Capital One (COF): analysis and statistics
Return, volatility, Sharpe ratio and risk for Capital One, a component of the S&P 500 in the Financials sector. Data as of 2026-09-13.
| Last close price | $208.30 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +29.63% |
| Total return over period | +116.69% |
| Annualized volatility | 33.33% |
| Period volatility | 57.53% |
| Sharpe ratio | 0.77 |
| Sortino ratio | 1.15 |
| Max drawdown | -31.47% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.78% |
| Correlation with the S&P 500 | 0.61 |
| Period range | $85.23 – $255.86 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Capital One (COF) has posted an annualized return of +29.63% with annual volatility of 33.33%, a Sharpe ratio of 0.77. Its worst stretch (max drawdown from a peak) was -31.47%. Its correlation with the S&P 500 is 0.61, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how COF would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Capital One (COF) is of the S&P 500.
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