American Electric Power (AEP): analysis and statistics
Return, volatility, Sharpe ratio and risk for American Electric Power, a component of both the S&P 500 and the Nasdaq 100 in the Utilities. Data as of 2026-10-29.
| Last close price | $128.20 |
| Sector (GICS) | Utilities |
| Annualized return (3.0 yr) | +23.82% |
| Total return over period | +89.20% |
| Annualized volatility | 19.14% |
| Period volatility | 33.07% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.32 |
| Sortino ratio | 3.48 |
| Max drawdown | -15.23% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.53% |
| Correlation with the S&P 500 | 0.04 |
| Period range | $68.19 – $138.69 |
| Trading days analyzed | 752 |
Over the last 3.0 years, American Electric Power (AEP) has posted an annualized return of +23.82% with annual volatility of 19.14%, a Sharpe ratio of 2.32. Its worst stretch (max drawdown from a peak) was -15.23%. Its correlation with the S&P 500 is 0.04, 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 AEP 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, American Electric Power (AEP) is of both the S&P 500 and the Nasdaq 100.
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