BNY Mellon (BNY): analysis and statistics
Return, volatility, Sharpe ratio and risk for BNY Mellon, an S&P 500 component in the Financials sector. Data as of 2026-07-30.
| Last close price | $156.08 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +55.05% |
| Total return over period | +270.15% |
| Annualized volatility | 21.19% |
| Sharpe ratio | 2.42 |
| Sortino ratio | 3.70 |
| Max drawdown | -17.58% |
| CVaR 95% (avg. loss, worst 5% of days) | -2.88% |
| Correlation with the S&P 500 | 0.60 |
| Period range | $38.28 – $161.71 |
| Trading days analyzed | 752 |
Over the last 3.0 years, BNY Mellon (BNY) has posted an annualized return of +55.05% with annual volatility of 21.19%, a Sharpe ratio of 2.42. Its worst stretch (max drawdown from a peak) was -17.58%. Its correlation with the S&P 500 is 0.60, 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 S&P 500 stocks, try the optimizer.
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