ConocoPhillips (COP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ConocoPhillips (COP): 1Y return 43.5%, Sharpe ratio 1.39, volatility 28.0%, max drawdown -13.5%. A Stock in the Equity asset class. Compare COP with other assets and invest through your own broker with pfolio.
ConocoPhillips (COP) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
COP Performance
- MTD
- Return: -9.9%, Sharpe: -6.92, Volatility: 33.6%, Max Drawdown: -10.0%
- YTD
- Return: 28.0%, Sharpe: 2.81, Volatility: 31.3%, Max Drawdown: -11.2%
- 1Y
- Return: 43.5%, Sharpe: 1.39, Volatility: 28.0%, Max Drawdown: -13.5%
- 5Y
- Return: 174.0%, Sharpe: 0.77, Volatility: 32.2%, Max Drawdown: -36.3%
- 10Y
- Return: 269.9%, Sharpe: 0.53, Volatility: 37.0%, Max Drawdown: -70.7%
Frequently Asked Questions
- What is ConocoPhillips (COP)?
- ConocoPhillips (COP) 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 COP compare to other assets?
- You can compare COP with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in COP through pfolio?
- pfolio helps you build diversified portfolios that may include COP. You invest through your own broker — pfolio provides the analytics.