PRAA vs. COF
PRAA (PRA Group, Inc.) and COF (Capital One Financial Corporation) are both stocks. Both operate in the Credit Services industry within the Financial Services sector. Over the past 10 years, PRAA returned -3.65%/yr vs 13.49%/yr for COF. At a 0.43 correlation, their price movements are largely independent.
Performance
PRAA vs. COF - Performance Comparison
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Returns By Period
In the year-to-date period, PRAA achieves a 4.52% return, which is significantly higher than COF's -16.17% return. Over the past 10 years, PRAA has underperformed COF with an annualized return of -3.65%, while COF has yielded a comparatively higher 13.49% annualized return.
PRAA
- 1D
- 1.20%
- 1M
- 19.14%
- 6M
- 5.36%
- YTD
- 4.52%
- 1Y
- 17.10%
- 3Y*
- -5.43%
- 5Y*
- -13.23%
- 10Y*
- -3.65%
COF
- 1D
- 0.71%
- 1M
- 9.09%
- 6M
- -18.48%
- YTD
- -16.17%
- 1Y
- -6.96%
- 3Y*
- 23.53%
- 5Y*
- 6.59%
- 10Y*
- 13.49%
PRAA vs. COF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
PRAA PRA Group, Inc. | 4.52% | -15.32% | -20.27% | -22.44% | -32.72% | 26.60% | 9.26% | 48.95% | -26.60% | -15.09% |
COF Capital One Financial Corporation | -16.17% | 37.65% | 38.24% | 44.32% | -34.59% | 49.32% | -2.66% | 38.62% | -22.77% | 16.30% |
Correlation
The correlation between PRAA and COF is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.44 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.46 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.43 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.47 |
Correlation (All Time) Calculated using the full available price history since Nov 8, 2002 | 0.43 |
Fundamentals
PRAA:
$705.23M
COF:
$124.14B
PRAA:
-$7.21
COF:
$5.10
PRAA:
0.56
COF:
1.69
PRAA:
0.71
COF:
1.12
PRAA:
$1.28B
COF:
$75.16B
PRAA:
$1.31B
COF:
$36.31B
PRAA:
-$47.90M
COF:
$7.70B
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Return for Risk
PRAA vs. COF — Risk / Return Rank
PRAA
COF
PRAA vs. COF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for PRA Group, Inc. (PRAA) 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.
| PRAA | COF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.47 | ||
| Sortino ratioReturn per unit of downside risk | +0.87 | ||
| Omega ratioGain probability vs. loss probability | 1.10 | 0.99 | +0.12 |
| Calmar ratioReturn relative to maximum drawdown | 0.33 | -0.23 | +0.56 |
| Martin ratioReturn relative to average drawdown | 0.80 | -0.43 | +1.23 |
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Drawdowns
PRAA vs. COF - Drawdown Comparison
The maximum PRAA drawdown since its inception was -83.83%, smaller than the maximum COF drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for PRAA and COF.
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Drawdown Indicators
| PRAA | COF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -83.83% | -90.17% | +6.34% |
Max Drawdown (1Y)Largest decline over 1 year | -42.34% | -31.47% | -10.87% |
Max Drawdown (3Y)Largest decline over 3 years | -62.79% | -31.47% | -31.32% |
Max Drawdown (5Y)Largest decline over 5 years | -79.35% | -50.38% | -28.97% |
Max Drawdown (10Y)Largest decline over 10 years | -79.35% | -60.25% | -19.10% |
Current DrawdownCurrent decline from peak | -71.32% | -21.24% | -50.08% |
Average DrawdownAverage peak-to-trough decline | -32.42% | -21.49% | -10.93% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 17.39% | 16.98% | +0.41% |
Volatility
PRAA vs. COF - Volatility Comparison
PRA Group, Inc. (PRAA) has a higher volatility of 15.73% compared to Capital One Financial Corporation (COF) at 11.10%. This indicates that PRAA'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
| PRAA | COF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 15.73% | 11.10% | +4.63% |
Volatility (6M)Calculated over the trailing 6-month period | 49.90% | 26.38% | +23.52% |
Volatility (1Y)Calculated over the trailing 1-year period | 58.48% | 32.10% | +26.38% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 50.09% | 35.40% | +14.69% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 46.67% | 37.16% | +9.51% |
Dividends
PRAA vs. COF - Dividend Comparison
PRAA has not paid dividends to shareholders, while COF's dividend yield for the trailing twelve months is around 1.49%.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COF Capital One Financial Corporation | 1.49% | 1.07% | 1.35% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.12% | 1.61% | 1.83% | 2.08% |
PRAA PRA Group, 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% |
Financials
PRAA vs. COF - Financials Comparison
This section allows you to compare key financial metrics between PRA Group, 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
PRAA vs. COF - Profitability Comparison
PRAA - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 2026, PRA Group, Inc. reported a gross profit of 243.80M and revenue of 314.53M. Therefore, the gross margin over that period was 77.5%.
COF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jul 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%.
PRAA - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 2026, PRA Group, Inc. reported an operating income of 103.25M and revenue of 314.53M, resulting in an operating margin of 32.8%.
COF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jul 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%.
PRAA - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 2026, PRA Group, Inc. reported a net income of 28.21M and revenue of 314.53M, resulting in a net margin of 9.0%.
COF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jul 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
PRAA and COF have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
PRAA has higher volatility (15.73%) compared to COF (11.10%). In terms of maximum drawdown, PRAA dropped -83.83% vs COF's -90.17%.
PRAA currently has the higher Sharpe Ratio (0.24 vs -0.23), 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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