Incyte Corporation (INCY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Incyte Corporation (INCY): 1Y return 66.1%, Sharpe ratio 1.70, volatility 31.8%, max drawdown -18.3%. A Stock in the Equity asset class. Compare INCY with other assets and invest through your own broker with pfolio.
Incyte Corporation (INCY) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
INCY Performance
- MTD
- Return: 3.2%, Sharpe: 3.44, Volatility: 21.4%, Max Drawdown: -2.3%
- YTD
- Return: -1.7%, Sharpe: -0.01, Volatility: 32.6%, Max Drawdown: -18.3%
- 1Y
- Return: 66.1%, Sharpe: 1.70, Volatility: 31.8%, Max Drawdown: -18.3%
- 5Y
- Return: 16.7%, Sharpe: 0.25, Volatility: 28.6%, Max Drawdown: -41.5%
- 10Y
- Return: 24.8%, Sharpe: 0.23, Volatility: 33.8%, Max Drawdown: -66.5%
Frequently Asked Questions
- What is Incyte Corporation (INCY)?
- Incyte Corporation (INCY) 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 INCY compare to other assets?
- You can compare INCY with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in INCY through pfolio?
- pfolio helps you build diversified portfolios that may include INCY. You invest through your own broker — pfolio provides the analytics.