AutoZone, Inc. (AZO) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
AutoZone, Inc. (AZO): 1Y return -28.9%, Sharpe ratio -0.98, volatility 29.1%, max drawdown -31.9%. 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: 2.4%, Sharpe: 2.79, Volatility: 28.4%, Max Drawdown: -1.8%
- YTD
- Return: -14.5%, Sharpe: -0.49, Volatility: 30.3%, Max Drawdown: -28.1%
- 1Y
- Return: -28.9%, Sharpe: -0.98, Volatility: 29.1%, Max Drawdown: -31.9%
- 5Y
- Return: 72.8%, Sharpe: 0.55, Volatility: 24.7%, Max Drawdown: -35.9%
- 10Y
- Return: 280.3%, Sharpe: 0.62, Volatility: 26.4%, 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.