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 sector. Data as of 2026-09-13.
| Last close price | $818.57 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +46.09% |
| Total return over period | +209.44% |
| Annualized volatility | 32.42% |
| Period volatility | 55.97% |
| Sharpe ratio | 1.30 |
| Sortino ratio | 1.99 |
| Max drawdown | -34.05% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.51% |
| Correlation with the S&P 500 | 0.61 |
| Period range | $217.84 – $1,062.93 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Caterpillar Inc. (CAT) has posted an annualized return of +46.09% with annual volatility of 32.42%, a Sharpe ratio of 1.30. Its worst stretch (max drawdown from a peak) was -34.05%. Its correlation with the S&P 500 is 0.61, 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.
Optimize a portfolio with CAT →
Other Industrials stocks
Is it part of the S&P 500?
Yes, Caterpillar Inc. (CAT) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio