Brown–Forman (BF-B): analysis and statistics
Return, volatility, Sharpe ratio and risk for Brown–Forman, a component of the S&P 500 in the Consumer Staples sector. Data as of 2026-09-13.
| Last close price | $26.22 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | -24.11% |
| Total return over period | -56.05% |
| Annualized volatility | 35.07% |
| Period volatility | 60.55% |
| Sharpe ratio | -0.80 |
| Sortino ratio | -1.08 |
| Max drawdown | -62.44% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.21% |
| Correlation with the S&P 500 | 0.17 |
| Period range | $22.60 – $60.18 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Brown–Forman (BF-B) has posted an annualized return of -24.11% with annual volatility of 35.07%, 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 -62.44%. 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 BF-B 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, Brown–Forman (BF-B) is of the S&P 500.
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