Wells Fargo & Company (WFC) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Wells Fargo & Company (WFC): 1Y return 5.2%, Sharpe ratio 0.32, volatility 25.8%, max drawdown -23.0%. A Stock in the Equity asset class. Compare WFC with other assets and invest through your own broker with pfolio.
Wells Fargo & Company (WFC) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
WFC Performance
- MTD
- Return: -1.1%, Sharpe: -0.74, Volatility: 18.6%, Max Drawdown: -5.9%
- YTD
- Return: -7.3%, Sharpe: -0.28, Volatility: 26.9%, Max Drawdown: -23.0%
- 1Y
- Return: 5.2%, Sharpe: 0.32, Volatility: 25.8%, Max Drawdown: -23.0%
- 5Y
- Return: 92.7%, Sharpe: 0.58, Volatility: 29.3%, Max Drawdown: -37.1%
- 10Y
- Return: 130.7%, Sharpe: 0.41, Volatility: 31.7%, Max Drawdown: -64.5%
Frequently Asked Questions
- What is Wells Fargo & Company (WFC)?
- Wells Fargo & Company (WFC) 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 WFC compare to other assets?
- You can compare WFC with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in WFC through pfolio?
- pfolio helps you build diversified portfolios that may include WFC. You invest through your own broker — pfolio provides the analytics.