AutoZone, Inc. (AZO) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
AutoZone, Inc. (AZO): 1Y return -16.9%, Sharpe ratio -0.50, volatility 27.8%, max drawdown -32.6%. A Stock in the Equity asset class. Compare AZO with other assets and invest through your own broker with pfolio.
AutoZone, Inc. (AZO) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
AZO Performance
- MTD
- Return: -3.7%, Sharpe: -2.06, Volatility: 46.0%, Max Drawdown: -8.1%
- YTD
- Return: -9.2%, Sharpe: -0.39, Volatility: 32.0%, Max Drawdown: -24.4%
- 1Y
- Return: -16.9%, Sharpe: -0.50, Volatility: 27.8%, Max Drawdown: -32.6%
- 5Y
- Return: 97.7%, Sharpe: 0.66, Volatility: 24.3%, Max Drawdown: -32.6%
- 10Y
- Return: 284.2%, Sharpe: 0.63, Volatility: 26.2%, Max Drawdown: -42.1%
Frequently Asked Questions
- What is AutoZone, Inc. (AZO)?
- AutoZone, Inc. (AZO) 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 AZO compare to other assets?
- You can compare AZO with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in AZO through pfolio?
- pfolio helps you build diversified portfolios that may include AZO. You invest through your own broker — pfolio provides the analytics.