Union Pacific Corporation (UNP) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Union Pacific Corporation (UNP): 1Y return 27.5%, Sharpe ratio 1.18, volatility 22.0%, max drawdown -12.8%. A Stock in the Equity asset class. Compare UNP with other assets and invest through your own broker with pfolio.
Union Pacific Corporation (UNP) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
UNP Performance
- MTD
- Return: 3.5%, Sharpe: 6.93, Volatility: 15.7%, Max Drawdown: -1.3%
- YTD
- Return: 23.6%, Sharpe: 1.23, Volatility: 23.6%, Max Drawdown: -12.8%
- 1Y
- Return: 27.5%, Sharpe: 1.18, Volatility: 22.0%, Max Drawdown: -12.8%
- 5Y
- Return: 47.7%, Sharpe: 0.45, Volatility: 22.5%, Max Drawdown: -31.8%
- 10Y
- Return: 265.7%, Sharpe: 0.63, Volatility: 24.9%, Max Drawdown: -38.7%
Frequently Asked Questions
- What is Union Pacific Corporation (UNP)?
- Union Pacific Corporation (UNP) 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 UNP compare to other assets?
- You can compare UNP with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in UNP through pfolio?
- pfolio helps you build diversified portfolios that may include UNP. You invest through your own broker — pfolio provides the analytics.