Axon Enterprise (AXON): analysis and statistics
Return, volatility, Sharpe ratio and risk for Axon Enterprise, a component of both the S&P 500 and the Nasdaq 100 in the Industrials. Data as of 2026-10-29.
| Last close price | $423.17 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +28.39% |
| Total return over period | +110.78% |
| Annualized volatility | 53.24% |
| Period volatility | 91.98% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.07 |
| Sortino ratio | 1.69 |
| Max drawdown | -60.28% |
| CVaR 95% (avg. loss, worst 5% of days) | -7.60% |
| Correlation with the S&P 500 | 0.34 |
| Period range | $201.73 – $870.97 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Axon Enterprise (AXON) has posted an annualized return of +28.39% with annual volatility of 53.24%, a Sharpe ratio of 1.07. Its worst stretch (max drawdown from a peak) was -60.28%. Its correlation with the S&P 500 is 0.34, 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 AXON 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, Axon Enterprise (AXON) is of both the S&P 500 and the Nasdaq 100.
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