CVS Health Corporation (CVS) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
CVS Health Corporation (CVS): 1Y return 16.2%, Sharpe ratio 0.63, volatility 30.8%, max drawdown -22.6%. A Stock in the Equity asset class. Compare CVS with other assets and invest through your own broker with pfolio.
CVS Health Corporation (CVS) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
CVS Performance
- MTD
- Return: 2.4%, Sharpe: 3.60, Volatility: 21.3%, Max Drawdown: -2.0%
- YTD
- Return: 13.1%, Sharpe: 0.64, Volatility: 32.6%, Max Drawdown: -22.6%
- 1Y
- Return: 16.2%, Sharpe: 0.63, Volatility: 30.8%, Max Drawdown: -22.6%
- 5Y
- Return: 23.6%, Sharpe: 0.29, Volatility: 29.8%, Max Drawdown: -56.8%
- 10Y
- Return: 36.6%, Sharpe: 0.25, Volatility: 29.0%, Max Drawdown: -56.8%
Frequently Asked Questions
- What is CVS Health Corporation (CVS)?
- CVS Health Corporation (CVS) 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 CVS compare to other assets?
- You can compare CVS with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in CVS through pfolio?
- pfolio helps you build diversified portfolios that may include CVS. You invest through your own broker — pfolio provides the analytics.