Incyte Corporation (INCY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Incyte Corporation (INCY): 1Y return 32.9%, Sharpe ratio 1.00, volatility 32.7%, 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: -8.2%, Sharpe: -13.83, Volatility: 19.3%, Max Drawdown: -8.2%
- YTD
- Return: 12.7%, Sharpe: 0.62, Volatility: 32.5%, Max Drawdown: -18.3%
- 1Y
- Return: 32.9%, Sharpe: 1.00, Volatility: 32.7%, Max Drawdown: -18.3%
- 5Y
- Return: 73.0%, Sharpe: 0.51, Volatility: 29.5%, Max Drawdown: -40.5%
- 10Y
- Return: 23.8%, Sharpe: 0.23, Volatility: 33.5%, 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.