ALNY (ALNY): analysis and statistics
Return, volatility, Sharpe ratio and risk for ALNY, a component of the Nasdaq 100 in the —. Data as of 2026-10-30.
| Last close price | $169.40 |
| Sector (GICS) | — |
| Annualized return (3.0 yr) | +3.83% |
| Total return over period | +11.88% |
| Annualized volatility | 49.37% |
| Period volatility | 85.34% |
| Period T-bill | 12.36% |
| Sharpe ratio | -0.01 |
| Sortino ratio | -0.01 |
| Max drawdown | -65.52% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.72% |
| Correlation with the S&P 500 | 0.23 |
| Period range | $143.31 – $491.22 |
| Trading days analyzed | 753 |
Over the last 3.0 years, ALNY (ALNY) has posted an annualized return of +3.83% with annual volatility of 49.37%, 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 -65.52%. Its correlation with the S&P 500 is 0.23, 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 ALNY would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
No, ALNY (ALNY) is not part of the S&P 500 — it is of the Nasdaq 100.
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