TRU vs. COF

Last updated Jun 3, 2026

TRU (TransUnion) and COF (Capital One Financial Corporation) are both stocks. TRU operates in Consulting Services (Industrials), while COF operates in Credit Services (Financial Services). Over the past 10 years, TRU returned 8.86%/yr vs 11.85%/yr for COF. At a 0.43 correlation, their price movements are largely independent.

Performance

TRU vs. COF - Performance Comparison

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

Returns By Period

In the year-to-date period, TRU achieves a -13.70% return, which is significantly higher than COF's -23.53% return. Over the past 10 years, TRU has underperformed COF with an annualized return of 8.86%, while COF has yielded a comparatively higher 11.85% annualized return.

TRU

• 1D: 0.33%
• 1M: 4.75%
• YTD: -13.70%
• 6M: -10.21%
• 1Y: -12.32%
• 3Y*: 0.24%
• 5Y*: -6.19%
• 10Y*: 8.86%

COF

• 1D: -0.39%
• 1M: -3.79%
• YTD: -23.53%
• 6M: -17.26%
• 1Y: -2.57%
• 3Y*: 20.42%
• 5Y*: 3.92%
• 10Y*: 11.85%

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

TRU vs. COF - Yearly Performance Comparison

	2026 (YTD)	2025	2024	2023	2022	2021	2020	2019	2018	2017
TRU TransUnion	-13.70%	-7.01%	35.59%	21.85%	-51.90%	19.91%	16.30%	51.34%	3.69%	77.69%
COF Capital One Financial Corporation	-23.53%	37.65%	38.24%	44.32%	-34.59%	49.32%	-2.66%	38.62%	-22.77%	16.30%

Correlation

The correlation between TRU and COF is 0.44, which is low. Their price movements are largely independent, making them effective diversification partners.

	Correlation
Correlation (1Y) Calculated over the trailing 1-year period	0.44
Correlation (3Y) Calculated over the trailing 3-year period	0.40
Correlation (5Y) Calculated over the trailing 5-year period	0.47
Correlation (10Y) Calculated over the trailing 10-year period	0.43
Correlation (All Time) Calculated using the full available price history since Jun 26, 2015	0.43

Fundamentals

Market Cap TRU : $14.36B COF : $114.61B
EPS TRU : $3.59 COF : $5.37
PE Ratio TRU : 20.52 COF : 34.23
PS Ratio TRU : 3.06 COF : 1.47
PB Ratio TRU : 3.02 COF : 1.02
Total Revenue (TTM) TRU : $4.73B COF : $75.16B
Gross Profit (TTM) TRU : $2.49B COF : $36.31B
EBITDA (TTM) TRU : $1.46B COF : $7.70B

Return for Risk

TRU vs. COF — Risk / Return Rank

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

TRU

TRU Risk / Return Rank: 26
TRU Sharpe Ratio Rank: 27
TRU Sortino Ratio Rank: 25
TRU Omega Ratio Rank: 25
TRU Calmar Ratio Rank: 27
TRU Martin Ratio Rank: 27

COF

COF Risk / Return Rank: 35
COF Sharpe Ratio Rank: 37
COF Sortino Ratio Rank: 32
COF Omega Ratio Rank: 32
COF Calmar Ratio Rank: 38
COF Martin Ratio Rank: 39

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.

TRU vs. COF - Risk-Adjusted Trends Comparison

This table presents a comparison of risk-adjusted performance metrics for TransUnion (TRU) 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.

	TRU	COF	Difference
Sharpe ratio Return per unit of total volatility	-0.32	-0.08	-0.24
Sortino ratio Return per unit of downside risk	-0.20	0.09	-0.29
Omega ratio Gain probability vs. loss probability	0.98	1.01	-0.04
Calmar ratio Return relative to maximum drawdown	-0.40	-0.04	-0.36
Martin ratio Return relative to average drawdown	-0.70	-0.09	-0.61
Data is calculated on a 1-year rolling basis and updated daily. The trend shows the change in the indicator over the past month.

TRU vs. COF - Sharpe Ratio Comparison

The current TRU Sharpe Ratio is -0.32, which is lower than the COF Sharpe Ratio of -0.08. The chart below compares the historical Sharpe Ratios of TRU and COF, calculated using daily returns over the previous 12 months. A higher Sharpe Ratio indicates better risk-adjusted performance relative to the risk-free rate.

Sharpe Ratios by Period

	TRU	COF	Difference
Sharpe Ratio (1Y) Calculated over the trailing 1-year period	-0.32	-0.08	-0.24
Sharpe Ratio (5Y) Calculated over the trailing 5-year period	-0.16	0.11	-0.27
Sharpe Ratio (10Y) Calculated over the trailing 10-year period	0.26	0.32	-0.06
Sharpe Ratio (All Time) Calculated using the full available price history	0.31	0.29	+0.02

Drawdowns

TRU vs. COF - Drawdown Comparison

The maximum TRU drawdown since its inception was -64.92%, smaller than the maximum COF drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for TRU and COF.

Drawdown Indicators

	TRU	COF	Difference
Max Drawdown Largest peak-to-trough decline	-64.92%	-90.17%	+25.25%
Max Drawdown (1Y) Largest decline over 1 year	-33.43%	-31.47%	-1.96%
Max Drawdown (3Y) Largest decline over 3 years	-47.27%	-31.47%	-15.80%
Max Drawdown (5Y) Largest decline over 5 years	-64.92%	-50.38%	-14.54%
Max Drawdown (10Y) Largest decline over 10 years	-64.92%	-60.25%	-4.67%
Current Drawdown Current decline from peak	-39.31%	-28.15%	-11.16%
Average Drawdown Average peak-to-trough decline	-18.32%	-21.49%	+3.17%
Ulcer Index Depth and duration of drawdowns from previous peaks	19.07%	15.13%	+3.94%

Volatility

TRU vs. COF - Volatility Comparison

TransUnion (TRU) has a higher volatility of 10.75% compared to Capital One Financial Corporation (COF) at 6.78%. This indicates that TRU'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.

Volatility by Period

	TRU	COF	Difference
Volatility (1M) Calculated over the trailing 1-month period	10.75%	6.78%	+3.97%
Volatility (6M) Calculated over the trailing 6-month period	29.65%	24.33%	+5.32%
Volatility (1Y) Calculated over the trailing 1-year period	38.59%	30.67%	+7.92%
Volatility (5Y) Calculated over the trailing 5-year period, annualized	38.38%	35.28%	+3.10%
Volatility (10Y) Calculated over the trailing 10-year period, annualized	34.64%	37.24%	-2.60%

Dividends

TRU vs. COF - Dividend Comparison

TRU's dividend yield for the trailing twelve months is around 0.65%, less than COF's 1.63% yield.

Position	TTM	2025	2024	2023	2022	2021	2020	2019	2018	2017	2016	2015
COF Capital One Financial Corporation	1.63%	1.07%	1.35%	1.83%	2.58%	1.79%	1.01%	1.55%	2.12%	1.61%	1.83%	2.08%
TRU TransUnion	0.65%	0.54%	0.45%	0.61%	0.70%	0.30%	0.30%	0.35%	0.40%	0.00%	0.00%	0.00%

Financials

TRU vs. COF - Profitability Comparison

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

TRU - Gross Margin

Gross margin is calculated as gross profit divided by revenue. For the three months ending on Jun 2026, TransUnion reported a gross profit of 726.20M and revenue of 1.25B. Therefore, the gross margin over that period was 58.3%.

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%.

TRU - Operating Margin

Operating margin is calculated as operating income divided by revenue. For the three months ending on Jun 2026, TransUnion reported an operating income of 244.80M and revenue of 1.25B, resulting in an operating margin of 19.7%.

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%.

TRU - Net Margin

Net margin is calculated as net income divided by revenue. For the three months ending on Jun 2026, TransUnion reported a net income of 397.20M and revenue of 1.25B, resulting in a net margin of 31.9%.

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

Can I hold both TRU and COF in my portfolio?

TRU and COF have a correlation of 0.44, meaning they provide meaningful diversification benefit when combined. Depending on your allocation goals, holding both could reduce overall portfolio risk.

Which is riskier, TRU or COF?

TRU has higher volatility (10.75%) compared to COF (6.78%). In terms of maximum drawdown, TRU dropped -64.92% vs COF's -90.17%.

Which has better risk-adjusted returns?

COF currently has the higher Sharpe Ratio (-0.08 vs -0.32), 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.