SYF vs. COF
SYF (Synchrony Financial) 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, SYF returned 13.35%/yr vs 14.17%/yr for COF. Their correlation of 0.80 means they have usually moved in the same direction.
Performance
SYF vs. COF - Performance Comparison
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Returns By Period
In the year-to-date period, SYF achieves a -8.42% return, which is significantly higher than COF's -13.06% return. Over the past 10 years, SYF has underperformed COF with an annualized return of 13.35%, while COF has yielded a comparatively higher 14.17% annualized return.
SYF
- 1D
- -1.79%
- 1M
- -0.71%
- 6M
- 5.20%
- YTD
- -8.42%
- 1Y
- 14.11%
- 3Y*
- 32.20%
- 5Y*
- 12.40%
- 10Y*
- 13.35%
- ALL TIME*
- 12.62%
COF
- 1D
- -0.54%
- 1M
- 1.90%
- 6M
- -3.75%
- YTD
- -13.06%
- 1Y
- 2.23%
- 3Y*
- 23.49%
- 5Y*
- 7.22%
- 10Y*
- 14.17%
- ALL TIME*
- 13.57%
Liquidity Comparison
| Position | Avg. Volume Value (2W) | Avg. Volume Value (1M) | Avg. Volume Value (3M) |
|---|---|---|---|
| $969.01M | $921.17M | $927.22M | |
| $337.34M | $302.11M | $283.45M |
SYF vs. COF - Yearly Performance Comparison
| 2026 (YTD) | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | |
|---|---|---|---|---|---|---|---|---|---|---|
SYF Synchrony Financial | -8.42% | 30.64% | 74.01% | 19.76% | -27.43% | 36.40% | -0.08% | 57.48% | -37.84% | 8.35% |
COF Capital One Financial Corporation | -13.06% | 37.65% | 38.24% | 44.32% | -34.59% | 49.32% | -2.66% | 38.62% | -22.77% | 16.30% |
Correlation
The correlation between SYF and COF is 0.82, meaning they have usually moved in the same direction, including during past declines.
| Correlation | |
|---|---|
Correlation (1Y) Focuses on recent behavior, but can change the most. | 0.82 |
Correlation (3Y) Balances recent behavior with more history. | 0.82 |
Correlation (5Y) Shows whether the relationship held over a longer period. | 0.85 |
Correlation (10Y) Provides a long-term view across more market conditions. | 0.83 |
Correlation (All Time) Calculated using the full available price history since Jul 31, 2014 | 0.80 |
The correlation between SYF and COF has been stable across timeframes, ranging from 0.80 to 0.85 - a consistent structural relationship.
Fundamentals
SYF:
$24.66B
COF:
$128.22B
SYF:
$9.93
COF:
$16.73
SYF:
7.63
COF:
12.49
SYF:
1.35
COF:
1.76
SYF:
1.67
COF:
1.14
SYF:
$19.90B
COF:
$74.60B
SYF:
$13.59B
COF:
$35.16B
SYF:
$5.10B
COF:
$17.15B
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Return for Risk
SYF vs. COF — Risk / Return Rank
SYF
COF
SYF vs. COF - Risk-Adjusted Trends 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.
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.
| SYF | COF | Difference | |
|---|---|---|---|
| Sharpe ratioReturn per unit of total volatility | +0.38 | ||
| Sortino ratioReturn per unit of downside risk | +0.48 | ||
| Omega ratioGain probability vs. loss probability | 1.09 | 1.02 | +0.07 |
| Calmar ratioReturn relative to maximum drawdown | 0.39 | -0.04 | +0.43 |
| Martin ratioReturn relative to average drawdown | 0.78 | -0.08 | +0.86 |
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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.
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Drawdown Indicators
| SYF | COF | Difference | |
|---|---|---|---|
Max DrawdownLargest peak-to-trough decline | -66.37% | -90.17% | +23.80% |
Max Drawdown (1Y)Largest decline over 1 year | -27.61% | -31.47% | +3.86% |
Max Drawdown (3Y)Largest decline over 3 years | -37.75% | -31.47% | -6.28% |
Max Drawdown (5Y)Largest decline over 5 years | -46.65% | -50.38% | +3.73% |
Max Drawdown (10Y)Largest decline over 10 years | -66.37% | -60.25% | -6.12% |
Current DrawdownCurrent decline from peak | -13.63% | -18.31% | +4.68% |
Average DrawdownAverage peak-to-trough decline | -16.96% | -21.49% | +4.53% |
Ulcer IndexDepth and duration of drawdowns from previous peaks | 13.57% | 17.59% | -4.02% |
Volatility
SYF vs. COF - Volatility Comparison
Synchrony Financial (SYF) has a higher volatility of 13.66% compared to Capital One Financial Corporation (COF) at 9.48%. 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.
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Volatility by Period
| SYF | COF | Difference | |
|---|---|---|---|
Volatility (1M)Calculated over the trailing 1-month period | 13.66% | 9.48% | +4.18% |
Volatility (6M)Calculated over the trailing 6-month period | 23.91% | 24.22% | -0.31% |
Volatility (1Y)Calculated over the trailing 1-year period | 31.62% | 32.21% | -0.59% |
Volatility (5Y)Calculated over the trailing 5-year period, annualized | 36.91% | 35.35% | +1.56% |
Volatility (10Y)Calculated over the trailing 10-year period, annualized | 39.43% | 37.19% | +2.24% |
Dividends
SYF vs. COF - Dividend Comparison
SYF's dividend yield for the trailing twelve months is around 1.58%, more than COF's 1.44% yield.
| Position | TTM | 2025 | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 |
|---|---|---|---|---|---|---|---|---|---|---|---|---|
COF Capital One Financial Corporation | 1.44% | 1.07% | 1.35% | 1.83% | 2.58% | 1.79% | 1.01% | 1.55% | 2.12% | 1.61% | 1.83% | 2.08% |
SYF Synchrony Financial | 1.58% | 1.38% | 1.54% | 2.51% | 2.74% | 1.90% | 2.54% | 2.39% | 3.07% | 1.45% | 0.72% | 0.00% |
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
SYF vs. COF - Profitability Comparison
SYF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Synchrony Financial reported a gross profit of 3.93B and revenue of 4.69B. Therefore, the gross margin over that period was 83.7%.
COF - Gross Margin
Gross margin is calculated as gross profit divided by revenue. For the three months ending on Aug 2026, Capital One Financial Corporation reported a gross profit of 0.00 and revenue of 15.85B. Therefore, the gross margin over that period was 0.0%.
SYF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Synchrony Financial reported an operating income of 1.39B and revenue of 4.69B, resulting in an operating margin of 29.7%.
COF - Operating Margin
Operating margin is calculated as operating income divided by revenue. For the three months ending on Aug 2026, Capital One Financial Corporation reported an operating income of 3.02B and revenue of 15.85B, resulting in an operating margin of 19.1%.
SYF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Synchrony Financial reported a net income of 885.00M and revenue of 4.69B, resulting in a net margin of 18.9%.
COF - Net Margin
Net margin is calculated as net income divided by revenue. For the three months ending on Aug 2026, Capital One Financial Corporation reported a net income of 3.02B and revenue of 15.85B, resulting in a net margin of 19.1%.
Frequently Asked Questions
SYF and COF have a correlation of 0.82, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.
SYF has higher volatility (13.66%) compared to COF (9.48%). In terms of maximum drawdown, SYF dropped -66.37% vs COF's -90.17%.
SYF currently has the higher Sharpe Ratio (0.34 vs -0.04), 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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