Analog Devices (ADI): analysis and statistics
Return, volatility, Sharpe ratio and risk for Analog Devices, a component of both the S&P 500 and the Nasdaq 100 in the Information Technology. Data as of 2026-10-29.
| Last close price | $428.27 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +40.97% |
| Total return over period | +178.64% |
| Annualized volatility | 35.79% |
| Period volatility | 61.83% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.69 |
| Sortino ratio | 4.12 |
| Max drawdown | -32.20% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.79% |
| Correlation with the S&P 500 | 0.68 |
| Period range | $149.21 – $445.48 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Analog Devices (ADI) has posted an annualized return of +40.97% with annual volatility of 35.79%, a Sharpe ratio of 2.69. Its worst stretch (max drawdown from a peak) was -32.20%. Its correlation with the S&P 500 is 0.68, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how ADI would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with ADI →
Other Information Technology stocks
Is it part of the S&P 500?
Yes, Analog Devices (ADI) is of both the S&P 500 and the Nasdaq 100.
What is the Sharpe ratio? · How to optimize an investment portfolio