Cummins (CMI): analysis and statistics
Return, volatility, Sharpe ratio and risk for Cummins, an S&P 500 component in the Industrials sector. Data as of 2026-07-30.
| Last close price | $633.51 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +37.57% |
| Total return over period | +159.02% |
| Annualized volatility | 30.50% |
| Sharpe ratio | 1.11 |
| Sortino ratio | 1.66 |
| Max drawdown | -30.48% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.28% |
| Correlation with the S&P 500 | 0.59 |
| Period range | $203.31 – $727.59 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Cummins (CMI) has posted an annualized return of +37.57% with annual volatility of 30.50%, a Sharpe ratio of 1.11. Its worst stretch (max drawdown from a peak) was -30.48%. Its correlation with the S&P 500 is 0.59, 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 CMI would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
Optimize a portfolio with CMI →
Other Industrials stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio