HSBC Holdings plc (HSBC) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
HSBC Holdings plc (HSBC): 1Y return 49.7%, Sharpe ratio 1.59, volatility 26.6%, max drawdown -16.3%. A Stock in the Equity asset class. Compare HSBC with other assets and invest through your own broker with pfolio.
HSBC Holdings plc (HSBC) Overview
- Type: Stock
- Asset Class: Equity
- Region: Europe
- Country: GB (Developed)
- Currency: USD
HSBC Performance
- MTD
- Return: -5.0%, Sharpe: -4.79, Volatility: 32.8%, Max Drawdown: -6.7%
- YTD
- Return: 24.6%, Sharpe: 1.10, Volatility: 28.3%, Max Drawdown: -16.3%
- 1Y
- Return: 49.7%, Sharpe: 1.59, Volatility: 26.6%, Max Drawdown: -16.3%
- 5Y
- Return: 339.1%, Sharpe: 1.25, Volatility: 25.4%, Max Drawdown: -31.8%
- 10Y
- Return: 336.4%, Sharpe: 0.70, Volatility: 25.0%, Max Drawdown: -62.3%
Frequently Asked Questions
- What is HSBC Holdings plc (HSBC)?
- HSBC Holdings plc (HSBC) 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 HSBC compare to other assets?
- You can compare HSBC with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in HSBC through pfolio?
- pfolio helps you build diversified portfolios that may include HSBC. You invest through your own broker — pfolio provides the analytics.