COF correlations (Capital One)
Every correlation that matters for COF: the assets it tracks, the ones that offset it, and where it sits among 4756 US stocks and ETFs.
Data as of 2026-08-27 · refreshed every trading day · Financials · Consumer Finance
Volatility (ann.)
30.6%
3y weekly
Beta vs S&P 500
1.28
3y weekly
1-year return
-2.0%
price, adjusted
5-year return
+43.2%
price, adjusted
Market cap
$132.9B
latest
P/E ratio
12.0
trailing
Dividend yield
1.38%
trailing
Max drawdown
-31.5%
3y, daily closes
COF over the last 12 months, weekly closes indexed to 100 at the start.
Stocks and ETFs most correlated with COF
| Asset | Correlation (3Y) | ||
|---|---|---|---|
| SYF | Synchrony Financial | 0.82 | |
| OMF | OneMain Holdings, Inc. | 0.78 | |
| XLF | Financial Select Sector SPDR Fund | 0.78 | |
| AXP | American Express | 0.78 | |
| HBAN | Huntington Bancshares | 0.76 | |
| ASB | Associated Banc-Corp | 0.76 | |
| BAC | Bank of America | 0.75 | |
| KEY | KeyCorp | 0.75 | |
| C | Citigroup | 0.74 | |
| MS | Morgan Stanley | 0.74 | |
| PNC | PNC Financial Services | 0.73 | |
| SF | Stifel Financial Corporation | 0.72 | |
| ALLY | Ally Financial Inc. | 0.72 | |
| RF | Regions Financial Corporation | 0.72 | |
| FNB | F.N.B. Corporation | 0.72 |
Best diversifiers for COF
These are the assets whose returns had the least to do with COF's, historically the most independent picks in our universe.
| Asset | Correlation (3Y) | ||
|---|---|---|---|
| VXX | iPath Series B S&P 500 VIX Short-Term Futures ETN | -0.60 | |
| VXZ | iPath Series B S&P 500 VIX Mid-Term Futures ETN | -0.59 | |
| FNGD | MicroSectors FANG Index -3X Inverse Leveraged ETNs due | -0.43 | |
| LICN | Lichen International Limited - Class A | -0.27 | |
| RETO | ReTo Eco-Solutions, Inc. - Class A Shares | -0.24 | |
| BJ | BJ's Wholesale Club Holdings, Inc. | -0.21 | |
| AGRO | Adecoagro S.A. | -0.14 | |
| ED | Consolidated Edison | -0.14 | |
| DWSN | Dawson Geophysical Company | -0.13 | |
| KR | Kroger | -0.13 |
COF vs benchmarks
COF vs its peers
Get COF data as JSON
$ curl https://www.pairbook.io/api/v1/symbols/cof.jsonCorrelations, diversifiers, beta and volatility for COF, plus one endpoint per pair. API documentation.
COF inside major ETFs
| ETF | COF weight | |
|---|---|---|
| XLF | Financial Select Sector SPDR Fund | 1.64% |
| VYM | Vanguard High Dividend Yield ETF | 0.53% |
| VTV | Vanguard Value ETF | 0.48% |
| SPYV | SPDR Portfolio S&P 500 Value ETF | 0.45% |
| RSP | Invesco S&P 500 Equal Weight ETF | 0.23% |
| IVV | iShares Core S&P 500 ETF | 0.2% |
| SPY | SPDR S&P 500 ETF Trust | 0.2% |
| VOO | Vanguard S&P 500 ETF | 0.2% |
| VTI | Vanguard Total Stock Market ETF | 0.18% |
| ACWI | iShares MSCI ACWI ETF | 0.12% |
