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Erie Indemnity Company (ERIE)

Equity · Currency in USD
Sector
Financial Services
Industry
Insurance Brokers
ISIN
US29530P1021
CUSIP
29530P102

ERIEPrice Chart


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ERIEPerformance

The chart shows the growth of $10,000 invested in Erie Indemnity Company on Jan 5, 2010 and compares it to the S&P 500 index or another benchmark. It would be worth nearly $66,169 for a total return of roughly 561.69%. All prices are adjusted for splits and dividends.


ERIE (Erie Indemnity Company)
Benchmark (S&P 500)

ERIEReturns in periods

Returns over 1 year are annualized

PeriodReturnBenchmark
YTD-7.30%-3.97%
1M-4.76%-0.94%
6M-1.55%7.48%
1Y-26.82%21.47%
5Y12.62%15.05%
10Y12.41%13.31%

ERIEMonthly Returns Heatmap


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ERIESharpe Ratio Chart

The Sharpe ratio shows whether the portfolio's excess returns are due to smart investment decisions or a result of taking a higher risk. The higher a portfolio's Sharpe ratio, the better its risk-adjusted performance.

The current Erie Indemnity Company Sharpe ratio is -1.07. A negative Sharpe ratio means that the risk-free rate is higher than the portfolio's return. This value does not convey any meaningful information.

The chart below displays rolling 12-month Sharpe Ratio.


ERIE (Erie Indemnity Company)
Benchmark (S&P 500)

ERIEDividends

Erie Indemnity Company granted a 2.37% dividend yield in the last twelve months, as of Jan 19, 2022. The annual payout for that period amounted to $4.22 per share.


PeriodTTM202120202019201820172016201520142013201220112010
Dividend$4.22$4.14$5.83$3.57$4.17$3.10$2.17$3.43$2.52$1.76$4.81$2.06$1.44

Dividend yield

2.37%2.16%2.44%2.27%3.37%2.84%2.21%4.20%3.38%3.04%8.95%3.64%3.13%

ERIEDrawdowns Chart

The Drawdowns chart displays portfolio losses from any high point along the way.


ERIE (Erie Indemnity Company)
Benchmark (S&P 500)

ERIEWorst Drawdowns

The table below shows the maximum drawdowns of the Erie Indemnity Company. A maximum drawdown is an indicator of risk. It shows a reduction in portfolio value from its maximum due to a series of losing trades.

The maximum drawdown since January 2010 for the Erie Indemnity Company is 49.11%, recorded on Mar 12, 2020. It took 209 trading sessions for the portfolio to recover.


Depth

Start

To Bottom

Bottom

To Recover

End

Total

-49.11%Jul 26, 2019159Mar 12, 2020209Jan 8, 2021368
-34.14%Feb 10, 2021132Aug 18, 2021
-20.26%Oct 28, 2011206Aug 22, 2012139Mar 15, 2013345
-17.95%Jul 23, 2013168Mar 21, 2014146Oct 17, 2014314
-15.67%Jul 22, 201112Aug 8, 201144Oct 10, 201156
-13.29%Feb 24, 201573Jun 8, 2015115Nov 18, 2015188
-12.66%Jul 31, 2017137Feb 13, 2018117Aug 1, 2018254
-12.04%May 16, 201327Jun 24, 201315Jul 16, 201342
-10.55%Feb 26, 20167Mar 7, 2016103Aug 2, 2016110
-9.22%Dec 9, 201419Jan 6, 201532Feb 23, 201551

ERIEVolatility Chart

Current Erie Indemnity Company volatility is 27.66%. The chart below shows the rolling 10-day volatility. Volatility is a statistical measure showing how big price swings are in either direction. The higher asset volatility, the riskier it is, because the price movements are less predictable.


ERIE (Erie Indemnity Company)
Benchmark (S&P 500)

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