ConocoPhillips (COP): analysis and statistics
Return, volatility, Sharpe ratio and risk for ConocoPhillips, an S&P 500 component in the Energy sector. Data as of 2026-07-30.
| Last close price | $119.01 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | +3.48% |
| Total return over period | +10.75% |
| Annualized volatility | 28.77% |
| Sharpe ratio | -0.01 |
| Sortino ratio | -0.01 |
| Max drawdown | -36.30% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.18% |
| Correlation with the S&P 500 | 0.25 |
| Period range | $79.33 – $132.81 |
| Trading days analyzed | 752 |
Over the last 3.0 years, ConocoPhillips (COP) has posted an annualized return of +3.48% with annual volatility of 28.77%, 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 -36.30%. Its correlation with the S&P 500 is 0.25, 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 S&P 500 stocks, try the optimizer.
Optimize a portfolio with COP →
Other Energy stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio