Xcel Energy Inc. (XEL) - Risk-Adjusted Returns & Sharpe Ratio | pfolio
Xcel Energy Inc. (XEL): 1Y return -5.5%, Sharpe ratio -0.20, volatility 18.5%, max drawdown -15.4%. A Stock in the Equity asset class. Compare XEL with other assets and invest through your own broker with pfolio.
Xcel Energy Inc. (XEL) Overview
- Type: Stock
- Asset Class: Equity
- Region: Americas
- Country: US (Developed)
- Currency: USD
XEL Performance
- MTD
- Return: 5.2%, Sharpe: 14.10, Volatility: 11.5%, Max Drawdown: -0.4%
- YTD
- Return: 2.7%, Sharpe: 0.27, Volatility: 19.4%, Max Drawdown: -15.4%
- 1Y
- Return: -5.5%, Sharpe: -0.20, Volatility: 18.5%, Max Drawdown: -15.4%
- 5Y
- Return: 38.3%, Sharpe: 0.41, Volatility: 20.5%, Max Drawdown: -34.4%
- 10Y
- Return: 153.8%, Sharpe: 0.53, Volatility: 21.3%, Max Drawdown: -34.4%
Frequently Asked Questions
- What is Xcel Energy Inc. (XEL)?
- Xcel Energy Inc. (XEL) 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 XEL compare to other assets?
- You can compare XEL with any other asset using pfolio's comparison tool, which ranks assets side-by-side by risk-adjusted returns.
- Can I invest in XEL through pfolio?
- pfolio helps you build diversified portfolios that may include XEL. You invest through your own broker — pfolio provides the analytics.