Abbott Laboratories (ABT): analysis and statistics
Return, volatility, Sharpe ratio and risk for Abbott Laboratories, an S&P 500 component in the Health Care sector. Data as of 2026-07-30.
| Last close price | $105.63 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +0.33% |
| Total return over period | +1.00% |
| Annualized volatility | 22.57% |
| Sharpe ratio | -0.15 |
| Sortino ratio | -0.21 |
| Max drawdown | -39.64% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.21% |
| Correlation with the S&P 500 | 0.14 |
| 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 +0.33% with annual volatility of 22.57%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -39.64%. Its correlation with the S&P 500 is 0.14, 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 S&P 500 stocks, try the optimizer.
Optimize a portfolio with ABT →
Other Health Care stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio