Franklin Resources (BEN): analysis and statistics
Return, volatility, Sharpe ratio and risk for Franklin Resources, a component of the S&P 500 in the Financials. Data as of 2026-10-29.
| Last close price | $31.73 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +18.04% |
| Total return over period | +64.02% |
| Annualized volatility | 29.97% |
| Period volatility | 51.77% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.00 |
| Sortino ratio | 1.45 |
| Max drawdown | -40.01% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.15% |
| Correlation with the S&P 500 | 0.55 |
| Period range | $15.60 – $35.77 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Franklin Resources (BEN) has posted an annualized return of +18.04% with annual volatility of 29.97%, a Sharpe ratio of 1.00. Its worst stretch (max drawdown from a peak) was -40.01%. Its correlation with the S&P 500 is 0.55, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how BEN 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, Franklin Resources (BEN) is of the S&P 500.
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