BlackRock, Inc. (BLK) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
BlackRock, Inc. (BLK): 1Y return -2.2%, Sharpe ratio 0.05, volatility 26.7%, max drawdown -22.5%. A Stock in the Equity asset class. Compare BLK with other assets and invest through your own broker with pfolio.
BlackRock, Inc. (BLK) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
BLK Performance
- MTD
- Return: 2.4%, Sharpe: 5.55, Volatility: 13.7%, Max Drawdown: -1.3%
- YTD
- Return: 2.9%, Sharpe: 0.27, Volatility: 27.9%, Max Drawdown: -20.2%
- 1Y
- Return: -2.2%, Sharpe: 0.05, Volatility: 26.7%, Max Drawdown: -22.5%
- 5Y
- Return: 46.3%, Sharpe: 0.41, Volatility: 26.5%, Max Drawdown: -43.9%
- 10Y
- Return: 294.8%, Sharpe: 0.62, Volatility: 27.3%, Max Drawdown: -43.9%
Frequently Asked Questions
- What is BlackRock, Inc. (BLK)?
- BlackRock, Inc. (BLK) 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 BLK compare to other assets?
- You can compare BLK with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in BLK through pfolio?
- pfolio helps you build diversified portfolios that may include BLK. You invest through your own broker — pfolio provides the analytics.