IDEXX Laboratories, Inc. (IDXX) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
IDEXX Laboratories, Inc. (IDXX): 1Y return 43.7%, Sharpe ratio 1.04, volatility 41.0%, max drawdown -27.3%. 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: 3.4%, Sharpe: 2.75, Volatility: 29.0%, Max Drawdown: -4.9%
- YTD
- Return: -14.2%, Sharpe: -1.63, Volatility: 28.9%, Max Drawdown: -23.1%
- 1Y
- Return: 43.7%, Sharpe: 1.04, Volatility: 41.0%, Max Drawdown: -27.3%
- 5Y
- Return: 9.9%, Sharpe: 0.22, Volatility: 34.5%, Max Drawdown: -54.0%
- 10Y
- Return: 628.4%, Sharpe: 0.75, Volatility: 32.3%, 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.