BHP Group Limited (BHP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
BHP Group Limited (BHP): 1Y return 68.5%, Sharpe ratio 1.68, volatility 33.2%, max drawdown -19.8%. A Stock in the Equity asset class. Compare BHP with other assets and invest through your own broker with pfolio.
BHP Group Limited (BHP) Overview
- Type: Stock
- Asset Class: Equity
- Region: Oceania
- Country: AU (Developed)
- Currency: USD
BHP Performance
- MTD
- Return: 2.2%, Sharpe: 3.35, Volatility: 21.2%, Max Drawdown: -2.5%
- YTD
- Return: 49.7%, Sharpe: 1.58, Volatility: 35.7%, Max Drawdown: -19.8%
- 1Y
- Return: 68.5%, Sharpe: 1.68, Volatility: 33.2%, Max Drawdown: -19.8%
- 5Y
- Return: 130.4%, Sharpe: 0.68, Volatility: 30.8%, Max Drawdown: -37.2%
- 10Y
- Return: 408.2%, Sharpe: 0.66, Volatility: 31.1%, Max Drawdown: -44.3%
Frequently Asked Questions
- What is BHP Group Limited (BHP)?
- BHP Group Limited (BHP) 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 BHP compare to other assets?
- You can compare BHP with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in BHP through pfolio?
- pfolio helps you build diversified portfolios that may include BHP. You invest through your own broker — pfolio provides the analytics.