BlackRock (BLK): analysis and statistics
Return, volatility, Sharpe ratio and risk for BlackRock, a component of the S&P 500 in the Financials sector. Data as of 2026-09-13.
| Last close price | $1,079.65 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +18.23% |
| Total return over period | +64.71% |
| Annualized volatility | 24.79% |
| Period volatility | 42.79% |
| Sharpe ratio | 0.58 |
| Sortino ratio | 0.83 |
| Max drawdown | -23.74% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.56% |
| Correlation with the S&P 500 | 0.67 |
| Period range | $562.29 – $1,183.47 |
| Trading days analyzed | 751 |
Over the last 3.0 years, BlackRock (BLK) has posted an annualized return of +18.23% with annual volatility of 24.79%, a Sharpe ratio of 0.58. Its worst stretch (max drawdown from a peak) was -23.74%. Its correlation with the S&P 500 is 0.67, 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 BLK 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, BlackRock (BLK) is of the S&P 500.
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