Charles River Laboratories (CRL): analysis and statistics
Return, volatility, Sharpe ratio and risk for Charles River Laboratories, a component of the S&P 500 in the Health Care sector. Data as of 2026-09-13.
| Last close price | $278.26 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +11.05% |
| Total return over period | +36.66% |
| Annualized volatility | 45.78% |
| Period volatility | 79.02% |
| Sharpe ratio | 0.16 |
| Sortino ratio | 0.22 |
| Max drawdown | -63.52% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.36% |
| Correlation with the S&P 500 | 0.45 |
| Period range | $99.75 – $298.58 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Charles River Laboratories (CRL) has posted an annualized return of +11.05% with annual volatility of 45.78%, a Sharpe ratio of 0.16. Its worst stretch (max drawdown from a peak) was -63.52%. Its correlation with the S&P 500 is 0.45, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how CRL 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, Charles River Laboratories (CRL) is of the S&P 500.
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