ConocoPhillips (COP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
ConocoPhillips (COP): 1Y return 36.5%, Sharpe ratio 1.15, volatility 30.1%, max drawdown -22.3%. 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: 8.2%, Sharpe: 3.66, Volatility: 29.8%, Max Drawdown: -4.5%
- YTD
- Return: 41.4%, Sharpe: 1.78, Volatility: 31.4%, Max Drawdown: -22.3%
- 1Y
- Return: 36.5%, Sharpe: 1.15, Volatility: 30.1%, Max Drawdown: -22.3%
- 5Y
- Return: 172.6%, Sharpe: 0.77, Volatility: 32.1%, Max Drawdown: -36.3%
- 10Y
- Return: 317.1%, Sharpe: 0.56, Volatility: 36.9%, 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.