U.S. Bancorp (USB) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
U.S. Bancorp (USB): 1Y return 31.7%, Sharpe ratio 1.33, 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: -0.6%, Sharpe: -1.08, Volatility: 16.1%, Max Drawdown: -2.8%
- YTD
- Return: 10.7%, Sharpe: 0.68, Volatility: 22.3%, Max Drawdown: -16.2%
- 1Y
- Return: 31.7%, Sharpe: 1.33, Volatility: 21.8%, Max Drawdown: -16.2%
- 5Y
- Return: 16.0%, Sharpe: 0.24, Volatility: 29.0%, Max Drawdown: -52.1%
- 10Y
- Return: 91.7%, Sharpe: 0.36, Volatility: 29.8%, 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.