KHC vs. COF
KHC (The Kraft Heinz Company) and COF (Capital One Financial Corporation) are both stocks. KHC operates in Packaged Foods (Consumer Defensive), while COF operates in Credit Services (Financial Services). Over the past 10 years, KHC returned -8.01%/yr vs 14.38%/yr for COF. At a 0.22 correlation, their price movements are largely independent.
Performance
KHC vs. COF - Performance Comparison
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Returns By Period
In the year-to-date period, KHC achieves a 3.27% return, which is significantly higher than COF's -15.86% return. Over the past 10 years, KHC has underperformed COF with an annualized return of -8.01%, while COF has yielded a comparatively higher 14.38% annualized return.
KHC
- 1D
- 2.07%
- 1M
- 2.58%
- YTD
- 3.27%
- 6M
- 3.27%
- 1Y
- 0.79%
- 3Y*
- -7.09%
- 5Y*
- -5.34%
- 10Y*
- -8.01%
COF
- 1D
- -0.84%
- 1M
- 7.64%
- YTD
- -15.86%
- 6M
- -17.02%
- 1Y
- -2.73%
- 3Y*
- 24.74%
- 5Y*
- 7.47%
- 10Y*
- 14.38%
KHC vs. COF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
KHC The Kraft Heinz Company | 3.27% | -16.31% | -12.96% | -5.04% | 18.18% | 7.98% | 13.78% | -21.20% | -42.25% | -8.37% |
COF Capital One Financial Corporation | -15.86% | 37.65% | 38.24% | 44.32% | -34.59% | 49.32% | -2.66% | 38.62% | -22.77% | 16.30% |
Correlation
The correlation between KHC and COF is 0.07, meaning there is essentially no relationship between their price movements. Each responds to its own set of market drivers, making them strong candidates for combining in a diversified portfolio.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.07 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.09 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.14 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.20 |
Correlation (All Time) Calculated using the full available price history since Jul 6, 2015 | 0.22 |
The correlation between KHC and COF shifts across timeframes, from 0.07 (1 year) to 0.22 (all time), reflecting how their relationship changes across market environments.
Fundamentals
KHC:
$28.74B
COF:
$126.10B
KHC:
-$4.85
COF:
$5.10
KHC:
1.15
COF:
1.70
KHC:
0.69
COF:
1.12
KHC:
$24.99B
COF:
$75.16B
KHC:
$8.46B
COF:
$36.31B
KHC:
-$3.86B
COF:
$7.70B
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Return for Risk
KHC vs. COF — Risk / Return Rank
KHC
COF
KHC vs. COF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for The Kraft Heinz Company (KHC) 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.
Values are calculated on a 1-year rolling basis and updated daily. Risk-adjusted metrics are more stable over longer periods — use the period switch above to explore them.
| KHC | COF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.12 | ||
| Sortino ratioReturn per unit of downside risk | +0.13 | ||
| Omega ratioGain probability vs. loss probability | 1.03 | 1.01 | +0.01 |
| Calmar ratioReturn relative to maximum drawdown | 0.03 | -0.09 | +0.12 |
| Martin ratioReturn relative to average drawdown | 0.06 | -0.16 | +0.23 |
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Drawdowns
KHC vs. COF - Drawdown Comparison
The maximum KHC drawdown since its inception was -76.07%, smaller than the maximum COF drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for KHC and COF.
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Drawdown Indicators
| KHC | COF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -76.07% | -90.17% | +14.10% |
Max Drawdown (1Y)Largest decline over 1 year | -23.19% | -31.47% | +8.28% |
Max Drawdown (3Y)Largest decline over 3 years | -38.72% | -31.47% | -7.25% |
Max Drawdown (5Y)Largest decline over 5 years | -41.69% | -50.38% | +8.69% |
Max Drawdown (10Y)Largest decline over 10 years | -76.07% | -60.25% | -15.82% |
Current DrawdownCurrent decline from peak | -60.93% | -20.94% | -39.99% |
Average DrawdownAverage peak-to-trough decline | -42.51% | -21.49% | -21.02% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.19% | 16.56% | -3.37% |
Volatility
KHC vs. COF - Volatility Comparison
The Kraft Heinz Company (KHC) and Capital One Financial Corporation (COF) have volatilities of 9.36% and 9.79%, respectively, indicating that both stocks experience similar levels of price fluctuations. This suggests that the risk associated with both stocks, as measured by volatility, is nearly the same. The chart below showcases a comparison of their rolling one-month volatility.
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Volatility by Period
| KHC | COF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 9.36% | 9.79% | -0.43% |
Volatility (6M)Calculated over the trailing 6-month period | 19.64% | 25.70% | -6.06% |
Volatility (1Y)Calculated over the trailing 1-year period | 26.31% | 31.40% | -5.09% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 22.57% | 35.36% | -12.79% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 27.14% | 37.15% | -10.01% |
Dividends
KHC vs. COF - Dividend Comparison
KHC's dividend yield for the trailing twelve months is around 6.61%, more than COF's 1.48% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COF Capital One Financial Corporation | 1.48% | 1.07% | 1.35% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.12% | 1.61% | 1.83% | 2.08% |
KHC The Kraft Heinz Company | 6.61% | 6.60% | 5.21% | 4.33% | 3.93% | 4.46% | 4.62% | 4.98% | 5.81% | 3.15% | 2.69% | 25.01% |
Financials
KHC vs. COF - Financials Comparison
This section allows you to compare key financial metrics between The Kraft Heinz Company 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
KHC vs. COF - Profitability Comparison
KHC - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, The Kraft Heinz Company reported a gross profit of 2.22B and revenue of 6.05B. Therefore, the gross margin over that period was 36.7%.
COF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Capital One Financial Corporation reported a gross profit of 11.16B and revenue of 19.32B. Therefore, the gross margin over that period was 57.8%.
KHC - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, The Kraft Heinz Company reported an operating income of 1.15B and revenue of 6.05B, resulting in an operating margin of 18.9%.
COF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Capital One Financial Corporation reported an operating income of 2.70B and revenue of 19.32B, resulting in an operating margin of 14.0%.
KHC - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, The Kraft Heinz Company reported a net income of 798.00M and revenue of 6.05B, resulting in a net margin of 13.2%.
COF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Capital One Financial Corporation reported a net income of 2.17B and revenue of 19.32B, resulting in a net margin of 11.3%.
Frequently Asked Questions
KHC and COF have a correlation of 0.07, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
COF has higher volatility (9.79%) compared to KHC (9.36%). In terms of maximum drawdown, KHC dropped -76.07% vs COF's -90.17%.
KHC currently has the higher Sharpe Ratio (0.03 vs -0.09), meaning it's delivered slightly more return per unit of risk over the trailing 12 months. However, this ranking shifts over time - use the Risk/Return Score above for a more comprehensive view that combines Sharpe, Sortino, and other measures used by quantitative funds.
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