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Comerica Inc

CMA
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88.670USD
0.0000.00%
Close 06/18, 16:00ETQuotes delayed by 15 min
11.35BMarket Cap
16.64P/E TTM

Risk Assessment

Currency: USD Updated: 2026-01-30
Previous score
8.96
Change
0
Comerica Inc’s latest ESG disclosure leads the Banking Services industry, indicating outstanding, compliant performance across environmental management, social responsibility, and governance, which may help mitigate overall risk.
Beta vs S&P 500 index
1.05
VaR
+3.52%
240-Day Maximum Drawdown
+25.70%
240-Day Volatility
+36.04%

Return

Best Daily Return
60 days
+5.46%
120 days
+13.68%
5 years
+16.76%
Worst Daily Return
60 days
-4.51%
120 days
-6.06%
5 years
-27.67%
Sharpe Ratio
60 days
+2.41
120 days
+2.02
5 years
+0.45

Risk Assessment

Maximum Drawdown
240 days
+25.70%
3 years
+35.82%
5 years
+69.17%
Return-to-Drawdown Ratio
240 days
+1.25
3 years
+0.96
5 years
+0.08
Skewness
240 days
+0.55
3 years
+0.36
5 years
-0.80

Volatility

Realised Volatility
240 days
+36.04%
5 years
+47.82%
Standardised True Range
240 days
+2.14%
5 years
+2.40%
Downside Risk-Adjusted Return
120 days
+326.17%
240 days
+326.17%
Maximum Daily Upside Volatility
60 days
+18.53%
Maximum Daily Downside Volatility
60 days
+16.63%

Liquidity

Average Turnover Rate
60 days
+1.52%
120 days
+1.47%
5 years
--
Turnover Deviation
20 days
-18.49%
60 days
-3.95%
120 days
-7.34%
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