Moody's Corporation (MCO) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Moody's Corporation (MCO): 1Y return -2.0%, Sharpe ratio 0.07, volatility 27.5%, max drawdown -23.6%. A Stock in the Equity asset class. Compare MCO with other assets and invest through your own broker with pfolio.
Moody's Corporation (MCO) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
MCO Performance
- MTD
- Return: 3.6%, Sharpe: 5.20, Volatility: 21.9%, Max Drawdown: -2.8%
- YTD
- Return: -7.3%, Sharpe: -0.17, Volatility: 29.3%, Max Drawdown: -23.6%
- 1Y
- Return: -2.0%, Sharpe: 0.07, Volatility: 27.5%, Max Drawdown: -23.6%
- 5Y
- Return: 36.0%, Sharpe: 0.36, Volatility: 26.3%, Max Drawdown: -41.7%
- 10Y
- Return: 377.3%, Sharpe: 0.69, Volatility: 27.4%, Max Drawdown: -42.0%
Frequently Asked Questions
- What is Moody's Corporation (MCO)?
- Moody's Corporation (MCO) 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 MCO compare to other assets?
- You can compare MCO with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in MCO through pfolio?
- pfolio helps you build diversified portfolios that may include MCO. You invest through your own broker — pfolio provides the analytics.