SYF vs. COF

Last updated Apr 2, 2026

Compare and contrast key facts about Synchrony Financial (SYF) and Capital One Financial Corporation (COF).

Performance

SYF vs. COF - Performance Comparison

The chart below illustrates the hypothetical performance of a $10,000 investment in Synchrony Financial (SYF) and Capital One Financial Corporation (COF). The values are adjusted to include any dividend payments, if applicable.

SYF vs. COF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
SYF Synchrony Financial	-17.78%	30.64%	74.01%	19.76%	-27.43%	36.40%	-0.08%	57.48%	-37.84%	8.35%
COF Capital One Financial Corporation	-23.58%	37.65%	38.24%	44.32%	-34.59%	49.32%	-2.66%	38.62%	-22.77%	16.30%

Fundamentals

Market Cap SYF : $20.78B COF : $99.87B
EPS SYF : $10.03 COF : $4.36
PE Ratio SYF : 6.81 COF : 42.28
PS Ratio SYF : 1.20 COF : 1.50
PB Ratio SYF : 1.34 COF : 0.88
Total Revenue (TTM) SYF : $20.21B COF : $69.25B
Gross Profit (TTM) SYF : $12.29B COF : $32.78B
EBITDA (TTM) SYF : $7.53B COF : $2.28B

Returns By Period

In the year-to-date period, SYF achieves a -17.78% return, which is significantly higher than COF's -23.58% return. Over the past 10 years, SYF has underperformed COF with an annualized return of 11.35%, while COF has yielded a comparatively higher 12.03% annualized return.

SYF

• 1D: 0.44%
• 1M: -0.47%
• YTD: -17.78%
• 6M: -1.37%
• 1Y: 30.61%
• 3Y*: 35.97%
• 5Y*: 12.91%
• 10Y*: 11.35%

COF

• 1D: 1.13%
• 1M: -5.05%
• YTD: -23.58%
• 6M: -12.91%
• 1Y: 4.93%
• 3Y*: 26.38%
• 5Y*: 9.24%
• 10Y*: 12.03%

*Multi-year figures are annualized to reflect compound growth (CAGR)

Return for Risk

SYF vs. COF — Risk / Return Rank

Compare risk-adjusted metric ranks to identify better-performing investments over the past 12 months.

SYF

SYF Risk / Return Rank: 65
SYF Sharpe Ratio Rank: 68
SYF Sortino Ratio Rank: 60
SYF Omega Ratio Rank: 64
SYF Calmar Ratio Rank: 65
SYF Martin Ratio Rank: 66

COF

COF Risk / Return Rank: 43
COF Sharpe Ratio Rank: 45
COF Sortino Ratio Rank: 39
COF Omega Ratio Rank: 40
COF Calmar Ratio Rank: 45
COF Martin Ratio Rank: 45

The rank (0–100) shows how this investment's returns compare to the risk taken. Higher = better. Based on the past 12 months of data, combining Sharpe, Sortino, and other metrics used by quantitative funds and institutional investors.

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.

	SYF	COF	Difference
Sharpe ratio Return per unit of total volatility	0.79	0.13	+0.66
Sortino ratio Return per unit of downside risk	1.23	0.43	+0.80
Omega ratio Gain probability vs. loss probability	1.19	1.06	+0.12
Calmar ratio Return relative to maximum drawdown	1.14	0.14	+1.00
Martin ratio Return relative to average drawdown	2.97	0.38	+2.59
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

SYF vs. COF - Sharpe Ratio Comparison

The current SYF Sharpe Ratio is 0.79, which is higher than the COF Sharpe Ratio of 0.13. 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.

Sharpe Ratios by Period

	SYF	COF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	0.79	0.13	+0.66
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	0.35	0.26	+0.09
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.29	0.32	-0.04
Sharpe Ratio (All Time) Calculated using the full available price history	0.32	0.29	+0.03

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.

Dividends

SYF vs. COF - Dividend Comparison

SYF's dividend yield for the trailing twelve months is around 1.76%, more than COF's 1.52% yield.

	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
SYF Synchrony Financial	1.76%	1.38%	1.54%	2.51%	2.74%	1.90%	2.54%	2.39%	3.07%	1.45%	0.72%	0.00%
COF Capital One Financial Corporation	1.52%	1.07%	1.35%	1.83%	2.58%	1.79%	1.01%	1.55%	2.12%	1.61%	1.83%	2.08%

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.

Drawdown Indicators

	SYF	COF	Difference
Max Drawdown Largest 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 (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 Drawdown Current decline from peak	-22.46%	-28.20%	+5.74%
Average Drawdown Average peak-to-trough decline	-16.99%	-21.47%	+4.48%
Ulcer Index Depth and duration of drawdowns from previous peaks	10.56%	11.26%	-0.70%

Volatility

SYF vs. COF - Volatility Comparison

The current volatility for Synchrony Financial (SYF) is 6.94%, while Capital One Financial Corporation (COF) has a volatility of 7.64%. This indicates that SYF 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.

Volatility by Period

	SYF	COF	Difference
Volatility (1M) Calculated over the trailing 1-month period	6.94%	7.64%	-0.70%
Volatility (6M) Calculated over the trailing 6-month period	23.09%	24.96%	-1.87%
Volatility (1Y) Calculated over the trailing 1-year period	38.71%	37.93%	+0.78%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	36.76%	35.20%	+1.56%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	39.45%	37.21%	+2.24%

Financials

SYF vs. COF - Profitability Comparison

The chart below illustrates the profitability comparison between Synchrony Financial and Capital One Financial Corporation over time, highlighting three key metrics: Gross Profit Margin, Operating Margin, and Net Profit Margin.

SYF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Synchrony Financial reported a gross profit of 4.89B and revenue of 5.86B. Therefore, the gross margin over that period was 83.4%.

COF - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Apr 2026, Capital One Financial Corporation reported a gross profit of 11.36B and revenue of 19.72B. Therefore, the gross margin over that period was 57.6%.

SYF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Synchrony Financial reported an operating income of 3.49B and revenue of 5.86B, resulting in an operating margin of 59.5%.

COF - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Apr 2026, Capital One Financial Corporation reported an operating income of 2.10B and revenue of 19.72B, resulting in an operating margin of 10.6%.

SYF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Synchrony Financial reported a net income of 751.00M and revenue of 5.86B, resulting in a net margin of 12.8%.

COF - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Apr 2026, Capital One Financial Corporation reported a net income of 2.13B and revenue of 19.72B, resulting in a net margin of 10.8%.