Dow Inc. (DOW): analysis and statistics
Return, volatility, Sharpe ratio and risk for Dow Inc., a component of the S&P 500 in the Materials. Data as of 2026-10-29.
| Last close price | $34.13 |
| Sector (GICS) | Materials |
| Annualized return (3.0 yr) | -5.92% |
| Total return over period | -16.64% |
| Annualized volatility | 38.29% |
| Period volatility | 66.14% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.44 |
| Sortino ratio | -0.63 |
| Max drawdown | -62.16% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.47% |
| Correlation with the S&P 500 | 0.31 |
| Period range | $19.83 – $52.41 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Dow Inc. (DOW) has posted an annualized return of -5.92% with annual volatility of 38.29%, a negative Sharpe ratio: over this period it did not beat the risk-free Treasury rate. Its worst stretch (max drawdown from a peak) was -62.16%. Its correlation with the S&P 500 is 0.31, 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 DOW 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, Dow Inc. (DOW) is of the S&P 500.
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