Capital One Correlations

COF Stock

USD 187.06 4.42 2.42%

The current 90-days correlation between Capital One Financial and Mastercard is 0.51 (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

Poor diversification

The correlation between Capital One Financial and DJI is 0.73 (i.e., Poor 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.

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 persons.

Moving together with Capital Stock

0.87	V	Visa Class A	Pair Corr
0.78	DHIL	Diamond Hill Investment	Pair Corr
0.91	DIST	Distoken Acquisition	Pair Corr
0.76	AB	AllianceBernstein	Pair Corr
0.74	AC	Associated Capital	Pair Corr
0.88	BN	Brookfield Corp	Pair Corr
0.91	BX	Blackstone Group Normal Trading	Pair Corr
0.87	CG	Carlyle Group	Pair Corr
0.97	GS	Goldman Sachs Group Fiscal Year End 21st of January 2025	Pair Corr
0.93	LC	LendingClub Corp	Pair Corr
0.7	LX	Lexinfintech Holdings	Pair Corr
0.85	MA	Mastercard	Pair Corr
0.86	MC	Moelis	Pair Corr
0.97	MS	Morgan Stanley Sell-off Trend	Pair Corr
0.85	PX	P10 Inc	Pair Corr
0.81	QD	Qudian Inc	Pair Corr
0.97	SF	Stifel Financial Earnings Call This Week	Pair Corr
0.65	TW	Tradeweb Markets Normal Trading	Pair Corr
0.89	WT	WisdomTree	Pair Corr
0.95	VCTR	Victory Capital Holdings Sell-off Trend	Pair Corr
0.81	DUET	DUET Acquisition Corp	Pair Corr
0.81	VIRT	Virtu Financial Normal Trading	Pair Corr
0.78	DYCQ	DT Cloud Acquisition	Pair Corr
0.96	VRTS	Virtus Investment	Pair Corr

Moving against Capital Stock

0.83	WU	Western Union	Pair Corr
0.74	XP	Xp Inc	Pair Corr
0.61	PT	Pintec Technology	Pair Corr
0.52	RM	Regional Management Corp	Pair Corr
0.34	DMYY	dMY Squared Technology	Pair Corr
0.32	PWUPW	PowerUp Acquisition Corp	Pair Corr
0.78	BRKHU	BurTech Acquisition Corp	Pair Corr
0.71	BRKHW	BurTech Acquisition Corp	Pair Corr
0.6	BRACU	Broad Capital Acquisition	Pair Corr
0.36	PFTAU	Portage Fintech Acqu	Pair Corr
0.34	DISTW	Distoken Acquisition	Pair Corr

Related Correlations Analysis

	MA	V	PYPL	ALLY	AXP	SYF	DFS	UPST	SOFI
MA		0.82	0.85	-0.42	0.89	0.86	0.84	0.81	0.86	MA
V	0.82		0.62	-0.16	0.75	0.87	0.88	0.81	0.87	V
PYPL	0.85	0.62		-0.26	0.91	0.85	0.84	0.82	0.84	PYPL
ALLY	-0.42	-0.16	-0.26		-0.25	0.0	-0.01	0.04	-0.09	ALLY
AXP	0.89	0.75	0.91	-0.25		0.89	0.9	0.84	0.86	AXP
SYF	0.86	0.87	0.85	0.0	0.89		0.99	0.94	0.96	SYF
DFS	0.84	0.88	0.84	-0.01	0.9	0.99		0.93	0.94	DFS
UPST	0.81	0.81	0.82	0.04	0.84	0.94	0.93		0.95	UPST
SOFI	0.86	0.87	0.84	-0.09	0.86	0.96	0.94	0.95		SOFI
	MA	V	PYPL	ALLY	AXP	SYF	DFS	UPST	SOFI

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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

DFS	+ 0.99	SYF
SOFI	+ 0.96	SYF
SOFI	+ 0.95	UPST
UPST	+ 0.94	SYF
SOFI	+ 0.94	DFS
UPST	+ 0.93	DFS

High negative correlations

ALLY	- 0.42	MA
ALLY	- 0.26	PYPL
AXP	- 0.25	ALLY
ALLY	- 0.16	V
SOFI	- 0.09	ALLY
DFS	- 0.01	ALLY

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
MA	0.72	0.07	0.04	0.22	0.72	(0.81)	1.70	(1.33)	5.05
V	0.83	0.13	0.08	0.29	1.06	(0.96)	2.23	(1.30)	7.73
PYPL	1.38	0.16	0.10	0.26	1.52	(1.49)	3.52	(2.75)	10.05
ALLY	1.55	(0.34)	0.00	(0.05)	0.00	0.00	2.84	(2.91)	21.67
AXP	1.25	0.10	0.13	0.18	1.13	(1.36)	2.83	(2.19)	9.79
SYF	1.75	0.19	0.26	0.18	1.22	(2.18)	4.38	(2.58)	23.07
DFS	1.97	0.15	0.22	0.17	1.47	(2.46)	4.04	(2.77)	24.36
UPST	4.11	0.73	0.25	0.33	3.71	(5.22)	7.32	(5.57)	56.41
SOFI	2.55	0.98	0.44	0.60	1.84	(3.23)	7.21	(3.44)	17.87

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