Bristol Myers Squibb (BMY): analysis and statistics
Return, volatility, Sharpe ratio and risk for Bristol Myers Squibb, a component of the S&P 500 in the Health Care sector. Data as of 2026-09-13.
| Last close price | $63.64 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +7.15% |
| Total return over period | +22.86% |
| Annualized volatility | 27.77% |
| Period volatility | 47.94% |
| Sharpe ratio | 0.12 |
| Sortino ratio | 0.17 |
| Max drawdown | -30.39% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.81% |
| Correlation with the S&P 500 | 0.16 |
| Period range | $35.96 – $68.09 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Bristol Myers Squibb (BMY) has posted an annualized return of +7.15% with annual volatility of 27.77%, a Sharpe ratio of 0.12. Its worst stretch (max drawdown from a peak) was -30.39%. 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 BMY 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, Bristol Myers Squibb (BMY) is of the S&P 500.
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