Performance Comparison
Portfolio Performance Comparison
| Name | YTD Return | 1Yr AR | 3Yr AR | 5Yr AR | 10Yr AR | 15Yr AR | 20Yr AR | Inception |
|---|---|---|---|---|---|---|---|---|
| COF (Capital One Financial Corporation) | 20.12% | 61.46% | 27.62% | 29.56% | 12.29% | 13.49% | 6.45% | 14.33% |
Data as of 08/06/2025, AR inception is 11/16/1994
More Performance Analytics Comparison
| Name | Start Date | End Date |
|---|---|---|
| COF (Capital One Financial Corporation) | 11/16/1994 | 08/06/2025 |
| Last 1 Week | 1 Yr | 3 Yr | 5 Yr | 10 Yr | 15 Yr | 20 Yr | Inception | YTD | 2024 | 2023 | 2022 | 2021 | 2020 | 2019 | 2018 | 2017 | 2016 | 2015 | 2014 | 2013 | 2012 | 2011 | 2010 | 2009 | 2008 | 2007 | 2006 | 2005 | 2004 | 2003 | 2002 | 2001 | 2000 | 1999 | 1998 | 1997 | 1996 | 1995 | 1994 | |
|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|---|
| Annualized Return (%) | -1.09 | 61.46 | 27.62 | 29.56 | 12.29 | 13.49 | 6.45 | 14.33 | 20.12 | 38.24 | 44.32 | -34.59 | 49.32 | -2.66 | 38.62 | -22.77 | 16.89 | 24.40 | -10.47 | 9.46 | 34.18 | 37.50 | -0.21 | 11.57 | 24.02 | -30.25 | -38.38 | -10.97 | 2.75 | 37.62 | 106.75 | -44.75 | -17.87 | 36.88 | 25.71 | 112.23 | 50.52 | 50.79 | 49.22 | 0.00 |
| Sharpe Ratio | NA | 1.08 | 0.64 | 0.74 | 0.29 | NA | NA | 0.26 | 0.67 | 1.17 | 1.27 | -0.85 | 1.57 | -0.04 | 1.54 | -1.01 | 0.79 | 0.86 | -0.40 | 0.55 | 1.61 | 1.47 | -0.01 | 0.31 | 0.22 | -0.35 | -1.10 | -0.61 | 0.02 | 1.55 | 2.35 | -0.55 | -0.42 | 0.61 | 0.42 | 1.79 | 1.12 | 1.32 | 1.34 | -0.13 |
| Standard Deviation(%) | NA | 39.69 | 35.34 | 36.11 | 37.14 | NA | NA | 46.23 | 42.24 | 29.60 | 32.28 | 42.48 | 31.37 | 73.12 | 24.15 | 24.11 | 20.67 | 28.13 | 26.27 | 17.11 | 21.25 | 25.79 | 39.19 | 37.51 | 107.29 | 87.83 | 37.90 | 23.66 | 20.28 | 23.70 | 45.09 | 83.48 | 48.67 | 53.68 | 52.75 | 60.66 | 41.67 | 35.31 | 33.88 | 32.09 |
| Draw Down(%) | NA | 28.24 | 29.49 | 50.38 | 60.25 | NA | NA | 90.17 | 28.24 | 13.68 | 29.49 | 44.41 | 21.86 | 60.25 | 14.89 | 31.87 | 19.17 | 23.01 | 21.21 | 12.00 | 19.14 | 15.23 | 33.05 | 21.50 | 75.01 | 54.59 | 45.30 | 22.24 | 16.07 | 20.45 | 34.86 | 62.42 | 44.54 | 32.46 | 39.35 | 51.73 | 28.08 | 19.46 | 21.61 | 15.15 |
| Yield(%) | 0.00 | 1.80 | 2.04 | 3.52 | 2.51 | 3.87 | 1.56 | 16.72 | 0.67 | 1.82 | 2.58 | 1.62 | 2.66 | 0.97 | 2.07 | 1.61 | 2.25 | 2.83 | 2.30 | 1.55 | 1.55 | 0.46 | 0.46 | 0.51 | 1.58 | 3.17 | 0.14 | 0.12 | 0.13 | 0.19 | 0.34 | 0.21 | 0.17 | 0.23 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 | 0.00 |
Data as of 08/06/2025, AR inception is 11/16/1994
Performance Comparison Chart
Annualized Rolling Returns Comparison (Minimum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COF (Capital One Financial Corporation) |
-47.30%
Feb 2006 - Feb 2009 |
-29.58%
Mar 2004 - Mar 2009 |
-12.53%
Mar 1999 - Mar 2009 |
-1.11%
Mar 2005 - Mar 2020 |
Annualized Rolling Returns Comparison (Maximum)
| Ticker/Portfolio Name | 3 Year | 5 Year | 10 Year | 15 Year |
|---|---|---|---|---|
| COF (Capital One Financial Corporation) |
84.96%
Jun 1995 - Jun 1998 |
55.31%
Dec 1994 - Dec 1999 |
31.92%
Dec 1994 - Dec 2004 |
20.01%
Mar 2009 - Mar 2024 |
Annualized Rolling Returns Comparison Chart