Charter Communications (CHTR): analysis and statistics
Return, volatility, Sharpe ratio and risk for Charter Communications, a component of the S&P 500 in the Communication Services. Data as of 2026-10-29.
| Last close price | $105.39 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | -34.47% |
| Total return over period | -71.67% |
| Annualized volatility | 44.73% |
| Period volatility | 77.28% |
| Period T-bill | 12.40% |
| Sharpe ratio | -1.09 |
| Sortino ratio | -1.41 |
| Max drawdown | -76.08% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.82% |
| Correlation with the S&P 500 | 0.21 |
| Period range | $102.18 – $427.25 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Charter Communications (CHTR) has posted an annualized return of -34.47% with annual volatility of 44.73%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -76.08%. Its correlation with the S&P 500 is 0.21, which means it moves fairly independently of the index, useful for diversification.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how CHTR would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Communication Services stocks
Is it part of the S&P 500?
Yes, Charter Communications (CHTR) is of the S&P 500.
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