SYF vs. COF
Compare and contrast key facts about Synchrony Financial (SYF) and Capital One Financial Corporation (COF).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: SYF or COF.
Performance
SYF vs. COF - Performance Comparison
Returns By Period
In the year-to-date period, SYF achieves a 74.39% return, which is significantly higher than COF's 41.59% return. Both investments have delivered pretty close results over the past 10 years, with SYF having a 10.74% annualized return and COF not far behind at 10.44%.
SYF
74.39%
17.54%
53.53%
124.39%
15.09%
10.74%
COF
41.59%
17.44%
33.87%
73.88%
15.34%
10.44%
Fundamentals
| SYF | COF | |
|---|---|---|
| Market Cap | $25.07B | $68.94B |
| EPS | $7.70 | $10.59 |
| PE Ratio | 8.36 | 17.06 |
| PEG Ratio | 1.77 | 1.95 |
| Total Revenue (TTM) | $18.32B | $49.45B |
| Gross Profit (TTM) | $14.40B | $53.26B |
| EBITDA (TTM) | $8.80B | $6.89B |
Key characteristics
| SYF | COF | |
|---|---|---|
| Sharpe Ratio | 3.56 | 2.50 |
| Sortino Ratio | 4.66 | 3.67 |
| Omega Ratio | 1.58 | 1.45 |
| Calmar Ratio | 3.11 | 2.02 |
| Martin Ratio | 26.15 | 15.60 |
| Ulcer Index | 4.82% | 4.84% |
| Daily Std Dev | 35.38% | 30.23% |
| Max Drawdown | -66.37% | -90.17% |
| Current Drawdown | -3.51% | -4.05% |
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Correlation
The correlation between SYF and COF is 0.80, which is considered to be high. That indicates a strong positive relationship between their price movements. Having highly-correlated positions in a portfolio may signal a lack of diversification, potentially leading to increased risk during market downturns.
Risk-Adjusted Performance
SYF vs. COF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Synchrony Financial (SYF) 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.
Dividends
SYF vs. COF - Dividend Comparison
SYF's dividend yield for the trailing twelve months is around 1.54%, more than COF's 1.31% yield.
| TTM | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
SYF Synchrony Financial | 1.54% | 2.51% | 2.74% | 1.90% | 2.54% | 2.39% | 3.07% | 1.45% | 0.72% | 0.00% | 0.00% | 0.00% |
COF Capital One Financial Corporation | 1.31% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.12% | 1.61% | 1.83% | 2.63% | 1.45% | 1.24% |
Drawdowns
SYF vs. COF - Drawdown Comparison
The maximum SYF drawdown since its inception was -66.37%, smaller than the maximum COF drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for SYF and COF. For additional features, visit the drawdowns tool.
Volatility
SYF vs. COF - Volatility Comparison
Synchrony Financial (SYF) has a higher volatility of 19.03% compared to Capital One Financial Corporation (COF) at 16.73%. This indicates that SYF'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.
Financials
SYF vs. COF - Financials Comparison
This section allows you to compare key financial metrics between Synchrony Financial 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