Ameren (AEE): analysis and statistics
Return, volatility, Sharpe ratio and risk for Ameren, a component of the S&P 500 in the Utilities. Data as of 2026-10-29.
| Last close price | $108.00 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +16.05% |
| Total return over period | +55.93% |
| Annualized volatility | 18.29% |
| Period volatility | 31.60% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.38 |
| Sortino ratio | 1.94 |
| Max drawdown | -16.48% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.58% |
| Correlation with the S&P 500 | 0.12 |
| Period range | $62.91 – $118.32 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Ameren (AEE) has posted an annualized return of +16.05% with annual volatility of 18.29%, a Sharpe ratio of 1.38. Its worst stretch (max drawdown from a peak) was -16.48%. 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 AEE 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, Ameren (AEE) is of the S&P 500.
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