Caterpillar Inc. (CAT) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Caterpillar Inc. (CAT): 1Y return 166.1%, Sharpe ratio 3.18, volatility 31.2%, 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: 8.7%, Sharpe: 5.02, Volatility: 39.6%, Max Drawdown: -3.0%
- YTD
- Return: 34.8%, Sharpe: 2.81, Volatility: 38.3%, Max Drawdown: -13.9%
- 1Y
- Return: 166.1%, Sharpe: 3.18, Volatility: 31.2%, Max Drawdown: -13.9%
- 5Y
- Return: 263.2%, Sharpe: 0.99, Volatility: 29.4%, Max Drawdown: -34.0%
- 10Y
- Return: 1130.4%, Sharpe: 0.96, Volatility: 30.0%, 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.