United Parcel Service, Inc. (UPS) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
United Parcel Service, Inc. (UPS): 1Y return 16.2%, Sharpe ratio 0.65, volatility 28.6%, max drawdown -20.3%. A Stock in the Equity asset class. Compare UPS with other assets and invest through your own broker with pfolio.
United Parcel Service, Inc. (UPS) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
UPS Performance
- MTD
- Return: -0.3%, Sharpe: 0.14, Volatility: 43.6%, Max Drawdown: -11.5%
- YTD
- Return: 10.9%, Sharpe: 0.95, Volatility: 30.5%, Max Drawdown: -19.9%
- 1Y
- Return: 16.2%, Sharpe: 0.65, Volatility: 28.6%, Max Drawdown: -20.3%
- 5Y
- Return: -37.7%, Sharpe: -0.19, Volatility: 27.8%, Max Drawdown: -57.9%
- 10Y
- Return: 51.6%, Sharpe: 0.28, Volatility: 27.0%, Max Drawdown: -57.9%
Frequently Asked Questions
- What is United Parcel Service, Inc. (UPS)?
- United Parcel Service, Inc. (UPS) 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 UPS compare to other assets?
- You can compare UPS with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in UPS through pfolio?
- pfolio helps you build diversified portfolios that may include UPS. You invest through your own broker — pfolio provides the analytics.