Amgen (AMGN): analysis and statistics
Return, volatility, Sharpe ratio and risk for Amgen, a component of both the S&P 500 and the Nasdaq 100 in the Health Care sector. Data as of 2026-09-13.
| Last close price | $377.35 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +16.98% |
| Total return over period | +59.56% |
| Annualized volatility | 27.02% |
| Period volatility | 46.64% |
| Sharpe ratio | 0.48 |
| Sortino ratio | 0.71 |
| Max drawdown | -22.74% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.83% |
| Correlation with the S&P 500 | 0.29 |
| Period range | $235.08 – $444.12 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Amgen (AMGN) has posted an annualized return of +16.98% with annual volatility of 27.02%, a Sharpe ratio of 0.48. Its worst stretch (max drawdown from a peak) was -22.74%. Its correlation with the S&P 500 is 0.29, 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 AMGN 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, Amgen (AMGN) is of both the S&P 500 and the Nasdaq 100.
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