Nestlé S.A. (NSRGY) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Nestlé S.A. (NSRGY): 1Y return 0.9%, Sharpe ratio 0.15, volatility 23.0%, max drawdown -14.9%. A Stock in the Equity asset class. Compare NSRGY with other assets and invest through your own broker with pfolio.
Nestlé S.A. (NSRGY) Overview
- Type: Stock
- Asset Class: Equity
- Region: Europe
- Country: CH (Developed)
- Currency: USD
NSRGY Performance
- MTD
- Return: 0.7%, Sharpe: 1.54, Volatility: 14.0%, Max Drawdown: -1.2%
- YTD
- Return: -3.7%, Sharpe: -0.10, Volatility: 22.3%, Max Drawdown: -14.9%
- 1Y
- Return: 0.9%, Sharpe: 0.15, Volatility: 23.0%, Max Drawdown: -14.9%
- 5Y
- Return: -11.8%, Sharpe: -0.02, Volatility: 20.2%, Max Drawdown: -38.2%
- 10Y
- Return: 57.9%, Sharpe: 0.33, Volatility: 18.3%, Max Drawdown: -38.2%
Frequently Asked Questions
- What is Nestlé S.A. (NSRGY)?
- Nestlé S.A. (NSRGY) 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 NSRGY compare to other assets?
- You can compare NSRGY with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in NSRGY through pfolio?
- pfolio helps you build diversified portfolios that may include NSRGY. You invest through your own broker — pfolio provides the analytics.