COF vs. VOO
Compare and contrast key facts about Capital One Financial Corporation (COF) and Vanguard S&P 500 ETF (VOO).
VOO is a passively managed fund by Vanguard that tracks the performance of the S&P 500 Index. It was launched on Sep 7, 2010.
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: COF or VOO.
Performance
COF vs. VOO - Performance Comparison
Returns By Period
In the year-to-date period, COF achieves a 41.76% return, which is significantly higher than VOO's 25.02% return. Over the past 10 years, COF has underperformed VOO with an annualized return of 10.59%, while VOO has yielded a comparatively higher 13.11% annualized return.
COF
41.76%
15.36%
31.04%
72.62%
15.76%
10.59%
VOO
25.02%
0.63%
11.74%
32.35%
15.50%
13.11%
Key characteristics
| COF | VOO | |
|---|---|---|
| Sharpe Ratio | 2.54 | 2.67 |
| Sortino Ratio | 3.71 | 3.56 |
| Omega Ratio | 1.45 | 1.50 |
| Calmar Ratio | 2.05 | 3.85 |
| Martin Ratio | 15.99 | 17.51 |
| Ulcer Index | 4.81% | 1.86% |
| Daily Std Dev | 30.29% | 12.23% |
| Max Drawdown | -90.17% | -33.99% |
| Current Drawdown | -3.94% | -1.76% |
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Correlation
The correlation between COF and VOO is 0.63, 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.
Risk-Adjusted Performance
COF vs. VOO - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Capital One Financial Corporation (COF) and Vanguard S&P 500 ETF (VOO). 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.
Dividends
COF vs. VOO - Dividend Comparison
COF's dividend yield for the trailing twelve months is around 1.31%, more than VOO's 1.25% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COF Capital One Financial Corporation | 1.31% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.12% | 1.61% | 1.83% | 2.63% | 1.45% | 1.24% |
VOO Vanguard S&P 500 ETF | 1.25% | 1.46% | 1.69% | 1.25% | 1.54% | 1.88% | 2.06% | 1.78% | 2.02% | 2.10% | 1.85% | 1.84% |
Drawdowns
COF vs. VOO - Drawdown Comparison
The maximum COF drawdown since its inception was -90.17%, which is greater than VOO's maximum drawdown of -33.99%. Use the drawdown chart below to compare losses from any high point for COF and VOO. For additional features, visit the drawdowns tool.
Volatility
COF vs. VOO - Volatility Comparison
Capital One Financial Corporation (COF) has a higher volatility of 16.90% compared to Vanguard S&P 500 ETF (VOO) at 4.09%. This indicates that COF's price experiences larger fluctuations and is considered to be riskier than VOO based on this measure. The chart below showcases a comparison of their rolling one-month volatility.