CrowdStrike (CRWD): analysis and statistics
Return, volatility, Sharpe ratio and risk for CrowdStrike, a component of both the S&P 500 and the Nasdaq 100 in the Information Technology. Data as of 2026-10-29.
| Last close price | $266.66 |
| Sector (GICS) | Information Technology |
| Annualized return (3.0 yr) | +84.02% |
| Total return over period | +517.20% |
| Annualized volatility | 49.89% |
| Period volatility | 86.19% |
| Period T-bill | 12.40% |
| Sharpe ratio | 5.86 |
| Sortino ratio | 9.21 |
| Max drawdown | -44.44% |
| CVaR 95% (avg. loss, worst 5% of days) | -6.68% |
| Correlation with the S&P 500 | 0.48 |
| Period range | $43.65 – $278.86 |
| Trading days analyzed | 752 |
Over the last 3.0 years, CrowdStrike (CRWD) has posted an annualized return of +84.02% with annual volatility of 49.89%, a Sharpe ratio of 5.86. Its worst stretch (max drawdown from a peak) was -44.44%. Its correlation with the S&P 500 is 0.48, 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 CRWD would fit inside an optimized portfolio alongside other stocks, try the optimizer.
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Other Information Technology stocks
Is it part of the S&P 500?
Yes, CrowdStrike (CRWD) is of both the S&P 500 and the Nasdaq 100.
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