Capital One Correlations

COF Stock

USD 193.73 0.59 0.30%

The current 90-days correlation between Capital One Financial and Toronto Dominion Bank is 0.44 (i.e., Very weak diversification). The correlation of Capital One is a statistical measure of how it moves in relation to other instruments. This measure is expressed in what is known as the correlation coefficient, which ranges between -1 and +1. A correlation greater than 0.8 is generally described as strong, whereas a correlation less than 0.5 is generally considered weak.

Capital One Correlation With Market

Very good diversification

The correlation between Capital One Financial and DJI is -0.21 (i.e., Very good diversification) for selected investment horizon. Overlapping area represents the amount of risk that can be diversified away by holding Capital One Financial and DJI in the same portfolio, assuming nothing else is changed.

Build AI portfolio with Capital Stock

Check out Trending Equities to better understand how to build diversified portfolios, which includes a position in Capital One Financial. Also, note that the market value of any company could be closely tied with the direction of predictive economic indicators such as signals in employment.

Moving together with Capital Stock

0.78	LC	LendingClub Corp	Pair Corr
0.87	RM	Regional Management Corp	Pair Corr
0.8	HYQ	Hypoport SE	Pair Corr
0.87	VISA	Visa Inc CDR	Pair Corr
0.8	HYQ	Hypoport SE	Pair Corr
0.9	AXP	American Express	Pair Corr
0.66	PYPL	PayPal Holdings CDR	Pair Corr
0.85	M4I	Mastercard	Pair Corr
0.61	NNI	Nelnet Inc	Pair Corr
0.95	OMF	OneMain Holdings	Pair Corr
0.66	SLM	SLM Corp	Pair Corr
0.95	SYF	Synchrony Financial	Pair Corr
0.95	CFX	Capital One Financial	Pair Corr
0.78	GDOT	Green Dot	Pair Corr

Moving against Capital Stock

0.74	FCFS	FirstCash	Pair Corr
0.71	EZPW	EZCORP Inc Normal Trading	Pair Corr
0.59	CFXE	CAPITAL ONE FIN	Pair Corr
0.5	ECPG	Encore Capital Group	Pair Corr
0.49	FINV	FinVolution Group	Pair Corr
0.46	FA	Fountain Asset Corp	Pair Corr
0.36	SUS	SU plc	Pair Corr
0.35	2D5	CRED ACC P	Pair Corr
0.73	B28	B2Holding ASA	Pair Corr
0.68	EZ2A	EZCORP Inc	Pair Corr
0.67	PRG	PROG Holdings	Pair Corr
0.67	JSE	Japan Securities Finance	Pair Corr
0.67	5B4	MITSUBISHI HC CAPITAL	Pair Corr

Related Correlations Analysis

	TD	BAC	PGR	SPGI	UBS	SAN	HOOD
TD		-0.05	-0.47	-0.31	0.5	0.83	-0.72	TD
BAC	-0.05		0.24	0.33	0.37	-0.1	0.41	BAC
PGR	-0.47	0.24		0.35	-0.19	-0.61	0.57	PGR
SPGI	-0.31	0.33	0.35		0.59	-0.21	0.75	SPGI
UBS	0.5	0.37	-0.19	0.59		0.53	0.06	UBS
SAN	0.83	-0.1	-0.61	-0.21	0.53		-0.66	SAN
HOOD	-0.72	0.41	0.57	0.75	0.06	-0.66		HOOD
	TD	BAC	PGR	SPGI	UBS	SAN	HOOD

Correlation Matchups

Over a given time period, the two securities move together when the Correlation Coefficient is positive. Conversely, the two assets move in opposite directions when the Correlation Coefficient is negative. Determining your positions' relationship to each other is valuable for analyzing and projecting your portfolio's future expected return and risk.

High positive correlations

SAN	+ 0.83	TD
HOOD	+ 0.75	SPGI
UBS	+ 0.59	SPGI
HOOD	+ 0.57	PGR
SAN	+ 0.53	UBS
UBS	+ 0.5	TD

High negative correlations

HOOD	- 0.72	TD
HOOD	- 0.66	SAN
SAN	- 0.61	PGR
PGR	- 0.47	TD
SPGI	- 0.31	TD
SAN	- 0.21	SPGI

Risk-Adjusted Indicators

There is a big difference between Capital Stock performing well and Capital One Company doing well as a business compared to the competition. There are so many exceptions to the norm that investors cannot definitively determine what's good or bad unless they analyze Capital One's multiple risk-adjusted performance indicators across the competitive landscape. These indicators are quantitative in nature and help investors forecast volatility and risk-adjusted expected returns across various positions.

	Mean Deviation	Jensen Alpha	Sortino Ratio	Treynor Ratio	Semi Deviation	Expected Shortfall	Potential Upside	Value @Risk	Maximum Drawdown
TD	0.86	0.24	0.25	0.39	0.68	(1.06)	2.03	(1.52)	5.15
BAC	1.10	(0.11)	0.00	(0.05)	0.00	0.00	1.86	(2.81)	7.62
PGR	1.11	0.00	(0.02)	0.04	1.46	(1.23)	2.24	(2.22)	8.71
SPGI	1.43	(0.17)	0.00	(0.15)	0.00	0.00	3.11	(3.04)	15.22
UBS	1.28	0.06	0.03	0.12	1.86	(1.24)	2.57	(2.62)	10.86
SAN	1.66	0.04	0.02	0.07	2.49	(1.63)	3.07	(3.24)	10.08
HOOD	3.22	(0.63)	0.00	(0.22)	0.00	0.00	6.82	(8.91)	22.87

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