Exelon Corporation (EXC) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Exelon Corporation (EXC): 1Y return -7.2%, Sharpe ratio -0.29, volatility 18.9%, max drawdown -18.5%. 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: 4.3%, Sharpe: 11.00, Volatility: 12.0%, Max Drawdown: -0.5%
- YTD
- Return: -0.7%, Sharpe: 0.05, Volatility: 19.8%, Max Drawdown: -18.5%
- 1Y
- Return: -7.2%, Sharpe: -0.29, Volatility: 18.9%, Max Drawdown: -18.5%
- 5Y
- Return: 46.1%, Sharpe: 0.46, Volatility: 20.4%, Max Drawdown: -29.1%
- 10Y
- Return: 158.3%, Sharpe: 0.51, 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.