Amgen Inc. (AMGN) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Amgen Inc. (AMGN): 1Y return 21.6%, Sharpe ratio 0.82, volatility 27.4%, max drawdown -12.4%. A Stock in the Equity asset class. Compare AMGN with other assets and invest through your own broker with pfolio.
Amgen Inc. (AMGN) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
AMGN Performance
- MTD
- Return: -1.0%, Sharpe: -0.99, Volatility: 21.8%, Max Drawdown: -3.8%
- YTD
- Return: 7.1%, Sharpe: 0.94, Volatility: 29.0%, Max Drawdown: -12.4%
- 1Y
- Return: 21.6%, Sharpe: 0.82, Volatility: 27.4%, Max Drawdown: -12.4%
- 5Y
- Return: 59.7%, Sharpe: 0.50, Volatility: 23.5%, Max Drawdown: -24.9%
- 10Y
- Return: 192.7%, Sharpe: 0.55, Volatility: 24.3%, Max Drawdown: -24.9%
Frequently Asked Questions
- What is Amgen Inc. (AMGN)?
- Amgen Inc. (AMGN) is a Stock in the Equity asset class. pfolio shows its cumulative return, volatility, Sharpe ratio, and max drawdown across MTD, YTD, 1Y, 5Y, 10Y, 20Y, and all-time periods.
- How does AMGN compare to other assets?
- You can compare AMGN with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in AMGN through pfolio?
- pfolio helps you build diversified portfolios that may include AMGN. You invest through your own broker — pfolio provides the analytics.