The Bank of New York Mellon Corporation (BK) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
The Bank of New York Mellon Corporation (BK): 1Y return 73.3%, Sharpe ratio 2.81, volatility 19.6%, 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: 11.2%, Sharpe: 16.97, Volatility: 14.5%, Max Drawdown: -0.8%
- YTD
- Return: 14.2%, Sharpe: 1.91, Volatility: 25.0%, Max Drawdown: -10.1%
- 1Y
- Return: 73.3%, Sharpe: 2.81, Volatility: 19.6%, Max Drawdown: -10.1%
- 5Y
- Return: 216.5%, Sharpe: 1.04, Volatility: 24.2%, Max Drawdown: -40.5%
- 10Y
- Return: 350.4%, Sharpe: 0.68, Volatility: 26.6%, 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.