Regeneron Pharmaceuticals, Inc. (REGN) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Regeneron Pharmaceuticals, Inc. (REGN): 1Y return 41.9%, Sharpe ratio 1.19, volatility 32.8%, max drawdown -25.9%. A Stock in the Equity asset class. Compare REGN with other assets and invest through your own broker with pfolio.
Regeneron Pharmaceuticals, Inc. (REGN) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
REGN Performance
- MTD
- Return: 6.4%, Sharpe: 7.50, Volatility: 17.5%, Max Drawdown: -1.4%
- YTD
- Return: 5.4%, Sharpe: 0.42, Volatility: 30.8%, Max Drawdown: -25.9%
- 1Y
- Return: 41.9%, Sharpe: 1.19, Volatility: 32.8%, Max Drawdown: -25.9%
- 5Y
- Return: 28.7%, Sharpe: 0.31, Volatility: 30.4%, Max Drawdown: -59.7%
- 10Y
- Return: 99.1%, Sharpe: 0.37, Volatility: 31.6%, Max Drawdown: -59.7%
Frequently Asked Questions
- What is Regeneron Pharmaceuticals, Inc. (REGN)?
- Regeneron Pharmaceuticals, Inc. (REGN) 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 REGN compare to other assets?
- You can compare REGN with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in REGN through pfolio?
- pfolio helps you build diversified portfolios that may include REGN. You invest through your own broker — pfolio provides the analytics.