The Bank of New York Mellon Corporation (BK) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
The Bank of New York Mellon Corporation (BK): 1Y return 59.5%, Sharpe ratio 2.43, volatility 19.3%, max drawdown -10.1%. A Stock in the Equity asset class. Compare BK with other assets and invest through your own broker with pfolio.
The Bank of New York Mellon Corporation (BK) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
BK Performance
- MTD
- Return: 3.8%, Sharpe: 2.88, Volatility: 15.9%, Max Drawdown: -2.9%
- YTD
- Return: 21.1%, Sharpe: 2.09, Volatility: 22.8%, Max Drawdown: -10.1%
- 1Y
- Return: 59.5%, Sharpe: 2.43, Volatility: 19.3%, Max Drawdown: -10.1%
- 5Y
- Return: 207.5%, Sharpe: 1.02, Volatility: 24.1%, Max Drawdown: -40.5%
- 10Y
- Return: 326.0%, Sharpe: 0.66, Volatility: 26.5%, Max Drawdown: -50.5%
Frequently Asked Questions
- What is The Bank of New York Mellon Corporation (BK)?
- The Bank of New York Mellon Corporation (BK) 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 BK compare to other assets?
- You can compare BK with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in BK through pfolio?
- pfolio helps you build diversified portfolios that may include BK. You invest through your own broker — pfolio provides the analytics.