ConocoPhillips (COP): analysis and statistics
Return, volatility, Sharpe ratio and risk for ConocoPhillips, a component of the S&P 500 in the Energy sector. Data as of 2026-09-13.
| Last close price | $137.35 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | +7.04% |
| Total return over period | +22.48% |
| Annualized volatility | 29.02% |
| Period volatility | 50.09% |
| Sharpe ratio | 0.11 |
| Sortino ratio | 0.15 |
| Max drawdown | -36.30% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.18% |
| Correlation with the S&P 500 | 0.23 |
| Period range | $79.33 – $137.35 |
| Trading days analyzed | 751 |
Over the last 3.0 years, ConocoPhillips (COP) has posted an annualized return of +7.04% with annual volatility of 29.02%, a Sharpe ratio of 0.11. Its worst stretch (max drawdown from a peak) was -36.30%. Its correlation with the S&P 500 is 0.23, 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.
Optimize a portfolio with COP →
Other Energy stocks
Is it part of the S&P 500?
Yes, ConocoPhillips (COP) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio