Caterpillar Inc. (CAT): analysis and statistics
Return, volatility, Sharpe ratio and risk for Caterpillar Inc., an S&P 500 component in the Industrials sector. Data as of 2026-07-30.
| Last close price | $809.21 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +47.40% |
| Total return over period | +218.30% |
| Annualized volatility | 32.43% |
| Sharpe ratio | 1.35 |
| Sortino ratio | 2.08 |
| Max drawdown | -34.05% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.46% |
| 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 +47.40% with annual volatility of 32.43%, a Sharpe ratio of 1.35. Its worst stretch (max drawdown from a peak) was -34.05%. 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 S&P 500 stocks, try the optimizer.
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