United Parcel Service, Inc. (UPS) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
United Parcel Service, Inc. (UPS): 1Y return 22.6%, Sharpe ratio 0.82, volatility 29.4%, max drawdown -20.6%. 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: 2.0%, Sharpe: 4.31, Volatility: 15.0%, Max Drawdown: -1.7%
- YTD
- Return: 0.7%, Sharpe: 0.18, Volatility: 29.8%, Max Drawdown: -20.6%
- 1Y
- Return: 22.6%, Sharpe: 0.82, Volatility: 29.4%, Max Drawdown: -20.6%
- 5Y
- Return: -33.6%, Sharpe: -0.14, Volatility: 28.4%, Max Drawdown: -57.9%
- 10Y
- Return: 29.4%, Sharpe: 0.23, Volatility: 27.5%, 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.