D. R. Horton (DHI): analysis and statistics
Return, volatility, Sharpe ratio and risk for D. R. Horton, a component of the S&P 500 in the Consumer Discretionary sector. Data as of 2026-09-13.
| Last close price | $137.89 |
| Sector (GICS) | Consumer Discretionary |
| Annualized return (3.0 yr) | +7.65% |
| Total return over period | +24.57% |
| Annualized volatility | 35.37% |
| Period volatility | 61.06% |
| Sharpe ratio | 0.11 |
| Sortino ratio | 0.16 |
| Max drawdown | -41.28% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.30% |
| Correlation with the S&P 500 | 0.33 |
| Period range | $97.86 – $193.14 |
| Trading days analyzed | 751 |
Over the last 3.0 years, D. R. Horton (DHI) has posted an annualized return of +7.65% with annual volatility of 35.37%, a Sharpe ratio of 0.11. Its worst stretch (max drawdown from a peak) was -41.28%. Its correlation with the S&P 500 is 0.33, 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 DHI 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, D. R. Horton (DHI) is of the S&P 500.
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