BNY Mellon (BNY): analysis and statistics
Return, volatility, Sharpe ratio and risk for BNY Mellon, a component of the S&P 500 in the Financials. Data as of 2026-10-29.
| Last close price | $148.59 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +56.43% |
| Total return over period | +280.11% |
| Annualized volatility | 21.16% |
| Period volatility | 36.55% |
| Period T-bill | 12.40% |
| Sharpe ratio | 7.33 |
| Sortino ratio | 11.14 |
| Max drawdown | -17.58% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.93% |
| Correlation with the S&P 500 | 0.59 |
| Period range | $39.76 – $164.84 |
| Trading days analyzed | 752 |
Over the last 3.0 years, BNY Mellon (BNY) has posted an annualized return of +56.43% with annual volatility of 21.16%, a Sharpe ratio of 7.33. Its worst stretch (max drawdown from a peak) was -17.58%. Its correlation with the S&P 500 is 0.59, 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 BNY 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, BNY Mellon (BNY) is of the S&P 500.
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