Emerson Electric Co. (EMR) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Emerson Electric Co. (EMR): 1Y return 20.0%, Sharpe ratio 0.72, volatility 31.5%, max drawdown -23.4%. A Stock in the Equity asset class. Compare EMR with other assets and invest through your own broker with pfolio.
Emerson Electric Co. (EMR) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
EMR Performance
- MTD
- Return: 5.6%, Sharpe: 2.50, Volatility: 30.8%, Max Drawdown: -5.6%
- YTD
- Return: 20.2%, Sharpe: 0.96, Volatility: 34.5%, Max Drawdown: -23.4%
- 1Y
- Return: 20.0%, Sharpe: 0.72, Volatility: 31.5%, Max Drawdown: -23.4%
- 5Y
- Return: 66.2%, Sharpe: 0.50, Volatility: 27.2%, Max Drawdown: -29.6%
- 10Y
- Return: 274.7%, Sharpe: 0.59, Volatility: 28.7%, Max Drawdown: -50.8%
Frequently Asked Questions
- What is Emerson Electric Co. (EMR)?
- Emerson Electric Co. (EMR) 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 EMR compare to other assets?
- You can compare EMR with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EMR through pfolio?
- pfolio helps you build diversified portfolios that may include EMR. You invest through your own broker — pfolio provides the analytics.