AutoZone (AZO): analysis and statistics
Return, volatility, Sharpe ratio and risk for AutoZone, a component of the S&P 500 in the Consumer Discretionary. Data as of 2026-10-29.
| Last close price | $3,156.76 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +8.92% |
| Total return over period | +29.05% |
| Annualized volatility | 24.56% |
| Period volatility | 42.42% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.39 |
| Sortino ratio | 0.54 |
| Max drawdown | -35.88% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.67% |
| Correlation with the S&P 500 | 0.17 |
| Period range | $2,469.70 – $4,354.54 |
| Trading days analyzed | 752 |
Over the last 3.0 years, AutoZone (AZO) has posted an annualized return of +8.92% with annual volatility of 24.56%, a Sharpe ratio of 0.39. Its worst stretch (max drawdown from a peak) was -35.88%. Its correlation with the S&P 500 is 0.17, 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 AZO would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with AZO →
Other Consumer Discretionary stocks
Is it part of the S&P 500?
Yes, AutoZone (AZO) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio