Bristol-Myers Squibb Company (BMY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Bristol-Myers Squibb Company (BMY): 1Y return 47.3%, Sharpe ratio 1.52, volatility 27.0%, max drawdown -12.5%. A Stock in the Equity asset class. Compare BMY with other assets and invest through your own broker with pfolio.
Bristol-Myers Squibb Company (BMY) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
BMY Performance
- MTD
- Return: 2.5%, Sharpe: 1.36, Volatility: 26.6%, Max Drawdown: -3.5%
- YTD
- Return: 28.3%, Sharpe: 1.51, Volatility: 26.8%, Max Drawdown: -12.5%
- 1Y
- Return: 47.3%, Sharpe: 1.52, Volatility: 27.0%, Max Drawdown: -12.5%
- 5Y
- Return: 23.4%, Sharpe: 0.29, Volatility: 24.2%, Max Drawdown: -47.7%
- 10Y
- Return: 62.0%, Sharpe: 0.31, Volatility: 24.5%, Max Drawdown: -47.7%
Frequently Asked Questions
- What is Bristol-Myers Squibb Company (BMY)?
- Bristol-Myers Squibb Company (BMY) 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 BMY compare to other assets?
- You can compare BMY with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in BMY through pfolio?
- pfolio helps you build diversified portfolios that may include BMY. You invest through your own broker — pfolio provides the analytics.