U.S. Bancorp (USB) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
U.S. Bancorp (USB): 1Y return 52.1%, Sharpe ratio 1.96, volatility 21.8%, max drawdown -16.2%. A Stock in the Equity asset class. Compare USB with other assets and invest through your own broker with pfolio.
U.S. Bancorp (USB) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
USB Performance
- MTD
- Return: 8.4%, Sharpe: 9.80, Volatility: 19.0%, Max Drawdown: -1.2%
- YTD
- Return: 6.7%, Sharpe: 1.02, Volatility: 24.4%, Max Drawdown: -16.2%
- 1Y
- Return: 52.1%, Sharpe: 1.96, Volatility: 21.8%, Max Drawdown: -16.2%
- 5Y
- Return: 24.3%, Sharpe: 0.29, Volatility: 29.2%, Max Drawdown: -52.1%
- 10Y
- Return: 97.8%, Sharpe: 0.37, Volatility: 29.7%, Max Drawdown: -52.1%
Frequently Asked Questions
- What is U.S. Bancorp (USB)?
- U.S. Bancorp (USB) 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 USB compare to other assets?
- You can compare USB with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in USB through pfolio?
- pfolio helps you build diversified portfolios that may include USB. You invest through your own broker — pfolio provides the analytics.