Pfizer Inc. (PFE) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Pfizer Inc. (PFE): 1Y return 30.0%, Sharpe ratio 1.14, volatility 25.0%, max drawdown -11.5%. A Stock in the Equity asset class. Compare PFE with other assets and invest through your own broker with pfolio.
Pfizer Inc. (PFE) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
PFE Performance
- MTD
- Return: -3.2%, Sharpe: -3.22, Volatility: 22.2%, Max Drawdown: -5.7%
- YTD
- Return: 11.0%, Sharpe: 1.69, Volatility: 22.3%, Max Drawdown: -5.7%
- 1Y
- Return: 30.0%, Sharpe: 1.14, Volatility: 25.0%, Max Drawdown: -11.5%
- 5Y
- Return: -7.2%, Sharpe: 0.07, Volatility: 25.0%, Max Drawdown: -59.0%
- 10Y
- Return: 36.6%, Sharpe: 0.25, Volatility: 23.4%, Max Drawdown: -59.0%
Frequently Asked Questions
- What is Pfizer Inc. (PFE)?
- Pfizer Inc. (PFE) 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 PFE compare to other assets?
- You can compare PFE with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in PFE through pfolio?
- pfolio helps you build diversified portfolios that may include PFE. You invest through your own broker — pfolio provides the analytics.