Exelon Corporation (EXC) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Exelon Corporation (EXC): 1Y return 12.1%, Sharpe ratio 0.69, volatility 18.4%, max drawdown -13.7%. A Stock in the Equity asset class. Compare EXC with other assets and invest through your own broker with pfolio.
Exelon Corporation (EXC) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
EXC Performance
- MTD
- Return: 1.0%, Sharpe: 1.18, Volatility: 26.4%, Max Drawdown: -3.1%
- YTD
- Return: 10.0%, Sharpe: 0.94, Volatility: 20.8%, Max Drawdown: -13.7%
- 1Y
- Return: 12.1%, Sharpe: 0.69, Volatility: 18.4%, Max Drawdown: -13.7%
- 5Y
- Return: 75.8%, Sharpe: 0.64, Volatility: 20.3%, Max Drawdown: -29.1%
- 10Y
- Return: 155.3%, Sharpe: 0.50, Volatility: 23.5%, Max Drawdown: -40.0%
Frequently Asked Questions
- What is Exelon Corporation (EXC)?
- Exelon Corporation (EXC) 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 EXC compare to other assets?
- You can compare EXC with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in EXC through pfolio?
- pfolio helps you build diversified portfolios that may include EXC. You invest through your own broker — pfolio provides the analytics.