The Procter & Gamble Company (PG) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
The Procter & Gamble Company (PG): 1Y return 3.4%, Sharpe ratio 0.26, volatility 19.5%, max drawdown -15.5%. A Stock in the Equity asset class. Compare PG with other assets and invest through your own broker with pfolio.
The Procter & Gamble Company (PG) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
PG Performance
- MTD
- Return: 4.1%, Sharpe: 9.08, Volatility: 16.1%, Max Drawdown: -0.9%
- YTD
- Return: 7.9%, Sharpe: 0.57, Volatility: 20.1%, Max Drawdown: -15.5%
- 1Y
- Return: 3.4%, Sharpe: 0.26, Volatility: 19.5%, Max Drawdown: -15.5%
- 5Y
- Return: 21.3%, Sharpe: 0.30, Volatility: 17.9%, Max Drawdown: -23.8%
- 10Y
- Return: 120.6%, Sharpe: 0.50, Volatility: 18.9%, Max Drawdown: -23.8%
Frequently Asked Questions
- What is The Procter & Gamble Company (PG)?
- The Procter & Gamble Company (PG) 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 PG compare to other assets?
- You can compare PG with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in PG through pfolio?
- pfolio helps you build diversified portfolios that may include PG. You invest through your own broker — pfolio provides the analytics.