Duke Energy Corporation (DUK) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Duke Energy Corporation (DUK): 1Y return -4.1%, Sharpe ratio -0.18, volatility 15.6%, max drawdown -13.7%. A Stock in the Equity asset class. Compare DUK with other assets and invest through your own broker with pfolio.
Duke Energy Corporation (DUK) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
DUK Performance
- MTD
- Return: 3.2%, Sharpe: 8.74, Volatility: 11.5%, Max Drawdown: -0.3%
- YTD
- Return: 3.0%, Sharpe: 0.31, Volatility: 16.1%, Max Drawdown: -13.7%
- 1Y
- Return: -4.1%, Sharpe: -0.18, Volatility: 15.6%, Max Drawdown: -13.7%
- 5Y
- Return: 43.0%, Sharpe: 0.48, Volatility: 17.6%, Max Drawdown: -24.2%
- 10Y
- Return: 130.4%, Sharpe: 0.50, Volatility: 20.0%, Max Drawdown: -37.4%
Frequently Asked Questions
- What is Duke Energy Corporation (DUK)?
- Duke Energy Corporation (DUK) 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 DUK compare to other assets?
- You can compare DUK with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in DUK through pfolio?
- pfolio helps you build diversified portfolios that may include DUK. You invest through your own broker — pfolio provides the analytics.