JPM vs. COF
JPM (JPMorgan Chase & Co.) is a stock, while COF (Capital One Financial Corporation) is a stock. Over the past 10 years, JPM returned 21.41%/yr vs 13.23%/yr for COF. A 0.59 correlation means they provide meaningful diversification when combined.
Performance
JPM vs. COF - Performance Comparison
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Returns By Period
In the year-to-date period, JPM achieves a -2.76% return, which is significantly higher than COF's -19.35% return. Over the past 10 years, JPM has outperformed COF with an annualized return of 21.41%, while COF has yielded a comparatively lower 13.23% annualized return.
JPM
- 1D
- 0.77%
- 1M
- 8.03%
- YTD
- -2.76%
- 6M
- 2.55%
- 1Y
- 35.00%
- 3Y*
- 37.47%
- 5Y*
- 17.64%
- 10Y*
- 21.41%
COF
- 1D
- 1.18%
- 1M
- 5.33%
- YTD
- -19.35%
- 6M
- -6.89%
- 1Y
- 12.85%
- 3Y*
- 29.10%
- 5Y*
- 9.70%
- 10Y*
- 13.23%
JPM vs. COF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | -2.76% | 37.27% | 44.29% | 30.63% | -12.64% | 27.75% | -5.53% | 47.26% | -6.62% | 26.76% |
COF Capital One Financial Corporation | -19.35% | 37.65% | 38.24% | 44.32% | -34.59% | 49.32% | -2.66% | 38.62% | -22.77% | 16.30% |
Correlation
The correlation between JPM and COF is 0.64, which is moderate. They share some common price drivers but move independently often enough to provide real diversification benefit when combined.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.64 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.62 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.68 |
Correlation (All Time) Calculated using the full available price history since Nov 17, 1994 | 0.59 |
The correlation between JPM and COF has been stable across timeframes, ranging from 0.59 to 0.68 — a consistent structural relationship.
Fundamentals
JPM:
$866.97B
COF:
$105.41B
JPM:
$20.42
COF:
$4.36
JPM:
15.20
COF:
44.62
JPM:
3.38
COF:
1.58
JPM:
2.53
COF:
0.93
JPM:
$256.52B
COF:
$69.25B
JPM:
$168.20B
COF:
$32.78B
JPM:
$78.84B
COF:
$2.28B
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Return for Risk
JPM vs. COF — Risk / Return Rank
JPM
COF
JPM vs. COF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for JPMorgan Chase & Co. (JPM) 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.
| JPM | COF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 1.62 | 0.39 | +1.23 |
Sortino ratioReturn per unit of downside risk | 2.15 | 0.71 | +1.44 |
Omega ratioGain probability vs. loss probability | 1.29 | 1.10 | +0.19 |
Calmar ratioReturn relative to maximum drawdown | 3.07 | 0.88 | +2.19 |
Martin ratioReturn relative to average drawdown | 8.43 | 2.37 | +6.06 |
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month. | |||
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Sharpe Ratios by Period
| JPM | COF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 1.62 | 0.39 | +1.23 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.73 | 0.28 | +0.45 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.78 | 0.36 | +0.43 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.34 | 0.30 | +0.05 |
Drawdowns
JPM vs. COF - Drawdown Comparison
The maximum JPM drawdown since its inception was -76.16%, smaller than the maximum COF drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for JPM and COF.
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Drawdown Indicators
| JPM | COF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.16% | -90.17% | +14.01% |
Max Drawdown (1Y)Largest decline over 1 year | -15.47% | -31.47% | +16.00% |
Max Drawdown (5Y)Largest decline over 5 years | -38.77% | -50.38% | +11.61% |
Max Drawdown (10Y)Largest decline over 10 years | -43.63% | -60.25% | +16.62% |
Current DrawdownCurrent decline from peak | -6.78% | -24.22% | +17.44% |
Average DrawdownAverage peak-to-trough decline | -17.66% | -21.47% | +3.81% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 5.64% | 11.66% | -6.02% |
Volatility
JPM vs. COF - Volatility Comparison
The current volatility for JPMorgan Chase & Co. (JPM) is 6.69%, while Capital One Financial Corporation (COF) has a volatility of 9.44%. This indicates that JPM experiences smaller price fluctuations and is considered to be less risky than COF based on this measure. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| JPM | COF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.69% | 9.44% | -2.75% |
Volatility (6M)Calculated over the trailing 6-month period | 17.48% | 25.85% | -8.37% |
Volatility (1Y)Calculated over the trailing 1-year period | 23.19% | 36.12% | -12.93% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 24.38% | 35.31% | -10.93% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.38% | 37.25% | -9.87% |
Dividends
JPM vs. COF - Dividend Comparison
JPM's dividend yield for the trailing twelve months is around 1.90%, more than COF's 1.44% yield.
| TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
JPM JPMorgan Chase & Co. | 1.90% | 1.72% | 1.92% | 2.38% | 2.98% | 2.34% | 2.83% | 2.37% | 2.54% | 1.91% | 2.13% | 2.54% |
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% |
Financials
JPM vs. COF - Financials Comparison
This section allows you to compare key financial metrics between JPMorgan Chase & Co. 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
JPM vs. COF - Profitability Comparison
JPM - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, JPMorgan Chase & Co. reported a gross profit of 41.14B and revenue of 45.80B. Therefore, the gross margin over that period was 89.8%.
COF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Capital One Financial Corporation reported a gross profit of 11.36B and revenue of 19.72B. Therefore, the gross margin over that period was 57.6%.
JPM - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, JPMorgan Chase & Co. reported an operating income of 17.16B and revenue of 45.80B, resulting in an operating margin of 37.5%.
COF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Capital One Financial Corporation reported an operating income of 2.10B and revenue of 19.72B, resulting in an operating margin of 10.6%.
JPM - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, JPMorgan Chase & Co. reported a net income of 13.03B and revenue of 45.80B, resulting in a net margin of 28.4%.
COF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Capital One Financial Corporation reported a net income of 2.13B and revenue of 19.72B, resulting in a net margin of 10.8%.