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. Data as of 2026-10-29.
| Last close price | $373.98 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +29.58% |
| Total return over period | +116.69% |
| Annualized volatility | 46.31% |
| Period volatility | 80.00% |
| Period T-bill | 12.40% |
| Sharpe ratio | 1.30 |
| Sortino ratio | 1.91 |
| Max drawdown | -63.52% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.26% |
| Correlation with the S&P 500 | 0.44 |
| Period range | $99.75 – $373.98 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Charles River Laboratories (CRL) has posted an annualized return of +29.58% with annual volatility of 46.31%, a Sharpe ratio of 1.30. Its worst stretch (max drawdown from a peak) was -63.52%. Its correlation with the S&P 500 is 0.44, 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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