Cummins Inc. (CMI) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Cummins Inc. (CMI): 1Y return 24.5%, Sharpe ratio 0.77, volatility 36.2%, max drawdown -28.7%. A Stock in the Equity asset class. Compare CMI with other assets and invest through your own broker with pfolio.
Cummins Inc. (CMI) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
CMI Performance
- MTD
- Return: 1.3%, Sharpe: 1.67, Volatility: 30.8%, Max Drawdown: -3.4%
- YTD
- Return: 3.6%, Sharpe: 0.30, Volatility: 37.5%, Max Drawdown: -28.7%
- 1Y
- Return: 24.5%, Sharpe: 0.77, Volatility: 36.2%, Max Drawdown: -28.7%
- 5Y
- Return: 148.7%, Sharpe: 0.76, Volatility: 28.4%, Max Drawdown: -30.5%
- 10Y
- Return: 425.2%, Sharpe: 0.71, Volatility: 28.0%, Max Drawdown: -44.1%
Frequently Asked Questions
- What is Cummins Inc. (CMI)?
- Cummins Inc. (CMI) 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 CMI compare to other assets?
- You can compare CMI with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CMI through pfolio?
- pfolio helps you build diversified portfolios that may include CMI. You invest through your own broker — pfolio provides the analytics.