IDEXX Laboratories, Inc. (IDXX) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
IDEXX Laboratories, Inc. (IDXX): 1Y return -15.0%, Sharpe ratio -0.34, volatility 31.4%, max drawdown -34.2%. A Stock in the Equity asset class. Compare IDXX with other assets and invest through your own broker with pfolio.
IDEXX Laboratories, Inc. (IDXX) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
IDXX Performance
- MTD
- Return: 0.3%, Sharpe: 0.55, Volatility: 23.3%, Max Drawdown: -3.9%
- YTD
- Return: -22.6%, Sharpe: -0.95, Volatility: 28.9%, Max Drawdown: -30.4%
- 1Y
- Return: -15.0%, Sharpe: -0.34, Volatility: 31.4%, Max Drawdown: -34.2%
- 5Y
- Return: -14.9%, Sharpe: 0.08, Volatility: 35.0%, Max Drawdown: -51.3%
- 10Y
- Return: 368.9%, Sharpe: 0.62, Volatility: 32.4%, Max Drawdown: -54.0%
Frequently Asked Questions
- What is IDEXX Laboratories, Inc. (IDXX)?
- IDEXX Laboratories, Inc. (IDXX) 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 IDXX compare to other assets?
- You can compare IDXX with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in IDXX through pfolio?
- pfolio helps you build diversified portfolios that may include IDXX. You invest through your own broker — pfolio provides the analytics.