Capital One Correlations
| COF-PL Preferred Stock | USD 18.29 0.37 1.98% |
The current 90-days correlation between Capital One Financial and Capital One Financial is 0.93 (i.e., Almost no diversification). A perfect positive correlation (i.e., a correlation coefficient of +1) implies that as Capital One moves, either up or down, the other security will move in the same direction. Alternatively, perfect negative correlation means that if Capital One Financial moves in either direction, the perfectly negatively correlated security will move in the opposite direction.
Capital One Correlation With Market
Average diversification
The correlation between Capital One Financial and DJI is 0.17 (i.e., Average 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.
Capital |
The ability to find closely correlated positions to Capital One could be a great tool in your tax-loss harvesting strategies, allowing investors a quick way to find a similar-enough asset to replace Capital One when you sell it. If you don't do this, your portfolio allocation will be skewed against your target asset allocation. So, investors can't just sell and buy back Capital One - that would be a violation of the tax code under the "wash sale" rule, and this is why you need to find a similar enough asset and use the proceeds from selling Capital One Financial to buy it.
Moving together with Capital Preferred Stock
| 0.96 | COF-PK | Capital One Financial | PairCorr |
| 0.93 | COF-PI | Capital One Financial | PairCorr |
| 0.93 | COF-PJ | Capital One Financial | PairCorr |
| 0.96 | COF-PN | Capital One Financial | PairCorr |
| 0.74 | AGM-PG | Federal Agricultural | PairCorr |
| 0.7 | AGM-PF | Federal Agricultural | PairCorr |
| 0.63 | AGM-PE | Federal Agricultural | PairCorr |
Moving against Capital Preferred Stock
| 0.61 | MBNKP | Medallion Bank PR | PairCorr |
| 0.57 | V | Visa Class A | PairCorr |
| 0.53 | DIST | Distoken Acquisition | PairCorr |
| 0.52 | L | Loews Corp | PairCorr |
| 0.46 | ATLCP | Atlanticus Holdings Corp | PairCorr |
| 0.46 | C | Citigroup Fiscal Year End 10th of January 2025 | PairCorr |
| 0.43 | SYF-PB | Synchrony Financial | PairCorr |
| 0.41 | AB | AllianceBernstein | PairCorr |
| 0.66 | LC | LendingClub Corp | PairCorr |
| 0.56 | MS | Morgan Stanley Fiscal Year End 21st of January 2025 | PairCorr |
| 0.55 | BY | Byline Bancorp Fiscal Year End 23rd of January 2025 | PairCorr |
| 0.55 | PB | Prosperity Bancshares Fiscal Year End 22nd of January 2025 | PairCorr |
| 0.54 | AX | Axos Financial | PairCorr |
| 0.52 | BX | Blackstone Group Fiscal Year End 23rd of January 2025 | PairCorr |
| 0.51 | GS | Goldman Sachs Group Fiscal Year End 21st of January 2025 | PairCorr |
| 0.48 | CM | Canadian Imperial Bank Earnings Call Tomorrow | PairCorr |
| 0.44 | BK | Bank of New York Fiscal Year End 10th of January 2025 | PairCorr |
| 0.43 | MA | Mastercard | PairCorr |
| 0.42 | CG | Carlyle Group | PairCorr |
| 0.42 | KB | KB Financial Group | PairCorr |
| 0.35 | LX | Lexinfintech Holdings Trending | PairCorr |
Related Correlations Analysis
| 0.92 | 0.9 | 0.95 | 0.89 | COF-PN | ||
| 0.92 | 0.97 | 0.96 | 0.91 | COF-PJ | ||
| 0.9 | 0.97 | 0.95 | 0.9 | COF-PI | ||
| 0.95 | 0.96 | 0.95 | 0.93 | COF-PK | ||
| 0.89 | 0.91 | 0.9 | 0.93 | WFC-PC | ||
| Click cells to compare fundamentals | Check Volatility | Backtest Portfolio |
Risk-Adjusted Indicators
There is a big difference between Capital Preferred 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 | ||
|---|---|---|---|---|---|---|---|---|---|---|
| COF-PN | 0.92 | (0.07) | 0.00 | (0.13) | 0.00 | 1.93 | 4.93 | |||
| COF-PJ | 0.71 | (0.05) | 0.00 | (0.27) | 0.00 | 1.22 | 4.53 | |||
| COF-PI | 0.73 | (0.06) | 0.00 | (0.17) | 0.00 | 1.67 | 4.73 | |||
| COF-PK | 0.78 | (0.09) | 0.00 | (0.26) | 0.00 | 1.30 | 5.25 | |||
| WFC-PC | 0.60 | (0.06) | 0.00 | (0.35) | 0.00 | 1.15 | 3.45 |
Be your own money manager
Our tools can tell you how much better you can do entering a position in Capital One without increasing your portfolio risk or giving up the expected return. As an individual investor, you need to find a reliable way to track all your investment portfolios. However, your requirements will often be based on how much of the process you decide to do yourself. In addition to allowing all investors analytical transparency into all their portfolios, our tools can evaluate risk-adjusted returns of your individual positions relative to your overall portfolio.Did you try this?
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Capital One Corporate Management
| Sanjiv Yajnik | Pres Services | Profile | |
| Jeff Norris | Global SVP | Profile | |
| Richard Fairbank | Chairman, Founder | Profile | |
| Tatiana Stead | Director Communications | Profile | |
| Michael Wassmer | Pres Card | Profile | |
| JD III | Chief CEO | Profile | |
| Robert Alexander | Chief Officer | Profile |