COF·Capital One Financial Corporation

Realized volatility (21d)

29.8% 62nd pct

Below its peak

-19.9%

vs 200-day average

+3.6%

Up days (1y)

53%

Capital One Financial Corporation is currently running 29.8% 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 62nd percentile — a little above its own norm, against a typical reading of 26.4%.

COF is trading -19.9% below its running peak. Across 13 full years on file, its median worst-drawdown-in-a-year was -23.0%, 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 +3.6% from its 200-day moving average. Against every other day in its history, that gap ranks at the 54th percentile — close to the gap it normally carries. Over the past year COF closed higher on 53% of sessions, and it is currently 1 session into a rising streak.

On November specifically: over 13 years of records, COF finished the month higher 9 of 13 times, with a median return of +0.6% and an average of +4.0%. Its strongest month historically has been April at +4.2% on average, its weakest March at -5.5%.

Overnight risk is measurable too: COF has opened more than 2% away from the prior close in 137 of 3,268 sessions (4.2% of the time), with the largest gaps running +6.4% and -10.7%.

Across the last 4 dated reports on file, COF moved an average of 2.3% in the session after earnings, closing higher 1 of those 4 times, with a median move of -2.4% and a largest of -4.1%.

All figures computed from 3,269 daily closes between 2013-11-06 and 2026-11-05, split-adjusted, recomputed daily. Percentiles are against COF's own 13-year history, not a peer group or index.