Regeneron Pharmaceuticals, Inc. (REGN) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Regeneron Pharmaceuticals, Inc. (REGN): 1Y return 2.1%, Sharpe ratio 0.25, volatility 37.2%, max drawdown -24.1%. 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: -12.9%, Sharpe: -3.97, Volatility: 39.7%, Max Drawdown: -14.9%
- YTD
- Return: -20.1%, Sharpe: -1.54, Volatility: 31.2%, Max Drawdown: -24.1%
- 1Y
- Return: 2.1%, Sharpe: 0.25, Volatility: 37.2%, Max Drawdown: -24.1%
- 5Y
- Return: 23.4%, Sharpe: 0.29, Volatility: 30.1%, Max Drawdown: -59.7%
- 10Y
- Return: 56.4%, Sharpe: 0.29, Volatility: 31.5%, 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.