Corteva (CTVA): analysis and statistics
Return, volatility, Sharpe ratio and risk for Corteva, a component of the S&P 500 in the Materials sector. Data as of 2026-09-13.
| Last close price | $83.90 |
| Sector (GICS) | Materials |
| Annualized return (3.0 yr) | +18.60% |
| Total return over period | +66.26% |
| Annualized volatility | 27.74% |
| Period volatility | 47.88% |
| Sharpe ratio | 0.53 |
| Sortino ratio | 0.77 |
| Max drawdown | -20.71% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.98% |
| Correlation with the S&P 500 | 0.30 |
| Period range | $42.27 – $90.51 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Corteva (CTVA) has posted an annualized return of +18.60% with annual volatility of 27.74%, a Sharpe ratio of 0.53. Its worst stretch (max drawdown from a peak) was -20.71%. Its correlation with the S&P 500 is 0.30, 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 CTVA 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, Corteva (CTVA) is of the S&P 500.
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