AutoZone (AZO): analysis and statistics
Return, volatility, Sharpe ratio and risk for AutoZone, a component of the S&P 500 in the Consumer Discretionary sector. Data as of 2026-09-13.
| Last close price | $2,876.75 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +4.39% |
| Total return over period | +13.66% |
| Annualized volatility | 24.33% |
| Period volatility | 42.00% |
| Sharpe ratio | 0.02 |
| Sortino ratio | 0.03 |
| Max drawdown | -33.94% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.71% |
| Correlation with the S&P 500 | 0.19 |
| Period range | $2,416.54 – $4,354.54 |
| Trading days analyzed | 751 |
Over the last 3.0 years, AutoZone (AZO) has posted an annualized return of +4.39% with annual volatility of 24.33%, a Sharpe ratio of 0.02. Its worst stretch (max drawdown from a peak) was -33.94%. Its correlation with the S&P 500 is 0.19, 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.
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Other Consumer Discretionary stocks
Is it part of the S&P 500?
Yes, AutoZone (AZO) is of the S&P 500.
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