Cencora (COR): analysis and statistics
Return, volatility, Sharpe ratio and risk for Cencora, a component of the S&P 500 in the Health Care. Data as of 2026-10-29.
| Last close price | $324.35 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +21.06% |
| Total return over period | +76.90% |
| Annualized volatility | 24.15% |
| Period volatility | 41.72% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.55 |
| Sortino ratio | 2.05 |
| Max drawdown | -32.44% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.63% |
| Correlation with the S&P 500 | -0.02 |
| Period range | $180.92 – $373.25 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Cencora (COR) has posted an annualized return of +21.06% with annual volatility of 24.15%, a Sharpe ratio of 1.55. Its worst stretch (max drawdown from a peak) was -32.44%. Its correlation with the S&P 500 is -0.02, 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 stocks, try the optimizer.
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Other Health Care stocks
Is it part of the S&P 500?
Yes, Cencora (COR) is of the S&P 500.
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