Capital One (COF): analysis and statistics
Return, volatility, Sharpe ratio and risk for Capital One, an S&P 500 component in the Financials sector. Data as of 2026-07-30.
| Last close price | $210.16 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +23.66% |
| Total return over period | +88.47% |
| Annualized volatility | 33.22% |
| Sharpe ratio | 0.60 |
| Sortino ratio | 0.90 |
| 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 | 752 |
Over the last 3.0 years, Capital One (COF) has posted an annualized return of +23.66% with annual volatility of 33.22%, a Sharpe ratio of 0.60. 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 S&P 500 stocks, try the optimizer.
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