AutoZone (AZO): analysis and statistics
Return, volatility, Sharpe ratio and risk for AutoZone, an S&P 500 component in the Consumer Discretionary sector. Data as of 2026-07-30.
| Last close price | $3,013.71 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +6.72% |
| Total return over period | +21.44% |
| Annualized volatility | 24.21% |
| Sharpe ratio | 0.13 |
| Sortino ratio | 0.17 |
| Max drawdown | -32.86% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.66% |
| Correlation with the S&P 500 | 0.20 |
| Period range | $2,416.54 – $4,354.54 |
| Trading days analyzed | 752 |
Over the last 3.0 years, AutoZone (AZO) has posted an annualized return of +6.72% with annual volatility of 24.21%, a Sharpe ratio of 0.13. Its worst stretch (max drawdown from a peak) was -32.86%. Its correlation with the S&P 500 is 0.20, 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 S&P 500 stocks, try the optimizer.
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