DFS vs. COF

Last updated Apr 1, 2026

Compare and contrast key facts about Discover Financial Services (DFS) and Capital One Financial Corporation (COF).

Performance

DFS vs. COF - Performance Comparison

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

DFS vs. COF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
DFS Discover Financial Services	0.00%	15.88%	57.32%	18.20%	-13.55%	29.78%	10.13%	46.94%	-21.80%	8.92%
COF Capital One Financial Corporation	-24.44%	37.65%	38.24%	44.32%	-34.59%	49.32%	-2.66%	38.62%	-22.77%	16.30%

Fundamentals

Total Revenue (TTM) DFS : $10.25B COF : $69.25B
Gross Profit (TTM) DFS : $7.81B COF : $32.78B
EBITDA (TTM) DFS : $4.40B COF : $2.28B

Returns By Period

DFS

• 1D: —
• 1M: —
• YTD: —
• 6M: —
• 1Y: —
• 3Y*: —
• 5Y*: —
• 10Y*: —

COF

• 1D: 2.41%
• 1M: -6.75%
• YTD: -24.44%
• 6M: -13.53%
• 1Y: 3.13%
• 3Y*: 25.91%
• 5Y*: 9.00%
• 10Y*: 11.90%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

DFS vs. COF — Risk / Return Rank

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

COF

COF Risk / Return Rank: 44
COF Sharpe Ratio Rank: 45
COF Sortino Ratio Rank: 40
COF Omega Ratio Rank: 40
COF Calmar Ratio Rank: 48
COF Martin Ratio Rank: 50

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.

DFS vs. COF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for Discover Financial Services (DFS) and Capital One Financial Corporation (COF). 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.

Risk / return metrics aren't available yet — we need at least 12 months of trading data to calculate them.

Sharpe Ratios by Period

	DFS	COF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	—	0.08	—
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	—	0.26	—
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	—	0.32	—
Sharpe Ratio (All Time) Calculated using the full available price history	—	0.29	—

Correlation

The correlation between DFS and COF is 0.77, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.

Dividends

DFS vs. COF - Dividend Comparison

DFS has not paid dividends to shareholders, while COF's dividend yield for the trailing twelve months is around 1.53%.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
DFS Discover Financial Services	0.00%	0.35%	1.62%	2.40%	2.35%	1.63%	1.94%	1.98%	2.54%	1.69%	1.61%	2.01%
COF Capital One Financial Corporation	1.53%	1.07%	1.35%	1.83%	2.58%	1.79%	1.01%	1.55%	2.12%	1.61%	1.83%	2.08%

Drawdowns

Drawdown Indicators

	DFS	COF	Difference
Max Drawdown Largest peak-to-trough decline	—	-90.17%	—
Max Drawdown (1Y) Largest decline over 1 year	—	-31.47%	—
Max Drawdown (5Y) Largest decline over 5 years	—	-50.38%	—
Max Drawdown (10Y) Largest decline over 10 years	—	-60.25%	—
Current Drawdown Current decline from peak	—	-29.00%	—
Average Drawdown Average peak-to-trough decline	—	-21.46%	—
Ulcer Index Depth and duration of drawdowns from previous peaks	—	11.11%	—

Volatility

Volatility by Period

	DFS	COF	Difference
Volatility (1M) Calculated over the trailing 1-month period	—	7.51%	—
Volatility (6M) Calculated over the trailing 6-month period	—	25.41%	—
Volatility (1Y) Calculated over the trailing 1-year period	—	38.05%	—
Volatility (5Y) Calculated over the trailing 5-year period, annualized	—	35.21%	—
Volatility (10Y) Calculated over the trailing 10-year period, annualized	—	37.21%	—

Financials