Pfizer Inc. (PFE) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Pfizer Inc. (PFE): 1Y return 19.6%, Sharpe ratio 0.86, volatility 23.1%, max drawdown -15.7%. 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: 12.0%, Sharpe: 6.62, Volatility: 23.2%, Max Drawdown: -2.7%
- YTD
- Return: 18.3%, Sharpe: 1.29, Volatility: 20.9%, Max Drawdown: -15.7%
- 1Y
- Return: 19.6%, Sharpe: 0.86, Volatility: 23.1%, Max Drawdown: -15.7%
- 5Y
- Return: -21.7%, Sharpe: -0.07, Volatility: 24.8%, Max Drawdown: -59.0%
- 10Y
- Return: 33.6%, Sharpe: 0.24, Volatility: 23.6%, 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.