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. Data as of 2026-10-29.
| Last close price | $27.75 |
| Sector (GICS) | Consumer Staples |
| Annualized return (3.0 yr) | -18.61% |
| Total return over period | -45.91% |
| Annualized volatility | 35.23% |
| Period volatility | 60.86% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.96 |
| Sortino ratio | -1.31 |
| Max drawdown | -60.25% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.14% |
| Correlation with the S&P 500 | 0.16 |
| Period range | $22.60 – $56.86 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Brown–Forman (BF-B) has posted an annualized return of -18.61% with annual volatility of 35.23%, 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 -60.25%. Its correlation with the S&P 500 is 0.16, 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.
Optimize a portfolio with BF-B →
Other Consumer Staples stocks
Is it part of the S&P 500?
Yes, Brown–Forman (BF-B) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio