Correlation
The correlation between ^DJUSFN and COF is 0.59, which is considered to be moderate. This suggests that the two assets have some degree of positive relationship in their price movements. Moderate correlation can be acceptable for portfolio diversification, offering a balance between risk and potential returns.
^DJUSFN vs. COF
Compare and contrast key facts about Dow Jones U.S. Financials Index (^DJUSFN) and Capital One Financial Corporation (COF).
Scroll down to visually compare performance, riskiness, drawdowns, and other indicators and decide which better suits your portfolio: ^DJUSFN or COF.
Performance
^DJUSFN vs. COF - Performance Comparison
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Key characteristics
^DJUSFN:
1.16
COF:
1.01
^DJUSFN:
1.71
COF:
1.65
^DJUSFN:
1.26
COF:
1.22
^DJUSFN:
1.49
COF:
1.43
^DJUSFN:
5.73
COF:
4.50
^DJUSFN:
4.13%
COF:
8.97%
^DJUSFN:
19.60%
COF:
40.66%
^DJUSFN:
-80.50%
COF:
-90.17%
^DJUSFN:
-2.17%
COF:
-9.56%
Returns By Period
In the year-to-date period, ^DJUSFN achieves a 5.02% return, which is significantly lower than COF's 6.73% return. Over the past 10 years, ^DJUSFN has underperformed COF with an annualized return of 9.01%, while COF has yielded a comparatively higher 10.53% annualized return.
^DJUSFN
5.02%
4.37%
-1.56%
22.68%
11.46%
14.42%
9.01%
COF
6.73%
5.27%
-0.88%
40.84%
16.13%
24.82%
10.53%
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Risk-Adjusted Performance
^DJUSFN vs. COF — Risk-Adjusted Performance Rank
^DJUSFN
COF
^DJUSFN vs. COF - Risk-Adjusted Performance Comparison
This table presents a comparison of risk-adjusted performance metrics for Dow Jones U.S. Financials Index (^DJUSFN) 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.
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Drawdowns
^DJUSFN vs. COF - Drawdown Comparison
The maximum ^DJUSFN drawdown since its inception was -80.50%, smaller than the maximum COF drawdown of -90.17%. Use the drawdown chart below to compare losses from any high point for ^DJUSFN and COF.
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Volatility
^DJUSFN vs. COF - Volatility Comparison
The current volatility for Dow Jones U.S. Financials Index (^DJUSFN) is 4.53%, while Capital One Financial Corporation (COF) has a volatility of 10.49%. This indicates that ^DJUSFN 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.
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