Sirius XM Holdings Inc. (SIRI) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Sirius XM Holdings Inc. (SIRI): 1Y return 32.9%, Sharpe ratio 0.97, volatility 34.2%, max drawdown -17.4%. A Stock in the Equity asset class. Compare SIRI with other assets and invest through your own broker with pfolio.
Sirius XM Holdings Inc. (SIRI) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
SIRI Performance
- MTD
- Return: 3.8%, Sharpe: 6.00, Volatility: 17.8%, Max Drawdown: -1.6%
- YTD
- Return: 56.9%, Sharpe: 2.69, Volatility: 32.5%, Max Drawdown: -9.6%
- 1Y
- Return: 32.9%, Sharpe: 0.97, Volatility: 34.2%, Max Drawdown: -17.4%
- 5Y
- Return: -42.9%, Sharpe: -0.03, Volatility: 44.1%, Max Drawdown: -73.9%
- 10Y
- Return: -6.4%, Sharpe: 0.16, Volatility: 37.0%, Max Drawdown: -73.9%
Frequently Asked Questions
- What is Sirius XM Holdings Inc. (SIRI)?
- Sirius XM Holdings Inc. (SIRI) 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 SIRI compare to other assets?
- You can compare SIRI with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in SIRI through pfolio?
- pfolio helps you build diversified portfolios that may include SIRI. You invest through your own broker — pfolio provides the analytics.