HSBC Holdings plc (HSBC) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
HSBC Holdings plc (HSBC): 1Y return 66.8%, Sharpe ratio 1.99, volatility 26.7%, 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: 3.2%, Sharpe: 4.18, Volatility: 21.3%, Max Drawdown: -2.7%
- YTD
- Return: 28.9%, Sharpe: 1.66, Volatility: 30.8%, Max Drawdown: -16.3%
- 1Y
- Return: 66.8%, Sharpe: 1.99, Volatility: 26.7%, Max Drawdown: -16.3%
- 5Y
- Return: 366.3%, Sharpe: 1.30, Volatility: 25.5%, Max Drawdown: -31.8%
- 10Y
- Return: 449.5%, Sharpe: 0.79, Volatility: 24.9%, 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.