Centene Corporation (CNC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Centene Corporation, a component of the S&P 500 in the Health Care sector. Data as of 2026-09-13.
| Last close price | $66.42 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | -0.95% |
| Total return over period | -2.81% |
| Annualized volatility | 45.11% |
| Period volatility | 77.88% |
| Sharpe ratio | -0.11 |
| Sortino ratio | -0.14 |
| Max drawdown | -68.65% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.60% |
| Correlation with the S&P 500 | 0.08 |
| Period range | $25.21 – $80.41 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Centene Corporation (CNC) has posted an annualized return of -0.95% with annual volatility of 45.11%, 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 -68.65%. Its correlation with the S&P 500 is 0.08, 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 CNC would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Is it part of the S&P 500?
Yes, Centene Corporation (CNC) is of the S&P 500.
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