FedEx Corporation (FDX) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
FedEx Corporation (FDX): 1Y return 80.6%, Sharpe ratio 2.21, volatility 27.6%, max drawdown -11.7%. A Stock in the Equity asset class. Compare FDX with other assets and invest through your own broker with pfolio.
FedEx Corporation (FDX) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
FDX Performance
- MTD
- Return: 7.8%, Sharpe: 4.39, Volatility: 23.3%, Max Drawdown: -4.2%
- YTD
- Return: 43.5%, Sharpe: 1.92, Volatility: 30.1%, Max Drawdown: -11.7%
- 1Y
- Return: 80.6%, Sharpe: 2.21, Volatility: 27.6%, Max Drawdown: -11.7%
- 5Y
- Return: 69.5%, Sharpe: 0.48, Volatility: 32.3%, Max Drawdown: -45.6%
- 10Y
- Return: 192.1%, Sharpe: 0.48, Volatility: 32.4%, Max Drawdown: -66.0%
Frequently Asked Questions
- What is FedEx Corporation (FDX)?
- FedEx Corporation (FDX) 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 FDX compare to other assets?
- You can compare FDX with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in FDX through pfolio?
- pfolio helps you build diversified portfolios that may include FDX. You invest through your own broker — pfolio provides the analytics.