Capital One Financial Corporation (COF) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Capital One Financial Corporation (COF): 1Y return -6.3%, Sharpe ratio -0.04, volatility 31.5%, 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: 1.2%, Sharpe: 0.98, Volatility: 41.9%, Max Drawdown: -7.0%
- YTD
- Return: -15.6%, Sharpe: -0.68, Volatility: 35.8%, Max Drawdown: -31.5%
- 1Y
- Return: -6.3%, Sharpe: -0.04, Volatility: 31.5%, Max Drawdown: -31.5%
- 5Y
- Return: 36.7%, Sharpe: 0.35, Volatility: 34.7%, Max Drawdown: -50.4%
- 10Y
- Return: 256.6%, Sharpe: 0.52, Volatility: 36.5%, 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.