Centene Corporation (CNC): analysis and statistics
Return, volatility, Sharpe ratio and risk for Centene Corporation, an S&P 500 component in the Health Care sector. Data as of 2026-07-30.
| Last close price | $60.82 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | -3.71% |
| Total return over period | -10.68% |
| Annualized volatility | 44.81% |
| Sharpe ratio | -0.17 |
| Sortino ratio | -0.21 |
| Max drawdown | -68.65% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.56% |
| Correlation with the S&P 500 | 0.08 |
| Period range | $25.21 – $80.41 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Centene Corporation (CNC) has posted an annualized return of -3.71% with annual volatility of 44.81%, 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 S&P 500 stocks, try the optimizer.
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