American Express Company (AXP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
American Express Company (AXP): 1Y return -0.4%, Sharpe ratio 0.12, volatility 26.2%, max drawdown -23.9%. A Stock in the Equity asset class. Compare AXP with other assets and invest through your own broker with pfolio.
American Express Company (AXP) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
AXP Performance
- MTD
- Return: 2.8%, Sharpe: 8.82, Volatility: 9.8%, Max Drawdown: -0.7%
- YTD
- Return: -14.8%, Sharpe: -0.63, Volatility: 26.0%, Max Drawdown: -23.8%
- 1Y
- Return: -0.4%, Sharpe: 0.12, Volatility: 26.2%, Max Drawdown: -23.9%
- 5Y
- Return: 89.4%, Sharpe: 0.57, Volatility: 28.8%, Max Drawdown: -31.5%
- 10Y
- Return: 487.9%, Sharpe: 0.70, Volatility: 31.3%, Max Drawdown: -49.6%
Frequently Asked Questions
- What is American Express Company (AXP)?
- American Express Company (AXP) 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 AXP compare to other assets?
- You can compare AXP with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in AXP through pfolio?
- pfolio helps you build diversified portfolios that may include AXP. You invest through your own broker — pfolio provides the analytics.