Charter Communications (CHTR): analysis and statistics
Return, volatility, Sharpe ratio and risk for Charter Communications, an S&P 500 component in the Communication Services sector. Data as of 2026-07-30.
| Last close price | $142.00 |
| Sector (GICS) | Communication Services |
| Annualized return (3.0 yr) | -29.63% |
| Total return over period | -64.95% |
| Annualized volatility | 42.94% |
| Sharpe ratio | -0.78 |
| Sortino ratio | -1.00 |
| Max drawdown | -72.94% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.62% |
| Correlation with the S&P 500 | 0.24 |
| Period range | $123.31 – $455.73 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Charter Communications (CHTR) has posted an annualized return of -29.63% with annual volatility of 42.94%, 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 -72.94%. Its correlation with the S&P 500 is 0.24, 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 S&P 500 stocks, try the optimizer.
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