Sempra (SRE) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Sempra (SRE): 1Y return -6.5%, Sharpe ratio -0.23, volatility 19.8%, max drawdown -21.7%. A Stock in the Equity asset class. Compare SRE with other assets and invest through your own broker with pfolio.
Sempra (SRE) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
SRE Performance
- MTD
- Return: 5.0%, Sharpe: 10.74, Volatility: 14.5%, Max Drawdown: -0.4%
- YTD
- Return: -5.2%, Sharpe: -0.21, Volatility: 20.9%, Max Drawdown: -21.7%
- 1Y
- Return: -6.5%, Sharpe: -0.23, Volatility: 19.8%, Max Drawdown: -21.7%
- 5Y
- Return: 53.9%, Sharpe: 0.48, Volatility: 22.6%, Max Drawdown: -31.6%
- 10Y
- Return: 116.9%, Sharpe: 0.43, Volatility: 24.5%, Max Drawdown: -45.0%
Frequently Asked Questions
- What is Sempra (SRE)?
- Sempra (SRE) 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 SRE compare to other assets?
- You can compare SRE with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in SRE through pfolio?
- pfolio helps you build diversified portfolios that may include SRE. You invest through your own broker — pfolio provides the analytics.