Biogen (BIIB): analysis and statistics
Return, volatility, Sharpe ratio and risk for Biogen, a component of the S&P 500 in the Health Care sector. Data as of 2026-09-13.
| Last close price | $217.15 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | -5.36% |
| Total return over period | -15.15% |
| Annualized volatility | 30.75% |
| Period volatility | 53.09% |
| Sharpe ratio | -0.30 |
| Sortino ratio | -0.43 |
| Max drawdown | -57.68% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.23% |
| Correlation with the S&P 500 | 0.28 |
| Period range | $113.38 – $267.94 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Biogen (BIIB) has posted an annualized return of -5.36% with annual volatility of 30.75%, 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 -57.68%. Its correlation with the S&P 500 is 0.28, 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 BIIB 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, Biogen (BIIB) is of the S&P 500.
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