Charles River Laboratories (CRL): analysis and statistics
Return, volatility, Sharpe ratio and risk for Charles River Laboratories, an S&P 500 component in the Health Care sector. Data as of 2026-07-30.
| Last close price | $234.55 |
| Sector (GICS) | Health Care |
| Annualized return (3.0 yr) | +3.85% |
| Total return over period | +11.94% |
| Annualized volatility | 45.36% |
| Sharpe ratio | 0.00 |
| Sortino ratio | 0.01 |
| Max drawdown | -63.52% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.36% |
| Correlation with the S&P 500 | 0.46 |
| Period range | $99.75 – $273.43 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Charles River Laboratories (CRL) has posted an annualized return of +3.85% with annual volatility of 45.36%, a Sharpe ratio of 0.00. Its worst stretch (max drawdown from a peak) was -63.52%. Its correlation with the S&P 500 is 0.46, 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 S&P 500 stocks, try the optimizer.
Optimize a portfolio with CRL →
Other Health Care stocks
What is the Sharpe ratio? · How to optimize an S&P 500 portfolio