Caterpillar Inc. (CAT) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Caterpillar Inc. (CAT): 1Y return 151.7%, Sharpe ratio 2.86, volatility 33.1%, max drawdown -13.9%. A Stock in the Equity asset class. Compare CAT with other assets and invest through your own broker with pfolio.
Caterpillar Inc. (CAT) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
CAT Performance
- MTD
- Return: -1.6%, Sharpe: -0.40, Volatility: 34.3%, Max Drawdown: -7.2%
- YTD
- Return: 53.5%, Sharpe: 2.79, Volatility: 39.0%, Max Drawdown: -13.9%
- 1Y
- Return: 151.7%, Sharpe: 2.86, Volatility: 33.1%, Max Drawdown: -13.9%
- 5Y
- Return: 297.3%, Sharpe: 1.04, Volatility: 29.9%, Max Drawdown: -34.0%
- 10Y
- Return: 1427.5%, Sharpe: 1.02, Volatility: 30.3%, Max Drawdown: -43.4%
Frequently Asked Questions
- What is Caterpillar Inc. (CAT)?
- Caterpillar Inc. (CAT) 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 CAT compare to other assets?
- You can compare CAT with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CAT through pfolio?
- pfolio helps you build diversified portfolios that may include CAT. You invest through your own broker — pfolio provides the analytics.