Copart (CPRT): analysis and statistics
Return, volatility, Sharpe ratio and risk for Copart, a component of both the S&P 500 and the Nasdaq 100 in the Industrials sector. Data as of 2026-09-13.
| Last close price | $29.95 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | -12.32% |
| Total return over period | -32.41% |
| Annualized volatility | 26.17% |
| Period volatility | 45.18% |
| Sharpe ratio | -0.62 |
| Sortino ratio | -0.85 |
| Max drawdown | -57.44% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.76% |
| Correlation with the S&P 500 | 0.39 |
| Period range | $27.17 – $63.84 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Copart (CPRT) has posted an annualized return of -12.32% with annual volatility of 26.17%, 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 -57.44%. Its correlation with the S&P 500 is 0.39, 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 CPRT would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Industrials stocks
Is it part of the S&P 500?
Yes, Copart (CPRT) is of both the S&P 500 and the Nasdaq 100.
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