Abbott Laboratories (ABT): analysis and statistics
Return, volatility, Sharpe ratio and risk for Abbott Laboratories, a component of the S&P 500 in the Health Care. Data as of 2026-10-29.
| Last close price | $102.64 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +5.41% |
| Total return over period | +17.02% |
| Annualized volatility | 22.65% |
| Period volatility | 39.12% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.12 |
| Sortino ratio | 0.17 |
| Max drawdown | -39.64% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.15% |
| Correlation with the S&P 500 | 0.12 |
| Period range | $81.98 – $135.81 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Abbott Laboratories (ABT) has posted an annualized return of +5.41% with annual volatility of 22.65%, a Sharpe ratio of 0.12. Its worst stretch (max drawdown from a peak) was -39.64%. Its correlation with the S&P 500 is 0.12, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how ABT would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Abbott Laboratories (ABT) is of the S&P 500.
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