COF·Capital One Financial Corporation

Realized volatility (21d)

22.7% 36th pct

Below its peak

-22.1%

vs 200-day average

-2.4%

Up days (1y)

52%

Capital One Financial Corporation is currently running 22.7% annualised volatility over the last 21 sessions. Measured against COF's own 13 years of daily returns rather than a market-wide average, that is the 36th percentile — on the quiet side for this stock, against a typical reading of 26.4%. The distinction matters because a number that looks calm for one stock is turbulent for another, and the absolute figure on its own tells you neither.

COF is trading -22.1% below its running peak. Across 12 full years on file, its median worst-drawdown-in-a-year was -22.5%, and the deepest was -60.5% in 2020. The current pullback is therefore shallower than what this stock gives back in a typical year, which is context worth having before treating it as a dislocation.

Price sits -2.4% from its 200-day moving average. Against every other day in its history, that gap ranks at the 33rd percentile — close to the gap it normally carries. Over the past year COF closed higher on 52% of sessions, and it is currently 1 session into a rising streak.

On September specifically: over 13 years of records, COF finished the month higher 6 of 13 times, with a median return of -1.2% and an average of -0.9%. Its strongest month historically has been April at +4.2% on average, its weakest March at -5.5%. Seasonality is a weak signal on its own — a decade is a small sample and regimes change — but it is a real distribution rather than a rule of thumb.

Overnight risk is measurable too: COF has opened more than 2% away from the prior close in 137 of 3,267 sessions (4.2% of the time), with the largest gaps running +6.4% and -10.7%. For anyone holding through an event, that rate is a better guide to overnight exposure than the intraday range.

Across the last 3 dated reports on file, COF moved an average of 2.5% in the session after earnings, closing higher 1 of those 3 times, with a median move of -3.2% and a largest of -4.1%.

All figures computed from 3,268 daily closes between 2013-09-20 and 2026-09-18, split-adjusted, recomputed daily. Percentiles are against COF's own 13-year history, not a peer group or index.