DFS vs. COF
Compare and contrast key facts about Discover Financial Services (DFS) and Capital One Financial Corporation (COF).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: DFS or COF.
Performance
DFS vs. COF - Performance Comparison
Returns By Period
In the year-to-date period, DFS achieves a 56.68% return, which is significantly higher than COF's 41.76% return. Over the past 10 years, DFS has outperformed COF with an annualized return of 12.87%, while COF has yielded a comparatively lower 10.59% annualized return.
DFS
56.68%
16.51%
40.53%
105.53%
18.62%
12.87%
COF
41.76%
15.36%
31.04%
72.62%
15.76%
10.59%
Fundamentals
| DFS | COF | |
|---|---|---|
| Market Cap | $44.21B | $69.76B |
| EPS | $12.41 | $10.59 |
| PE Ratio | 13.96 | 17.27 |
| PEG Ratio | 4.47 | 1.99 |
| Total Revenue (TTM) | $23.16B | $49.45B |
| Gross Profit (TTM) | $23.16B | $53.26B |
| EBITDA (TTM) | $4.04B | $6.89B |
Key characteristics
| DFS | COF | |
|---|---|---|
| Sharpe Ratio | 2.89 | 2.54 |
| Sortino Ratio | 4.00 | 3.71 |
| Omega Ratio | 1.54 | 1.45 |
| Calmar Ratio | 3.34 | 2.05 |
| Martin Ratio | 22.03 | 15.99 |
| Ulcer Index | 5.03% | 4.81% |
| Daily Std Dev | 38.37% | 30.29% |
| Max Drawdown | -81.74% | -90.17% |
| Current Drawdown | -5.11% | -3.94% |
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Correlation
The correlation between DFS and COF is 0.78, 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.
Risk-Adjusted Performance
DFS vs. COF - Risk-Adjusted Performance 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.
Dividends
DFS vs. COF - Dividend Comparison
DFS's dividend yield for the trailing twelve months is around 1.62%, more than COF's 1.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
DFS Discover Financial Services | 1.62% | 2.40% | 2.35% | 1.63% | 1.94% | 1.98% | 2.54% | 1.69% | 1.61% | 2.01% | 1.40% | 1.07% |
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% |
Drawdowns
DFS vs. COF - Drawdown Comparison
The maximum DFS drawdown since its inception was -81.74%, smaller than the maximum COF drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for DFS and COF. For additional features, visit the drawdowns tool.
Volatility
DFS vs. COF - Volatility Comparison
Discover Financial Services (DFS) has a higher volatility of 21.25% compared to Capital One Financial Corporation (COF) at 16.90%. This indicates that DFS's price experiences larger fluctuations and is considered to be riskier than COF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
Financials
DFS vs. COF - Financials Comparison
This section allows you to compare key financial metrics between Discover Financial Services and Capital One Financial Corporation. 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