Capital One Financial Corporation (COF) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Capital One Financial Corporation (COF): 1Y return 0.9%, Sharpe ratio 0.18, volatility 31.2%, max drawdown -31.5%. A Stock in the Equity asset class. Compare COF with other assets and invest through your own broker with pfolio.
Capital One Financial Corporation (COF) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
COF Performance
- MTD
- Return: 4.2%, Sharpe: 13.24, Volatility: 9.8%, Max Drawdown: -0.1%
- YTD
- Return: -16.0%, Sharpe: -0.51, Volatility: 32.3%, Max Drawdown: -31.5%
- 1Y
- Return: 0.9%, Sharpe: 0.18, Volatility: 31.2%, Max Drawdown: -31.5%
- 5Y
- Return: 31.0%, Sharpe: 0.32, Volatility: 34.5%, Max Drawdown: -49.1%
- 10Y
- Return: 232.3%, Sharpe: 0.50, Volatility: 36.6%, Max Drawdown: -60.3%
Frequently Asked Questions
- What is Capital One Financial Corporation (COF)?
- Capital One Financial Corporation (COF) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does COF compare to other assets?
- You can compare COF with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in COF through pfolio?
- pfolio helps you build diversified portfolios that may include COF. You invest through your own broker — pfolio provides the analytics.