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. Data as of 2026-10-29.
| Last close price | $204.88 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +30.00% |
| Total return over period | +118.80% |
| Annualized volatility | 32.77% |
| Period volatility | 56.61% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.88 |
| Sortino ratio | 2.78 |
| Max drawdown | -31.47% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.76% |
| Correlation with the S&P 500 | 0.62 |
| Period range | $96.06 – $255.86 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Capital One (COF) has posted an annualized return of +30.00% with annual volatility of 32.77%, a Sharpe ratio of 1.88. Its worst stretch (max drawdown from a peak) was -31.47%. Its correlation with the S&P 500 is 0.62, 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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