^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:
1.84
COF:
1.27
^DJUSFN:
2.61
COF:
2.14
^DJUSFN:
1.35
COF:
1.25
^DJUSFN:
2.86
COF:
1.45
^DJUSFN:
10.03
COF:
7.54
^DJUSFN:
2.47%
COF:
5.07%
^DJUSFN:
13.39%
COF:
30.14%
^DJUSFN:
-80.50%
COF:
-90.17%
^DJUSFN:
-6.37%
COF:
-7.13%
Returns By Period
Over the past 10 years, ^DJUSFN has underperformed COF with an annualized return of 8.50%, while COF has yielded a comparatively higher 10.13% annualized return.
^DJUSFN
0.00%
-6.27%
14.91%
24.04%
8.21%
8.50%
COF
0.00%
-7.13%
27.92%
38.24%
13.54%
10.13%
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Risk-Adjusted Performance
^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 4.42%, while Capital One Financial Corporation (COF) has a volatility of 5.95%. 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.