PFE vs TAK: returns, Sharpe ratio and drawdown

Over the past year, TAK returned +39.70% against +19.81% for PFE. Over five years, TAK averaged +7.05% a year, compared with -7.57% for PFE. TAK had the higher Sharpe ratio over the past year (1.49 vs 0.75), meaning more return for each unit of volatility. The worst peak-to-trough drop over the past year was -17.09% for PFE and -20.05% for TAK.