A capacitor anode (1) includes a substrate (10) which is formed from an alloy, metal, or metal compound which has a high tensile yield strength and high elastic modulus. The material has a composition which can be anodized, yielding an adherent and compressively stressed dielectric film (12) of pure, mixed, alloyed, or doped oxide that has a high usable dielectric strength (e.g., over 50 V/.mu.m) and high dielectric constant (e.g., 20 to over 10,000). A capacitor formed from the anode has a high energy density.