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COF vs. SYF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Correlation

The correlation between COF and SYF is 0.57, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.


-0.50.00.51.0
Correlation: 0.6

Performance

COF vs. SYF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Capital One Financial Corporation (COF) and Synchrony Financial (SYF). The values are adjusted to include any dividend payments, if applicable.

150.00%200.00%250.00%NovemberDecember2025FebruaryMarchApril
184.82%
178.96%
COF
SYF

Key characteristics

Sharpe Ratio

COF:

0.70

SYF:

0.58

Sortino Ratio

COF:

1.28

SYF:

1.14

Omega Ratio

COF:

1.17

SYF:

1.15

Calmar Ratio

COF:

0.98

SYF:

0.68

Martin Ratio

COF:

3.10

SYF:

2.15

Ulcer Index

COF:

8.90%

SYF:

11.92%

Daily Std Dev

COF:

39.54%

SYF:

43.98%

Max Drawdown

COF:

-90.17%

SYF:

-66.37%

Current Drawdown

COF:

-11.81%

SYF:

-26.22%

Fundamentals

Market Cap

COF:

$67.58B

SYF:

$18.99B

EPS

COF:

$12.33

SYF:

$7.50

PE Ratio

COF:

14.31

SYF:

6.65

PEG Ratio

COF:

1.34

SYF:

1.61

PS Ratio

COF:

2.39

SYF:

2.18

PB Ratio

COF:

1.06

SYF:

1.20

Total Revenue (TTM)

COF:

$33.42B

SYF:

$12.50B

Gross Profit (TTM)

COF:

$33.44B

SYF:

$10.49B

EBITDA (TTM)

COF:

$4.49B

SYF:

$5.24B

Returns By Period

In the year-to-date period, COF achieves a 4.08% return, which is significantly higher than SYF's -19.83% return. Over the past 10 years, COF has outperformed SYF with an annualized return of 10.82%, while SYF has yielded a comparatively lower 7.70% annualized return.


COF

YTD

4.08%

1M

1.43%

6M

21.49%

1Y

26.17%

5Y*

29.34%

10Y*

10.82%

SYF

YTD

-19.83%

1M

-7.04%

6M

-5.27%

1Y

17.57%

5Y*

28.45%

10Y*

7.70%

*Annualized

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Risk-Adjusted Performance

COF vs. SYF — Risk-Adjusted Performance Rank

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

COF
The Risk-Adjusted Performance Rank of COF is 7878
Overall Rank
The Sharpe Ratio Rank of COF is 7777
Sharpe Ratio Rank
The Sortino Ratio Rank of COF is 7373
Sortino Ratio Rank
The Omega Ratio Rank of COF is 7272
Omega Ratio Rank
The Calmar Ratio Rank of COF is 8484
Calmar Ratio Rank
The Martin Ratio Rank of COF is 8080
Martin Ratio Rank

SYF
The Risk-Adjusted Performance Rank of SYF is 7474
Overall Rank
The Sharpe Ratio Rank of SYF is 7474
Sharpe Ratio Rank
The Sortino Ratio Rank of SYF is 7070
Sortino Ratio Rank
The Omega Ratio Rank of SYF is 7070
Omega Ratio Rank
The Calmar Ratio Rank of SYF is 7878
Calmar Ratio Rank
The Martin Ratio Rank of SYF is 7575
Martin Ratio Rank
The risk-adjusted ranks indicate the investment's position relative to the market. A rank closer to 100 signifies top-performing investments, while a rank closer to 0 might suggest underperformance, based on the selected ratio. The values are calculated based on the past 12 months of returns.

COF vs. SYF - Risk-Adjusted Performance 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.


The chart of Sharpe ratio for COF, currently valued at 0.70, compared to the broader market-2.00-1.000.001.002.003.00
COF: 0.70
SYF: 0.58
The chart of Sortino ratio for COF, currently valued at 1.28, compared to the broader market-6.00-4.00-2.000.002.004.00
COF: 1.28
SYF: 1.14
The chart of Omega ratio for COF, currently valued at 1.17, compared to the broader market0.501.001.502.00
COF: 1.17
SYF: 1.15
The chart of Calmar ratio for COF, currently valued at 0.98, compared to the broader market0.001.002.003.004.005.00
COF: 0.98
SYF: 0.68
The chart of Martin ratio for COF, currently valued at 3.10, compared to the broader market-10.00-5.000.005.0010.0015.0020.00
COF: 3.10
SYF: 2.15

The current COF Sharpe Ratio is 0.70, which is comparable to the SYF Sharpe Ratio of 0.58. The chart below compares the historical Sharpe Ratios of COF and SYF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.001.002.003.004.00NovemberDecember2025FebruaryMarchApril
0.70
0.58
COF
SYF

Dividends

COF vs. SYF - Dividend Comparison

COF's dividend yield for the trailing twelve months is around 1.30%, less than SYF's 1.93% yield.


TTM20242023202220212020201920182017201620152014
COF
Capital One Financial Corporation
1.30%1.35%1.83%2.58%1.79%1.01%1.55%2.12%1.61%1.83%2.63%1.45%
SYF
Synchrony Financial
1.93%1.54%2.51%2.74%1.90%2.54%2.39%3.07%1.45%0.72%0.00%0.00%

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. For additional features, visit the drawdowns tool.


-40.00%-30.00%-20.00%-10.00%0.00%NovemberDecember2025FebruaryMarchApril
-11.81%
-26.22%
COF
SYF

Volatility

COF vs. SYF - Volatility Comparison

The current volatility for Capital One Financial Corporation (COF) is 23.43%, while Synchrony Financial (SYF) has a volatility of 26.36%. 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.


5.00%10.00%15.00%20.00%25.00%NovemberDecember2025FebruaryMarchApril
23.43%
26.36%
COF
SYF

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities


Values in USD except per share items