Devon Energy (DVN): analysis and statistics
Return, volatility, Sharpe ratio and risk for Devon Energy, a component of the S&P 500 in the Energy sector. Data as of 2026-09-13.
| Last close price | $50.23 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | +3.18% |
| Total return over period | +9.78% |
| Annualized volatility | 34.36% |
| Period volatility | 59.31% |
| Sharpe ratio | -0.02 |
| Sortino ratio | -0.03 |
| Max drawdown | -49.22% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.87% |
| Correlation with the S&P 500 | 0.30 |
| Period range | $25.94 – $51.70 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Devon Energy (DVN) has posted an annualized return of +3.18% with annual volatility of 34.36%, 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 -49.22%. 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 DVN would fit inside an optimized portfolio alongside other stocks, try the optimizer.
Optimize a portfolio with DVN →
Other Energy stocks
Is it part of the S&P 500?
Yes, Devon Energy (DVN) is of the S&P 500.
What is the Sharpe ratio? · How to optimize an investment portfolio