Capital One Financial Corporation (COF) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Capital One Financial Corporation (COF): 1Y return -2.0%, Sharpe ratio 0.10, volatility 31.4%, 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: 4.0%, Sharpe: 2.05, Volatility: 27.4%, Max Drawdown: -6.2%
- YTD
- Return: -9.6%, Sharpe: -0.26, Volatility: 34.1%, Max Drawdown: -31.5%
- 1Y
- Return: -2.0%, Sharpe: 0.10, Volatility: 31.4%, Max Drawdown: -31.5%
- 5Y
- Return: 34.6%, Sharpe: 0.34, Volatility: 34.7%, Max Drawdown: -49.8%
- 10Y
- Return: 272.9%, Sharpe: 0.53, 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.