Cencora (COR): analysis and statistics
Return, volatility, Sharpe ratio and risk for Cencora, a component of the S&P 500 in the Health Care sector. Data as of 2026-09-13.
| Last close price | $321.57 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +23.21% |
| Total return over period | +86.26% |
| Annualized volatility | 23.87% |
| Period volatility | 41.20% |
| Sharpe ratio | 0.81 |
| Sortino ratio | 1.07 |
| Max drawdown | -32.44% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.59% |
| Correlation with the S&P 500 | -0.02 |
| Period range | $172.94 – $373.25 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Cencora (COR) has posted an annualized return of +23.21% with annual volatility of 23.87%, a Sharpe ratio of 0.81. 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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Is it part of the S&P 500?
Yes, Cencora (COR) is of the S&P 500.
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