FDS vs COF-P-L

Comparison between Factset Research Systems Inc (FDS, Company) and Capital One Financial Corp (COF-P-L, Company).

5-Year PerformanceCOF-P-L has outperformed FDS, delivering a return of -3.6% compared to -3.6%

FDS vs COF-P-L - Performance Comparison

Log

Key Characteristics

Financial metrics and valuation ratios

Metric	FDS(COMPANY)	COF-P-L(COMPANY)
Market Cap	$9.95B	$9.97B
Max Drawdown	61.66%	46.27%
Sharpe Ratio	-0.37	-0.74
5Y Beta	0.43	0.28
Industry	Financial Data & Stock Exchanges	N/A
P/E Ratio	18.11	3.07
Forward P/E	14.88	N/A
PEG Ratio	1.94	N/A
Dividend Yield	1.61%	N/A
5Y Dividends CAGR	12.18%	25.20%
5Y EPS CAGR	8.47%	-20.01%
Debt to Equity	68.38%	1.45%
Free Cash Flow Yield	8.34%	N/A
P/S Ratio	4.13	N/A
P/B Ratio	4.97	N/A

Market Cap

FDS

$9.95B

Winner

COF-P-L

$9.97B

Max Drawdown

FDS

61.66%

Winner

COF-P-L

46.27%

Sharpe Ratio

Winner

FDS

-0.37

COF-P-L

-0.74

5Y Beta

FDS

0.43

Winner

COF-P-L

0.28

Industry

FDS

Financial Data & Stock Exchanges

COF-P-L

N/A

P/E Ratio

FDS

18.11

Winner

COF-P-L

3.07

Forward P/E

FDS

14.88

COF-P-L

N/A

PEG Ratio

FDS

1.94

COF-P-L

N/A

Dividend Yield

FDS

1.61%

COF-P-L

N/A

5Y Dividends CAGR

FDS

12.18%

Winner

COF-P-L

25.20%

5Y EPS CAGR

Winner

FDS

8.47%

COF-P-L

-20.01%

Debt to Equity

FDS

68.38%

Winner

COF-P-L

1.45%

Free Cash Flow Yield

FDS

8.34%

COF-P-L

N/A

P/S Ratio

FDS

4.13

COF-P-L

N/A

P/B Ratio

FDS

4.97

COF-P-L

N/A

FDS vs COF-P-L - Historical Returns

Returns include dividend reinvestment.

Period	FDS	COF-P-L
1 month	+10.59%	-1.49%
3 months	+27.82%	-2.83%
6 months	+45.62%	-7.05%
1 year	-21.81%	-4.61%
5 years(CAGR)	-3.61%	-3.57%
10 years(CAGR)	+6.16%	N/A
Max(CAGR)	+10.75%	-2.68%

Winner

FDS

+10.59%

COF-P-L

-1.49%

Winner

FDS

+27.82%

COF-P-L

-2.83%

Winner

FDS

+45.62%

COF-P-L

-7.05%

FDS

-21.81%

Winner

COF-P-L

-4.61%

5Y(CAGR)

FDS

-3.61%

Winner

COF-P-L

-3.57%

10Y(CAGR)

FDS

+6.16%

COF-P-L

N/A

Max(CAGR)

Winner

FDS

+10.75%

COF-P-L

-2.68%

FDS vs COF-P-L - Annual Returns (1999 - 2026)

Returns include dividend reinvestment.

Year	FDS	COF-P-L
2026	+1.16%	-4.68%
2025	-38.39%	+2.69%
2024	+4.75%	+10.52%
2023	+18.58%	+6.64%
2022	-15.01%	-33.22%
2021	+48.34%	+5.89%
2020	+24.93%	N/A
2019	+36.00%	N/A
2018	+5.64%	N/A
2017	+18.21%	N/A
2016	+5.61%	N/A
2015	+16.85%	N/A
2014	+31.43%	N/A
2013	+22.63%	N/A
2012	+1.24%	N/A
2011	-7.28%	N/A
2010	+42.32%	N/A
2009	+46.56%	N/A
2008	-18.61%	N/A
2007	+0.54%	N/A
2006	+38.99%	N/A
2005	+8.92%	N/A
2004	+55.38%	N/A
2003	+33.05%	N/A
2002	-20.85%	N/A
2001	-1.10%	N/A
2000	-5.80%	N/A
1999	+10.78%	N/A

FDS vs COF-P-L Drawdown Comparison

The maximum drawdown for FDS was -61.13%, occurring on Feb 17, 2026. This drawdown has not yet recovered.

The maximum drawdown for COF-P-L was -39.59%, occurring on Oct 19, 2023. This drawdown has not yet recovered.

The current FDS drawdown is -41.06%. The current COF-P-L drawdown is -18.45%.

Rank	FDS	COF-P-L
#1	-61.13% Nov 14, 2024 - Feb 17, 2026	-39.59% Dec 29, 2021 - Oct 19, 2023
#2	-58.96% Jun 5, 2001 - Jul 1, 2003	-4.24% Sep 30, 2021 - Dec 28, 2021
#3	-54.43% Oct 10, 2007 - Nov 13, 2009	-2.42% Jun 23, 2021 - Aug 2, 2021
#4	-47.28% Dec 29, 1999 - Dec 12, 2000	-2.18% May 4, 2021 - May 20, 2021
#5	-36.39% Dec 12, 2000 - Jun 5, 2001	-1.71% Sep 22, 2021 - Sep 30, 2021
#6	-33.56% Feb 19, 2020 - May 29, 2020	-1.17% Aug 4, 2021 - Aug 13, 2021
#7	-31.12% Sep 3, 2003 - Nov 5, 2004	-0.71% Aug 13, 2021 - Sep 3, 2021
#8	-29.87% Dec 29, 2004 - Dec 1, 2005	-0.71% Sep 9, 2021 - Sep 16, 2021
#9	-29.63% May 11, 2011 - Jul 19, 2013	-0.60% May 26, 2021 - Jun 2, 2021
#10	-28.36% Dec 29, 2021 - Feb 1, 2024	-0.47% Aug 2, 2021 - Aug 4, 2021
#11	-22.30% Oct 23, 2015 - Aug 18, 2016	-0.44% Jun 2, 2021 - Jun 4, 2021
#12	-22.23% Jun 19, 2019 - Feb 18, 2020	-0.43% Sep 3, 2021 - Sep 9, 2021
#13	-19.93% Jun 20, 2007 - Oct 5, 2007	-0.40% Jun 4, 2021 - Jun 11, 2021
#14	-19.66% Nov 28, 2018 - Feb 27, 2019	-0.16% Jun 17, 2021 - Jun 21, 2021
#15	-18.86% Mar 20, 2024 - Nov 13, 2024	-0.16% Sep 16, 2021 - Sep 22, 2021

Correlation

Correlation between FDS and COF-P-L is -0.21 which considered as a very weak or no correlation - the stocks move independently of each other.

-0.21

-101

Dividend Comparison (1999 - 2026)

FDS vs COF-P-L dividend yield comparison.

Year	FDS	COF-P-L
2026	0.79%	5.32%
2025	1.50%	6.53%
2024	0.85%	6.47%
2023	0.80%	6.78%
2022	0.87%	6.87%
2021	0.66%	2.47%
2020	0.91%	0.00%
2019	1.04%	0.00%
2018	1.24%	0.00%
2017	1.13%	0.00%
2016	1.19%	0.00%
2015	1.05%	0.00%
2014	1.08%	0.00%
2013	1.25%	0.00%
2012	1.36%	0.00%
2011	1.19%	0.00%
2010	0.95%	0.00%
2009	1.18%	0.00%
2008	1.49%	0.00%
2007	0.75%	0.00%
2006	0.41%	0.00%
2005	0.49%	0.00%
2004	0.46%	0.00%
2003	0.60%	0.00%
2002	0.67%	0.00%
2001	0.43%	0.00%
2000	0.30%	0.00%
1999	0.06%	0.00%