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. Data as of 2026-10-29.
| Last close price | $80.35 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +39.54% |
| Total return over period | +170.26% |
| Annualized volatility | 40.99% |
| Period volatility | 70.81% |
| Period T-bill | 12.40% |
| Sharpe ratio | 2.23 |
| Sortino ratio | 3.61 |
| Max drawdown | -47.92% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.98% |
| Correlation with the S&P 500 | 0.62 |
| Period range | $30.18 – $93.43 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Delta Air Lines (DAL) has posted an annualized return of +39.54% with annual volatility of 40.99%, a Sharpe ratio of 2.23. 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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