Caterpillar Inc. (CAT) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Caterpillar Inc. (CAT): 1Y return 132.0%, Sharpe ratio 2.38, volatility 37.1%, 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: -12.5%, Sharpe: -8.71, Volatility: 41.8%, Max Drawdown: -12.5%
- YTD
- Return: 63.3%, Sharpe: 2.33, Volatility: 42.2%, Max Drawdown: -13.9%
- 1Y
- Return: 132.0%, Sharpe: 2.38, Volatility: 37.1%, Max Drawdown: -13.9%
- 5Y
- Return: 373.4%, Sharpe: 1.13, Volatility: 30.8%, Max Drawdown: -34.0%
- 10Y
- Return: 1366.9%, Sharpe: 1.00, Volatility: 30.6%, 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.