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SYF vs. COF
Performance
Risk-Adjusted Performance
Dividends
Drawdowns
Volatility
Financials

Key characteristics


SYFCOF
YTD Return74.33%44.34%
1Y Return125.99%81.33%
3Y Return (Ann)11.94%8.06%
5Y Return (Ann)15.20%16.15%
10Y Return (Ann)10.71%10.70%
Sharpe Ratio3.502.67
Sortino Ratio4.593.86
Omega Ratio1.561.47
Calmar Ratio3.022.11
Martin Ratio26.1716.88
Ulcer Index4.78%4.80%
Daily Std Dev35.77%30.37%
Max Drawdown-66.37%-90.17%
Current Drawdown-3.54%-2.19%

Fundamentals


SYFCOF
Market Cap$25.35B$71.26B
EPS$7.70$10.59
PE Ratio8.4617.64
PEG Ratio1.792.04
Total Revenue (TTM)$19.50B$53.23B
Gross Profit (TTM)$15.58B$53.26B
EBITDA (TTM)$8.51B$2.07B

Correlation

-0.50.00.51.00.8

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.

Performance

SYF vs. COF - Performance Comparison

In the year-to-date period, SYF achieves a 74.33% return, which is significantly higher than COF's 44.34% return. Both investments have delivered pretty close results over the past 10 years, with SYF having a 10.71% annualized return and COF not far behind at 10.70%. The chart below displays the growth of a $10,000 investment in both assets, with all prices adjusted for splits and dividends.


-10.00%0.00%10.00%20.00%30.00%40.00%50.00%JuneJulyAugustSeptemberOctoberNovember
45.60%
31.13%
SYF
COF

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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.


SYF
Sharpe ratio
The chart of Sharpe ratio for SYF, currently valued at 3.50, compared to the broader market-4.00-2.000.002.004.003.50
Sortino ratio
The chart of Sortino ratio for SYF, currently valued at 4.58, compared to the broader market-4.00-2.000.002.004.006.004.59
Omega ratio
The chart of Omega ratio for SYF, currently valued at 1.56, compared to the broader market0.501.001.502.001.56
Calmar ratio
The chart of Calmar ratio for SYF, currently valued at 3.02, compared to the broader market0.002.004.006.003.02
Martin ratio
The chart of Martin ratio for SYF, currently valued at 26.17, compared to the broader market0.0010.0020.0030.0026.17
COF
Sharpe ratio
The chart of Sharpe ratio for COF, currently valued at 2.67, compared to the broader market-4.00-2.000.002.004.002.67
Sortino ratio
The chart of Sortino ratio for COF, currently valued at 3.86, compared to the broader market-4.00-2.000.002.004.006.003.86
Omega ratio
The chart of Omega ratio for COF, currently valued at 1.47, compared to the broader market0.501.001.502.001.47
Calmar ratio
The chart of Calmar ratio for COF, currently valued at 2.11, compared to the broader market0.002.004.006.002.11
Martin ratio
The chart of Martin ratio for COF, currently valued at 16.88, compared to the broader market0.0010.0020.0030.0016.88

SYF vs. COF - Sharpe Ratio Comparison

The current SYF Sharpe Ratio is 3.50, which is higher than the COF Sharpe Ratio of 2.67. The chart below compares the historical Sharpe Ratios of SYF and COF, offering insights into how both investments have performed under varying market conditions. These values are calculated using daily returns over the previous 12 months.


Rolling 12-month Sharpe Ratio0.501.001.502.002.503.003.504.00JuneJulyAugustSeptemberOctoberNovember
3.50
2.67
SYF
COF

Dividends

SYF vs. COF - Dividend Comparison

SYF's dividend yield for the trailing twelve months is around 1.54%, more than COF's 0.96% yield.


TTM20232022202120202019201820172016201520142013
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
0.96%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.


-20.00%-15.00%-10.00%-5.00%0.00%JuneJulyAugustSeptemberOctoberNovember
-3.54%
-2.19%
SYF
COF

Volatility

SYF vs. COF - Volatility Comparison

Synchrony Financial (SYF) has a higher volatility of 19.80% compared to Capital One Financial Corporation (COF) at 16.67%. 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.


5.00%10.00%15.00%20.00%JuneJulyAugustSeptemberOctoberNovember
19.80%
16.67%
SYF
COF

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.


Quarterly
Annual

Total Revenue: Total amount of money received from sales and other business activities



Values in USD except per share items