ALNY (ALNY): analysis and statistics
Return, volatility, Sharpe ratio and risk for ALNY, an S&P 500 component in the — sector. Data as of 2026-08-01.
| Last close price | $205.52 |
| Sector (GICS) | — |
| Annualized return (2.9 yr) | +0.38% |
| Total return over period | +1.10% |
| Annualized volatility | 46.59% |
| Sharpe ratio | -0.07 |
| Sortino ratio | -0.11 |
| Max drawdown | -61.51% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.15% |
| Correlation with the S&P 500 | 0.22 |
| Period range | $143.31 – $491.22 |
| Trading days analyzed | 729 |
Over the last 2.9 years, ALNY (ALNY) has posted an annualized return of +0.38% with annual volatility of 46.59%, 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 -61.51%. Its correlation with the S&P 500 is 0.22, 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 S&P 500 stocks, try the optimizer.
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