COF vs SF: Correlation
Capital One (COF) and Stifel Financial Corporation (SF) show a strong relationship: their 3-year correlation of weekly returns is 0.72.
Data as of 2026-08-27 · refreshed every trading day · weekly returns · methodology
How correlated are COF and SF?
Over the past 3 years, COF and SF moved with a correlation of 0.72, which is strong. Little has changed lately, as the 1-year reading of 0.66 lands near the 3-year figure. Over 5 years the correlation is 0.72, and the annualized covariance of weekly returns is 600.6 %².
Among the 29 assets we track against COF, SF ranks #15 by 3-year correlation. Over the last 12 months SF came out ahead by 8.0 percentage points (-2.0% against +6.0%).
How is this computed?
Pearson correlation on weekly returns: ρ(A,B) = cov(rA, rB) / (σA · σB), over windows of 52, 156 and 260 weeks. Covariance is annualized (×52) and expressed in %². Full definitions on the methodology page.
COF vs SF: side by side
| COF (Capital One) | SF (Stifel Financial Corporation) | |
|---|---|---|
| 1-year return | -2.0% | +6.0% |
| 5-year return | +43.2% | +92.0% |
| Volatility (ann.) | 30.6% | 27.2% |
| Beta vs S&P 500 | 1.28 | 1.23 |
| Max drawdown (3Y) | -31.5% | -34.7% |
| Market cap | $132.9B | $12.2B |
| P/E (trailing) | 12.0 | 14.4 |
| Dividend yield | 1.38% | 1.59% |
| Sector / category | Financials | US Listed |
Year-by-year returns
| Year | COF | SF |
|---|---|---|
| 2022 | -34.6% | -15.6% |
| 2023 | +44.3% | +21.2% |
| 2024 | +38.2% | +56.4% |
| 2025 | +37.6% | +20.1% |
| 2026 | -9.6% | -2.3% |
Calendar-year price returns; the current year is year-to-date as of the data date above.
Are COF and SF good diversifiers for each other?
Only partially. A correlation of 0.72 means COF and SF share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
FAQ
What is the correlation between COF and SF?
As of 2026-08-27, the correlation of weekly returns between COF and SF is 0.72 over 3 years, 0.66 over 1 year and 0.72 over 5 years.
Is SF a good diversifier for COF?
Only partially. A correlation of 0.72 means COF and SF share most of their swings. Pairing them dampens volatility somewhat, but it will not protect against a common drawdown.
What does a correlation of 0.72 mean?
A reading of 0.72 sits on a scale from −1 (opposite moves) through 0 (unrelated) to +1 (identical moves). Correlation captures direction, not magnitude or performance.
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Related comparisons
Hubs: COF correlations · SF correlations
