FedEx Corporation (FDX) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
FedEx Corporation (FDX): 1Y return 68.2%, Sharpe ratio 1.89, volatility 28.7%, 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: 0.2%, Sharpe: 0.50, Volatility: 12.2%, Max Drawdown: -1.3%
- YTD
- Return: 35.8%, Sharpe: 1.93, Volatility: 31.5%, Max Drawdown: -11.7%
- 1Y
- Return: 68.2%, Sharpe: 1.89, Volatility: 28.7%, Max Drawdown: -11.7%
- 5Y
- Return: 43.7%, Sharpe: 0.38, Volatility: 32.3%, Max Drawdown: -51.3%
- 10Y
- Return: 184.4%, Sharpe: 0.48, Volatility: 32.3%, 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.