ConocoPhillips (COP): analysis and statistics
Return, volatility, Sharpe ratio and risk for ConocoPhillips, a component of the S&P 500 in the Energy. Data as of 2026-10-29.
| Last close price | $149.06 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | +11.21% |
| Total return over period | +37.32% |
| Annualized volatility | 29.15% |
| Period volatility | 50.35% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.49 |
| Sortino ratio | 0.69 |
| Max drawdown | -36.30% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.26% |
| Correlation with the S&P 500 | 0.21 |
| Period range | $79.33 – $151.37 |
| Trading days analyzed | 752 |
Over the last 3.0 years, ConocoPhillips (COP) has posted an annualized return of +11.21% with annual volatility of 29.15%, a Sharpe ratio of 0.49. Its worst stretch (max drawdown from a peak) was -36.30%. Its correlation with the S&P 500 is 0.21, 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 COP 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, ConocoPhillips (COP) is of the S&P 500.
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