Caterpillar Inc. (CAT): analysis and statistics
Return, volatility, Sharpe ratio and risk for Caterpillar Inc., a component of the S&P 500 in the Industrials. Data as of 2026-10-29.
| Last close price | $713.38 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +46.15% |
| Total return over period | +210.30% |
| Annualized volatility | 32.79% |
| Period volatility | 56.65% |
| Period T-bill | 12.40% |
| Sharpe ratio | 3.49 |
| Sortino ratio | 5.29 |
| Max drawdown | -35.52% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.61% |
| Correlation with the S&P 500 | 0.60 |
| Period range | $217.84 – $1,062.93 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Caterpillar Inc. (CAT) has posted an annualized return of +46.15% with annual volatility of 32.79%, a Sharpe ratio of 3.49. Its worst stretch (max drawdown from a peak) was -35.52%. 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 CAT 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, Caterpillar Inc. (CAT) is of the S&P 500.
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