Ciena (CIEN): analysis and statistics
Return, volatility, Sharpe ratio and risk for Ciena, a component of the S&P 500 in the Information Technology. Data as of 2026-10-29.
| Last close price | $363.21 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +107.68% |
| Total return over period | +785.45% |
| Annualized volatility | 59.69% |
| Period volatility | 103.11% |
| Period T-bill | 12.40% |
| Sharpe ratio | 7.50 |
| Sortino ratio | 10.96 |
| Max drawdown | -49.37% |
| CVaR 95% (avg. loss, worst 5% of days) | -9.11% |
| Correlation with the S&P 500 | 0.50 |
| Period range | $41.06 – $627.00 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Ciena (CIEN) has posted an annualized return of +107.68% with annual volatility of 59.69%, a Sharpe ratio of 7.50. Its worst stretch (max drawdown from a peak) was -49.37%. Its correlation with the S&P 500 is 0.50, 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 CIEN would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with CIEN →
Other Information Technology stocks
Is it part of the S&P 500?
Yes, Ciena (CIEN) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio