Baxter International (BAX): analysis and statistics
Return, volatility, Sharpe ratio and risk for Baxter International, a component of the S&P 500 in the Health Care sector. Data as of 2026-09-13.
| Last close price | $23.80 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | -13.76% |
| Total return over period | -35.68% |
| Annualized volatility | 37.80% |
| Period volatility | 65.25% |
| Sharpe ratio | -0.47 |
| Sortino ratio | -0.60 |
| Max drawdown | -62.43% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.74% |
| Correlation with the S&P 500 | 0.33 |
| Period range | $15.79 – $42.04 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Baxter International (BAX) has posted an annualized return of -13.76% with annual volatility of 37.80%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -62.43%. Its correlation with the S&P 500 is 0.33, 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 BAX 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, Baxter International (BAX) is of the S&P 500.
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