SIRI vs. COF
SIRI (Sirius XM Holdings Inc.) and COF (Capital One Financial Corporation) are both stocks. SIRI operates in Broadcasting (Communication Services), while COF operates in Credit Services (Financial Services). Over the past 10 years, SIRI returned -0.84%/yr vs 14.38%/yr for COF. At a 0.25 correlation, their price movements are largely independent.
Performance
SIRI vs. COF - Performance Comparison
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Returns By Period
In the year-to-date period, SIRI achieves a 49.60% return, which is significantly higher than COF's -15.86% return. Over the past 10 years, SIRI has underperformed COF with an annualized return of -0.84%, while COF has yielded a comparatively higher 14.38% annualized return.
SIRI
- 1D
- 3.14%
- 1M
- -0.95%
- YTD
- 49.60%
- 6M
- 47.14%
- 1Y
- 35.98%
- 3Y*
- -10.22%
- 5Y*
- -11.71%
- 10Y*
- -0.84%
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%
SIRI vs. COF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SIRI Sirius XM Holdings Inc. | 49.60% | -7.97% | -56.93% | -4.27% | -3.21% | 0.74% | -10.11% | 26.24% | 7.28% | 21.42% |
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 SIRI and COF is 0.21, which is low. Their price movements are largely independent, making them effective diversification partners.
| Correlation | |
|---|---|
Correlation (1Y) Calculated over the trailing 1-year period | 0.21 |
Correlation (3Y) Calculated over the trailing 3-year period | 0.29 |
Correlation (5Y) Calculated over the trailing 5-year period | 0.34 |
Correlation (10Y) Calculated over the trailing 10-year period | 0.37 |
Correlation (All Time) Calculated using the full available price history since Nov 16, 1994 | 0.25 |
The correlation between SIRI and COF shifts across timeframes, from 0.21 (1 year) to 0.37 (10 years), reflecting how their relationship changes across market environments.
Fundamentals
SIRI:
$9.88B
COF:
$126.10B
SIRI:
$2.42
COF:
$5.10
SIRI:
12.10
COF:
39.63
SIRI:
1.19
COF:
1.70
SIRI:
0.84
COF:
1.12
SIRI:
$8.58B
COF:
$75.16B
SIRI:
$4.10B
COF:
$36.31B
SIRI:
$1.77B
COF:
$7.70B
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Return for Risk
SIRI vs. COF — Risk / Return Rank
SIRI
COF
SIRI vs. COF - Risk-Adjusted Trends Comparison
This table presents a comparison of risk-adjusted performance metrics for Sirius XM Holdings Inc. (SIRI) 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.
| SIRI | COF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +1.12 | ||
| Sortino ratioReturn per unit of downside risk | +1.61 | ||
| Omega ratioGain probability vs. loss probability | 1.20 | 1.01 | +0.19 |
| Calmar ratioReturn relative to maximum drawdown | 2.07 | -0.09 | +2.16 |
| Martin ratioReturn relative to average drawdown | 4.04 | -0.16 | +4.20 |
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Drawdowns
SIRI vs. COF - Drawdown Comparison
The maximum SIRI drawdown since its inception was -99.92%, which is greater than COF's maximum drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for SIRI and COF.
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Drawdown Indicators
| SIRI | COF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -99.92% | -90.17% | -9.75% |
Max Drawdown (1Y)Largest decline over 1 year | -17.44% | -31.47% | +14.03% |
Max Drawdown (3Y)Largest decline over 3 years | -73.87% | -31.47% | -42.40% |
Max Drawdown (5Y)Largest decline over 5 years | -73.87% | -50.38% | -23.49% |
Max Drawdown (10Y)Largest decline over 10 years | -73.87% | -60.25% | -13.62% |
Current DrawdownCurrent decline from peak | -94.41% | -20.94% | -73.47% |
Average DrawdownAverage peak-to-trough decline | -80.56% | -21.49% | -59.07% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 8.93% | 16.56% | -7.63% |
Volatility
SIRI vs. COF - Volatility Comparison
The current volatility for Sirius XM Holdings Inc. (SIRI) is 6.49%, while Capital One Financial Corporation (COF) has a volatility of 9.79%. This indicates that SIRI 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
| SIRI | COF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 6.49% | 9.79% | -3.30% |
Volatility (6M)Calculated over the trailing 6-month period | 23.63% | 25.70% | -2.07% |
Volatility (1Y)Calculated over the trailing 1-year period | 35.18% | 31.40% | +3.78% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 44.93% | 35.36% | +9.57% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 37.67% | 37.15% | +0.52% |
Dividends
SIRI vs. COF - Dividend Comparison
SIRI's dividend yield for the trailing twelve months is around 3.69%, 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% |
SIRI Sirius XM Holdings Inc. | 3.69% | 5.40% | 4.68% | 1.81% | 5.82% | 1.04% | 0.86% | 0.69% | 0.79% | 0.76% | 0.22% | 0.00% |
Financials
SIRI vs. COF - Financials Comparison
This section allows you to compare key financial metrics between Sirius XM 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
SIRI vs. COF - Profitability Comparison
SIRI - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, Sirius XM Holdings Inc. reported a gross profit of 1.04B and revenue of 2.09B. Therefore, the gross margin over that period was 49.6%.
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%.
SIRI - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, Sirius XM Holdings Inc. reported an operating income of 454.00M and revenue of 2.09B, resulting in an operating margin of 21.7%.
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%.
SIRI - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, Sirius XM Holdings Inc. reported a net income of 245.00M and revenue of 2.09B, resulting in a net margin of 11.7%.
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
SIRI and COF have a correlation of 0.21, 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 SIRI (6.49%). In terms of maximum drawdown, SIRI dropped -99.92% vs COF's -90.17%.
SIRI currently has the higher Sharpe Ratio (1.03 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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