Pfizer Inc. (PFE)

New York Stock Exchange
USD
US7170811035
1 June 1972  –  1 July 2022

Performance

Annualized Return
10.96%
Sharpe Ratio
0.51
Maximum Drawdown
-69.21%

Metrics

Metric Pfizer Inc.
Initial Balance $10,000
Final Balance $1,832,667
Returns   [View more details]
Month-To-Date -0.23%
Year-To-Date -10.04%
3M 0.54%
6M -7.75%
Annual Return (3Y) 12.17%
Annual Return (5Y) 14.58%
Annual Return (All) 10.96%
Risk   [View more details]
Annual Volatility 27.68%
Max Drawdown -69.21%
Sharpe Ratio 0.51
Sortino Ratio 0.75
Adjusted Sortino (S/√2) 0.53

  • Initial balance: The amount of starting capital used to invest in the asset or portfolio. In this case, we're starting with a $10,000 investment on June 1972.
  • Final balance: The amount of capital we've accrued over time as of July 2022.
  • Annual return: Also known as annualized return, or CAGR (Compound Annual Growth Rate), measures how much an investment has increased on average each year, during a specific time period. The time period in this case is approximately 50 year(s). Even a small difference in return can have a big impact on the final balance over a long period of time.
  • Annual volatility: Basically indicates how much, in percentage points, the investment can deviate from its annual return, under most circumstances. An investment with an annual return of 5% and an annual volatility of 10% would indicate returns from approximately -5% to 15% most of the time. A lower volatility is usually preferred to ensure more steady returns over time.
  • Best year: The best performance attained over its lifetime in a given year.
  • Worst year: The worst performance undergone over its lifetime in a given year.
  • Max drawdown: The largest percentage drop from a peak to a trough of an asset or portfolio, before a new peak is attained. Maximum drawdown is an indicator of downside risk over a specified time period.
  • Sharpe Ratio: The Sharpe ratio measures the performance of an investment compared to a risk-free asset, after adjusting for its risk. A Sharpe Ratio above 1 is considered good.
  • Sortino Ratio: The Sortino Ratio is a variation of the Sharpe ratio that only penalizes the investment for negative volatility/outcomes, and not for positive volatility. A Sortino Ratio above 1 is considered good.
  • Adjusted Sortino Ratio: Sortino Ratio/√2. To allow for comparing the Sortino ratio to the Sharpe ratio, we multiply the risk measure of the Sortino ratio by the square root of 2 (which is the same as dividing the Sortino ratio by the square root of 2).
  • Ulcer Index: The Ulcer Index (UI) is a technical indicator that measures downside risk in terms of both the depth and duration of price declines.
  • Gain to Pain Ratio: The sum of all returns divided by the absolute value of the sum of all negative returns. In essence, the GPR shows the ratio of net returns to the losses incurred in getting those returns.

Annualized Returns

Annual Return 1y Annual Return 3y Annual Return 5y Annual Return 10y Annual Return 20y Annual Return
Pfizer Inc. 38.1% 12.17% 14.58% 13.15% 6.25% 10.96%

Annual Returns

Year Pfizer Inc.
1972 3.95%
1973 0.86%
1974 -24.55%
1975 -14.56%
1976 4.91%
1977 -6.43%
1978 21.01%
1979 18.87%
1980 35.26%
1981 0%
1982 29.35%
1983 3.8%
1984 18.18%
1985 19.83%
1986 20.48%
1987 -22.9%
1988 29.21%
1989 24.15%
1990 20.49%
1991 112.74%
1992 -11.97%
1993 -2.28%
1994 15.31%
1995 66.7%
1996 33.96%
1997 81.93%
1998 68.94%
1999 -21.5%
2000 43.06%
2001 -12.49%
2002 -22.16%
2003 17.76%
2004 -22.31%
2005 -10.62%
2006 15.22%
2007 -8.15%
2008 -16.85%
2009 8.26%
2010 0.31%
2011 28.77%
2012 20.41%
2013 26.22%
2014 5.3%
2015 7.1%
2016 4.46%
2017 15.88%
2018 24.82%
2019 -6.92%
2020 3.13%
2021 66.74%
2022 -10.04%

Pfizer Inc. had 35 positive years and 15 negative years. That's a positive ratio of 70%.

Monthly Returns

Jan Feb Mar Apr May Jun Jul Aug Sep Oct Nov Dec YTD
1972 0% 0% 0% 0% 0% 2.7% 1.5% -0.6% 0.3% -4.4% 6.7% -2% 5.1%
1973 -2.3% 1.2% -2.6% -4.2% 5.7% 11.4% 6.5% -6.1% -4% 9.8% -12.8% 1.2% 4.2%
1974 -12.4% 1.3% -2.3% -9% 2.5% 4.3% -21.2% -14.8% -6.1% 39.7% -0% 1.6% -19.2%
1975 -13% 20.3% -5.9% -0% 6.3% -1.5% -18.6% 0% -8.7% 15% -3% -0% -9.5%
1976 6.7% -9.6% 10.7% -8% 1.9% 4.9% -1.7% -1.3% 6.6% -1.7% -11.3% 10.9% 9%
1977 -8.1% 3.7% 1.8% -8.8% -3.4% 3.5% -0% 2% 1.9% -7% 9.5% 0% -3.1%
1978 -0% -5.5% 7.8% 8.5% 7.9% 3% 5.6% -1.4% 1.4% -9.5% -0% 3.1% 23.4%
1979 -4.5% -4.3% 4.5% -4.3% -1.7% 3.4% 1.6% 12% -1.4% -0% 15.6% -1.3% 20.4%
1980 -4.7% -1.3% 2.4% 1.3% 7.5% 0% 3.6% -3.5% 10.6% -3.3% 12.2% 7.6% 34.5%
1981 -5.4% -1% 8.8% 0.9% -4.3% -8.4% -2.1% -2.9% -5.2% 5.5% 13.7% 2.6% 3%
1982 4.2% 0.2% -7.6% 8.8% -4.2% 3.3% 0.9% 12.6% 10.8% 2.5% 2.8% -6% 30.4%
1983 -0.6% 2.2% 8.2% 8.6% -6.5% 14% -11.5% -1.3% 3.9% -2.8% -4.2% -3.4% 7.9%
1984 -1% 5.6% -9% -1.1% -5.2% 2.8% -1.5% 11.2% -2.1% 8.9% 2% 8.3% 20.4%
1985 -6.5% 1.9% 6.5% 3.8% 12.4% -1% -2.5% -0.2% -1.6% -3.4% 16.7% -5.2% 21.3%
1986 -4.5% 14.5% 8.6% -1.5% 6.1% 13.7% -6.6% 1.9% -14.7% 3% 2.1% 0% 22%
1987 11.1% 7.6% -0.7% -2.6% -7.6% 10.6% 2.6% -4.2% -2.1% -24% -11.6% 1.1% -17.6%
1988 17.1% 0.5% 1.4% -0.2% -4.3% -1% 0.5% -1.2% 7.1% 5.1% 0.2% 2.2% 28.9%
1989 0.3% -4.3% 4.3% 7.6% -0.6% -6% 14.4% 6.5% -0.9% -1.5% 10.5% -6.2% 23.7%
1990 -1.4% -13% 2.7% -6.4% 17.2% -2.6% 18.1% -5.4% -0.5% 3% 11.9% 0% 22.2%
1991 11.3% 17.6% 1.9% 1.9% 8.7% -5.7% 11.5% 6.4% -0.6% 10% -6.9% 26.5% 79.2%
1992 -13.1% 2.6% -6.7% 2.9% 4.9% -2.2% 7.4% -1% -3.2% 1.2% 3.8% -7.2% -9.5%
1993 -9% -11% 6.6% 9.6% 5.8% -6.6% -11.2% 6.6% -5.6% 4.6% 7.5% 3.8% 2.9%
1994 -6.3% -9.6% -6.9% 9.3% 8.9% -1% -1.8% 10.9% 1.3% 7.2% 5.1% -0.2% 16.6%
1995 5.8% 2.2% 3.3% 1% 2.3% 4.5% 9.9% -2% 8.1% 7.5% 1.5% 8.6% 53.9%
1996 4% 1% 2.7% 0.6% 2.5% 2.2% -1% 5.2% 7.6% 1.4% 11.1% -6.6% 33.3%
1997 11.4% -0.6% -8.2% 14.1% 7.7% 16% 0.1% -6.9% 8.3% 18.1% 2.7% 2.5% 65.3%
1998 9.6% 8.5% 12.6% 14.2% -7.7% 3.7% 1% -15.1% 13.8% 1.4% 4.5% 11.7% 59.7%
1999 2.9% 2.7% 5.2% -17.1% -6.9% 1.9% -6.8% 11.7% -5% 10.6% -8.5% -10.5% -16.7%
2000 11.6% -11% 13.8% 15.2% 5.8% 7.9% -9.6% -0.3% 4.1% -3.9% 2.8% 3.8% 44.1%
2001 -1.8% -0.1% -9% 5.7% -0.7% -6.6% 2.9% -6.8% 4.7% 4.5% 3.6% -8% -9%
2002 4.6% -1.4% -3% -8.5% -4.5% 1.2% -7.6% 2.7% -12.3% 9.5% -0.4% -3% -18.1%
2003 -0.2% -1.8% 4.5% -1.3% 1.3% 10.1% -2.3% -9.9% 1.5% 4% 6.7% 5.2% 19%
2004 3.7% 0.5% -4.4% 2% -0.7% -3% -6.8% 2.8% -6.3% -5.4% -3.5% -3.2% -22.4%
2005 -10.2% 9.6% -0.1% 3.4% 3.4% -1.1% -3.9% -3.2% -2% -12.9% -1.6% 10% -8.6%
2006 10.1% 2.9% -4.8% 1.6% -5.7% -0.8% 10.7% 7% 2.9% -6% 4.1% -5.8% 16.3%
2007 1.3% -3.8% 1.2% 4.8% 5% -7% -8.1% 6.9% -1.7% 0.7% -2.3% -4.3% -7.1%
2008 2.8% -3.3% -6.1% -3.9% -2.2% -9.8% 6.9% 4% -3.5% -4% -5.5% 7.8% -11.4%
2009 -17.7% -13.7% 10.6% -1.9% 15% -1.3% 6.2% 5.9% -0.9% 2.9% 7.7% 0.1% 13%
2010 2.6% -5% -2.3% -2.5% -8% -6.4% 5.2% 7.2% 7.9% 1.4% -5.4% 7.4% 2.5%
2011 4.1% 6.7% 5.6% 3.2% 3.3% -4% -6.6% -0.3% -6.8% 8.9% 5.2% 7.8% 28.2%
2012 -1.1% -0.3% 7.2% 1.1% -3.6% 5.2% 4.5% 0.2% 4.1% 0.1% 1.5% 0.2% 19.4%
2013 9.7% 0.3% 5.4% 0.7% -5.5% 2.9% 5.2% -3.5% 1.8% 6.8% 4.2% -3.5% 24.6%
2014 -0.8% 6.5% 0% -2.6% -4.4% 0.2% -2.4% 2.4% 0.6% 1.3% 4.9% 0% 6.5%
2015 0.3% 10.8% 1.4% -2.5% 3.3% -3.5% 7.5% -10% -2.5% 7.7% -2.3% -1.5% 8.9%
2016 -5.5% -1.7% -0.1% 10.4% 7% 1.5% 4.8% -4.9% -2.7% -6.4% 2.4% 1.1% 6.1%
2017 -2.3% 8.6% 0.3% -0.8% -2.8% 2.9% -1.3% 3.3% 5.2% -1.8% 4.4% -0.1% 15.4%
2018 2.3% -1.1% -2.3% 3.2% -0.9% 1% 10.1% 4.9% 6.1% -2.3% 8.2% -5.6% 24.1%
2019 -1.9% 2.1% -2% -4.4% 3.1% 4.3% -10.3% -7.6% 1.1% 6.8% 1.4% 1.7% -5.4%
2020 -4% -10.3% -2.3% 17.5% 0.6% -14.4% 18.8% -1.8% -2.9% -3.3% 15% -3.9% 9.5%
2021 -1.4% -6.7% 8.2% 6.7% 1.2% 1.1% 10.3% 7.6% -6.6% 1.7% 23.9% 9.9% 54.5%
2022 -10.1% -10.9% 10.3% -5.2% 8.9% -1.2% -0.2% 0% 0% 0% 0% 0% -8.4%
Pos 44% 52% 60% 56% 56% 56% 52.9% 46.9% 48% 62% 68% 57.1% 72.5%
Avg -0.2% 0.2% 1.6% 1.4% 1.5% 1% 0.6% 0.5% 0.2% 2.1% 3.1% 1.2% 14%

Other Return Metrics

Metric Pfizer Inc.
Cumulative Return 18226.67%
Enh Ann Return 12.56%
Best Year 112.74%
Worst Year -24.55%
Best Month 39.65%
Worst Month -24%
Best Day 10.86%
Worst Day -17.3%
Win Ratio (Yearly) 70.59%
Win Ratio (Quarterly) 59.2%
Win Ratio (Monthly) 54.92%
Win Ratio (Daily) 50.34%

Annual Volatility

Annual Volatility 1y Annual Volatility 3y Annual Volatility 5y Annual Volatility 10y Annual Volatility 20y Annual Volatility
Pfizer Inc. 31.46% 29.39% 25.34% 21.53% 23.89% 27.68%

Sharpe Ratio

Sharpe Ratio 1y Sharpe Ratio 3y Sharpe Ratio 5y Sharpe Ratio 10y Sharpe Ratio 20y Sharpe Ratio
Pfizer Inc. 1.17 0.54 0.66 0.68 0.37 0.51

3-Year Rolling Sharpe Ratio

The rolling Sharpe Ratio gives a clue about the continued consistency or stability of the risk-adjusted returns.

Drawdown Periods

Simply said, a drawdown is the "pain" period experienced by an investor between a peak (new highs) and subsequent valley (a low point before moving higher). In the table below are the fifth largest drawdowns encountered for the portfolio/asset in question.

Pfizer Inc.

start valley end Drawdown days
1999-04-13 2009-03-02 2013-11-13 -69.21% 5328
1973-07-26 1974-10-04 1980-12-30 -58.72% 2714
1987-02-18 1987-12-15 1989-11-13 -45.11% 999
2018-12-03 2020-03-23 2020-12-02 -35.44% 730
1992-01-10 1993-02-22 1995-01-23 -35.34% 1109

The Pfizer Inc. took approximately 73 months on average to recover from a major drawdown. The longest drawdown lasted 178 months.

Underwater plot

The underwater plot shows you the drawdown periods on a chart. Whereas the performance chart usually gives you a positive viewpoint, the underwater plot gives you a pessimistic viewpoint. It helps you to visualize downtrends that occurred and how long it took for the portfolio's value to rebound to hit a new high after suffering a loss.

Other Risk Metrics

Metric Pfizer Inc.
Sharpe Ratio 0.51
Sortino Ratio 0.75
Adjusted Sortino (S/√2) 0.53
Calmar Ratio 0.16
Omega Ratio 0.16
Gain to Pain Ratio 0.1
Winckel Ratio 49.02
Ulcer Index 0.27
Kelly Criterion 4.39%
Skew 0.02
Kurtosis 3.82
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