Caterpillar Inc. (CAT) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Caterpillar Inc. (CAT): 1Y return 61.4%, Sharpe ratio 1.37, volatility 39.5%, max drawdown -26.7%. 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: -1.3%, Sharpe: -0.80, Volatility: 45.9%, Max Drawdown: -7.8%
- YTD
- Return: 40.6%, Sharpe: 1.26, Volatility: 40.2%, Max Drawdown: -26.7%
- 1Y
- Return: 61.4%, Sharpe: 1.37, Volatility: 39.5%, Max Drawdown: -26.7%
- 5Y
- Return: 347.0%, Sharpe: 1.08, Volatility: 31.3%, Max Drawdown: -34.0%
- 10Y
- Return: 1026.7%, Sharpe: 0.91, Volatility: 30.9%, 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.