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COF vs SPY

Comparison between Capital One Financial Corp (COF, Company) and SPDR S&P 500 ETF Trust (SPY, ETF).

5-Year PerformanceSPY has outperformed COF, delivering a return of +13.2% compared to +6.7%

COF vs SPY - Performance Comparison

Key Characteristics

Financial metrics and valuation ratios

Market Cap / Net Assets
COF
$124B
Winner
SPY
$784B
Expense Ratio
COF
N/A
SPY
0.09%
Max Drawdown
COF
90.76%
Winner
SPY
56.47%
Sharpe Ratio
COF
0.08
Winner
SPY
1.54
5Y Beta
COF
1.42
Winner
SPY
1.00
Industry
COF
Credit Services
SPY
N/A
P/E Ratio
COF
38.19
Winner
SPY
27.62
Forward P/E
Winner
COF
10.20
SPY
21.11
PEG Ratio
COF
0.21
SPY
N/A
Dividend Yield
COF
1.39%
SPY
N/A
5Y Dividends CAGR
Winner
COF
29.20%
SPY
6.00%
5Y EPS CAGR
COF
-20.01%
Winner
SPY
25.30%
Debt to Equity
Winner
COF
1.45%
SPY
31.11%
Free Cash Flow Yield
COF
21.99%
SPY
N/A
P/S Ratio
Winner
COF
3.45
SPY
3.49
P/B Ratio
Winner
COF
1.12
SPY
5.30

COF vs SPY - Historical Returns

Returns include dividend reinvestment.

1M
Winner
COF
+5.34%
SPY
-1.37%
3M
COF
+7.98%
Winner
SPY
+12.22%
6M
COF
-19.44%
Winner
SPY
+7.20%
1Y
COF
-0.41%
Winner
SPY
+23.58%
5Y(CAGR)
COF
+6.75%
Winner
SPY
+13.19%
10Y(CAGR)
COF
+13.65%
Winner
SPY
+15.12%
Max(CAGR)
COF
+6.60%
Winner
SPY
+8.44%

COF vs SPY - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

YearCOFSPY
2026-19.55%+7.95%
2025+37.38%+18.00%
2024+37.21%+25.59%
2023+44.29%+26.72%
2022-36.07%-18.64%
2021+50.82%+30.52%
2020-3.33%+17.28%
2019+35.63%+31.09%
2018-22.80%-5.24%
2017+14.18%+20.78%
2016+26.27%+13.59%
2015-10.84%+1.31%
2014+8.55%+14.56%
2013+26.95%+29.00%
2012+32.91%+14.17%
2011-2.79%+0.85%
2010+9.54%+13.14%
2009+18.63%+22.67%
2008-30.32%-36.25%
2007-38.73%+5.32%
2006-11.56%+13.85%
2005+3.25%+5.32%
2004+40.03%+10.75%
2003+93.70%+24.18%
2002-43.89%-22.42%
2001-12.74%-10.13%
2000+42.79%-8.84%
1999-3.94%+8.61%

COF vs SPY Drawdown Comparison

The maximum drawdown for COF was -90.17%, occurring on Mar 6, 2009. Recovery took 2075 trading sessions.

The maximum drawdown for SPY was -55.20%, occurring on Mar 9, 2009. Recovery took 1224 trading sessions.

The current COF drawdown is -22.67%. The current SPY drawdown is -3.18%.

RankCOFSPY
#1-90.17%
Mar 10, 2006 - Jun 9, 2014		-55.20%
Oct 9, 2007 - Aug 16, 2012
#2-65.65%
May 22, 2001 - Jan 22, 2004		-47.50%
Mar 24, 2000 - Oct 26, 2006
#3-60.25%
Jan 22, 2020 - Jan 6, 2021		-33.70%
Feb 19, 2020 - Aug 10, 2020
#4-50.42%
Aug 13, 2021 - Nov 6, 2024		-24.50%
Jan 3, 2022 - Dec 13, 2023
#5-37.70%
Nov 5, 1999 - Jul 19, 2000		-19.34%
Sep 20, 2018 - Apr 12, 2019
#6-35.40%
Jul 21, 2015 - Dec 7, 2016		-18.76%
Feb 19, 2025 - Jun 26, 2025
#7-33.27%
Oct 5, 2000 - May 22, 2001		-13.02%
Jul 20, 2015 - Apr 18, 2016
#8-31.88%
Jan 23, 2018 - Dec 9, 2019		-10.10%
Jan 26, 2018 - Aug 6, 2018
#9-31.46%
Jan 6, 2026 - Mar 27, 2026		-9.44%
Sep 2, 2020 - Nov 11, 2020
#10-28.24%
Feb 19, 2025 - Jun 26, 2025		-9.30%
Jan 19, 2000 - Mar 17, 2000
#11-20.45%
Apr 12, 2004 - Nov 9, 2004		-9.05%
Jul 19, 2007 - Oct 5, 2007
#12-19.58%
Mar 1, 2017 - Dec 4, 2017		-8.88%
Jan 27, 2026 - Apr 14, 2026
#13-16.07%
Dec 31, 2004 - Jul 21, 2005		-8.41%
Jul 16, 2024 - Sep 19, 2024
#14-15.72%
Aug 22, 2005 - Dec 15, 2005		-7.35%
Sep 14, 2012 - Jan 2, 2013
#15-13.17%
Jul 3, 2014 - May 13, 2015		-7.27%
Sep 18, 2014 - Oct 31, 2014

Correlation

Correlation between COF and SPY is 0.95 which considered as a very strong positive correlation - the stocks move almost identically together.

0.95
-101

Dividend Comparison (1999 - 2026)

COF vs SPY dividend yield comparison.

YearCOFSPY
20260.81%0.50%
20251.07%1.07%
20241.35%1.21%
20231.83%1.40%
20222.58%1.65%
20211.79%1.20%
20201.01%1.52%
20191.55%1.75%
20182.12%2.04%
20171.61%1.80%
20161.83%2.03%
20152.08%2.06%
20141.45%1.87%
20131.24%1.81%
20120.35%2.18%
20110.47%2.05%
20100.47%1.80%
20091.37%1.95%
20084.70%3.02%
20070.23%1.85%
20060.14%1.73%
20050.12%1.73%
20040.13%1.82%
20030.17%1.47%
20020.36%1.70%
20010.20%1.25%
20000.16%1.15%
19990.06%0.24%

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