Cencora (COR): analysis and statistics
Return, volatility, Sharpe ratio and risk for Cencora, an S&P 500 component in the Health Care sector. Data as of 2026-07-30.
| Last close price | $312.18 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +19.79% |
| Total return over period | +71.39% |
| Annualized volatility | 23.43% |
| Sharpe ratio | 0.69 |
| Sortino ratio | 0.91 |
| Max drawdown | -32.44% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.52% |
| Correlation with the S&P 500 | -0.01 |
| Period range | $168.92 – $373.25 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Cencora (COR) has posted an annualized return of +19.79% with annual volatility of 23.43%, a Sharpe ratio of 0.69. Its worst stretch (max drawdown from a peak) was -32.44%. Its correlation with the S&P 500 is -0.01, 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 COR would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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