^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.
Correlation
The correlation between ^DJUSFN and COF is 0.70, 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
^DJUSFN vs. COF - Performance Comparison
Key characteristics
^DJUSFN:
2.13
COF:
1.69
^DJUSFN:
2.99
COF:
2.70
^DJUSFN:
1.40
COF:
1.32
^DJUSFN:
3.43
COF:
2.35
^DJUSFN:
10.54
COF:
10.05
^DJUSFN:
2.79%
COF:
5.09%
^DJUSFN:
13.81%
COF:
30.23%
^DJUSFN:
-80.50%
COF:
-90.17%
^DJUSFN:
-1.36%
COF:
-2.20%
Returns By Period
In the year-to-date period, ^DJUSFN achieves a 5.35% return, which is significantly lower than COF's 12.23% return. Over the past 10 years, ^DJUSFN has underperformed COF with an annualized return of 9.25%, while COF has yielded a comparatively higher 12.26% annualized return.
^DJUSFN
5.35%
4.71%
20.00%
29.77%
8.98%
9.25%
COF
12.23%
10.91%
50.85%
50.41%
16.24%
12.26%
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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.
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. For additional features, visit the drawdowns tool.
Volatility
^DJUSFN vs. COF - Volatility Comparison
The current volatility for Dow Jones U.S. Financials Index (^DJUSFN) is 4.49%, while Capital One Financial Corporation (COF) has a volatility of 7.67%. 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.