported a net income of 885.00M and revenue of 4.69B, resulting in a net margin of 18.9%.
Frequently Asked Questions
COF and SYF have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SYF has higher volatility (13.66%) compared to COF (9.48%). In terms of maximum drawdown, COF dropped -90.17% vs SYF's -66.37%.
SYF currently has the higher Sharpe Ratio (0.34 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.
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