LITE vs. COF
Compare and contrast key facts about Lumentum Holdings Inc. (LITE) and Capital One Financial Corporation (COF).
Performance
LITE vs. COF - Performance Comparison
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LITE vs. COF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
LITE Lumentum Holdings Inc. | 90.66% | 339.06% | 60.15% | 0.48% | -50.68% | 11.57% | 19.55% | 88.76% | -14.09% | 26.52% |
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
LITE:
$58.40B
COF:
$98.75B
LITE:
$3.23
COF:
$4.36
LITE:
217.31
COF:
41.81
LITE:
25.97
COF:
1.48
LITE:
68.98
COF:
0.87
LITE:
$2.11B
COF:
$69.25B
LITE:
$704.00M
COF:
$32.78B
LITE:
$171.40M
COF:
$2.28B
Returns By Period
In the year-to-date period, LITE achieves a 90.66% return, which is significantly higher than COF's -24.44% return. Over the past 10 years, LITE has outperformed COF with an annualized return of 38.75%, while COF has yielded a comparatively lower 11.90% annualized return.
LITE
- 1D
- 7.33%
- 1M
- 0.26%
- YTD
- 90.66%
- 6M
- 331.91%
- 1Y
- 1,027.30%
- 3Y*
- 135.20%
- 5Y*
- 49.99%
- 10Y*
- 38.75%
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%
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Return for Risk
LITE vs. COF — Risk / Return Rank
LITE
COF
LITE vs. COF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Lumentum Holdings Inc. (LITE) 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.
| LITE | COF | Difference | |
|---|---|---|---|
Sharpe ratioReturn per unit of total volatility | 12.35 | 0.08 | +12.27 |
Sortino ratioReturn per unit of downside risk | 5.48 | 0.37 | +5.11 |
Omega ratioGain probability vs. loss probability | 1.80 | 1.05 | +0.75 |
Calmar ratioReturn relative to maximum drawdown | 35.64 | 0.21 | +35.43 |
Martin ratioReturn relative to average drawdown | 122.01 | 0.59 | +121.42 |
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
| LITE | COF | Difference | |
|---|---|---|---|
Sharpe Ratio (1Y)Calculated over the trailing 1-year period | 12.35 | 0.08 | +12.27 |
Sharpe Ratio (5Y)Calculated over the trailing 5-year period | 0.87 | 0.26 | +0.62 |
Sharpe Ratio (10Y)Calculated over the trailing 10-year period | 0.70 | 0.32 | +0.38 |
Sharpe Ratio (All Time)Calculated using the full available price history | 0.72 | 0.29 | +0.43 |
Correlation
The correlation between LITE and COF is 0.30, which is considered to be low. This implies their price changes are not closely related. A low correlation is generally favorable for portfolio diversification, as it helps to reduce overall risk by spreading it across multiple assets with different performance patterns.
Dividends
LITE vs. COF - Dividend Comparison
LITE 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 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
LITE Lumentum Holdings Inc. | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% | 0.00% |
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
LITE vs. COF - Drawdown Comparison
The maximum LITE drawdown since its inception was -66.89%, smaller than the maximum COF drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for LITE and COF.
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Drawdown Indicators
| LITE | COF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.89% | -90.17% | +23.28% |
Max Drawdown (1Y)Largest decline over 1 year | -28.70% | -31.47% | +2.77% |
Max Drawdown (5Y)Largest decline over 5 years | -66.48% | -50.38% | -16.10% |
Max Drawdown (10Y)Largest decline over 10 years | -66.89% | -60.25% | -6.64% |
Current DrawdownCurrent decline from peak | -12.37% | -29.00% | +16.63% |
Average DrawdownAverage peak-to-trough decline | -23.45% | -21.46% | -1.99% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.38% | 11.11% | -2.73% |
Volatility
LITE vs. COF - Volatility Comparison
Lumentum Holdings Inc. (LITE) has a higher volatility of 36.84% compared to Capital One Financial Corporation (COF) at 7.51%. This indicates that LITE'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.
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Volatility by Period
| LITE | COF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 36.84% | 7.51% | +29.33% |
Volatility (6M)Calculated over the trailing 6-month period | 70.39% | 25.41% | +44.98% |
Volatility (1Y)Calculated over the trailing 1-year period | 84.05% | 38.05% | +46.00% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 57.67% | 35.21% | +22.46% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 55.23% | 37.21% | +18.02% |
Financials
LITE vs. COF - Financials Comparison
This section allows you to compare key financial metrics between Lumentum Holdings Inc. 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
LITE vs. COF - Profitability Comparison
LITE - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Lumentum Holdings Inc. reported a gross profit of 240.10M and revenue of 665.50M. Therefore, the gross margin over that period was 36.1%.
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%.
LITE - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Lumentum Holdings Inc. reported an operating income of 64.30M and revenue of 665.50M, resulting in an operating margin of 9.7%.
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%.
LITE - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Lumentum Holdings Inc. reported a net income of 78.20M and revenue of 665.50M, resulting in a net margin of 11.8%.
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%.