Delta Air Lines (DAL): analysis and statistics
Return, volatility, Sharpe ratio and risk for Delta Air Lines, a component of the S&P 500 in the Industrials sector. Data as of 2026-09-13.
| Last close price | $79.91 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +28.04% |
| Total return over period | +108.88% |
| Annualized volatility | 41.03% |
| Period volatility | 70.83% |
| Sharpe ratio | 0.59 |
| Sortino ratio | 0.94 |
| Max drawdown | -47.92% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.03% |
| Correlation with the S&P 500 | 0.62 |
| Period range | $29.73 – $93.43 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Delta Air Lines (DAL) has posted an annualized return of +28.04% with annual volatility of 41.03%, a Sharpe ratio of 0.59. Its worst stretch (max drawdown from a peak) was -47.92%. Its correlation with the S&P 500 is 0.62, 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 DAL 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, Delta Air Lines (DAL) is of the S&P 500.
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