Correlation Analysis
Capital One Financial vs JPMorgan Chase & Co.
COF vs JPM
+0.908
Very strong positive
When one moves up, the other tends to follow.
Capital One Financial
↗COF
Capital One is a diversified financial services holding company headquartered in McLean, Virginia. Originally a spinoff of Signet Financial's credit card division in 1994, the company is now primarily involved in credit card lending, auto loans, and commercial lending. Following the acquisition of Discover in 2025, the firm also has a modest personal loan business, though credit card lending provides the majority of the bank's revenue.
Market cap 114.6B · 76,300 employees
JPMorgan Chase & Co.
↗JPM
JPMorgan Chase is one of the largest and most complex financial institutions in the United States, with more than $4.4 trillion in assets. It is organized into four major segments: consumer and community banking, corporate and investment banking, commercial banking, and asset and wealth management. JPMorgan operates and is subject to regulation in multiple countries.
Market cap 792.5B
Time Series
Relative Performance
Who Moves First
in sync
COF and JPM tend to move at the same time.
After testing 13 timing shifts, the strongest relationship was +0.908 (they moved in the same direction).
Do They Crash Together?
Correlation by Market Regime
How these series behave when markets are rising, falling, or diverging. A correlation that holds in drawdowns is very different from one that only works in rallies.
Both Rising
+0.525
15 periods · Return correlation when both series rose
Both Falling
+0.697
10 periods · Return correlation when both series fell
Diverging
-0.537
10 periods · Return correlation when series moved apart
R-Squared
82.5%
Share of variance in one series explained by the other.
Trend Agreement
76.1%
How often both series moved in the same direction period-to-period.
Overlap Quality
1,254
Deep shared window — 1,254 usable pairs.
Significance
p < 0.001
95% CI: [0.898, 0.918]
Scatter
XY Regression
Pipeline
Data quality details
Pipeline
Data quality details
Pipeline Summary
1,254 paired data points survived the daily window.
Raw input
1,254
1,254
Normalized
1,254
1,254
Prepared
1,254
1,254
Aligned
1,254
1,254
Invalid removed
0
A: 0 / B: 0
Duplicates removed
0
A: 0 / B: 0
Alignment drops
0
A: 0 / B: 0
Series A
Capital One Financial
COF
Market cap 114.6B · 76,300 employees
Stock · 1,254 raw → 1,254 prepared
Series B
JPMorgan Chase & Co.
JPM
Market cap 792.5B
Stock · 1,254 raw → 1,254 prepared
Sign agreement
100.0%
How often both values share the same sign.
Zero crossings
27
Estimated crossover points between normalized spreads.
Slope
1.3993
Linear regression slope.
Intercept
-17.8794
Linear regression intercept.
Related Extremes
Highest and Lowest Correlated
Saved 4 hours ago · ID: stock-cof-vs-stock-jpm-daily