FedEx Corporation (FDX) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
FedEx Corporation (FDX): 1Y return 64.2%, Sharpe ratio 1.87, volatility 27.7%, max drawdown -17.3%. 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: 2.5%, Sharpe: 9.01, Volatility: 8.7%, Max Drawdown: -0.5%
- YTD
- Return: 27.0%, Sharpe: 1.16, Volatility: 29.3%, Max Drawdown: -17.3%
- 1Y
- Return: 64.2%, Sharpe: 1.87, Volatility: 27.7%, Max Drawdown: -17.3%
- 5Y
- Return: 81.1%, Sharpe: 0.52, Volatility: 32.1%, Max Drawdown: -45.3%
- 10Y
- Return: 145.2%, Sharpe: 0.43, 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.