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. Data as of 2026-10-29.
| Last close price | $51.27 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | +6.35% |
| Total return over period | +20.17% |
| Annualized volatility | 34.20% |
| Period volatility | 59.08% |
| Period T-bill | 12.40% |
| Sharpe ratio | 0.13 |
| Sortino ratio | 0.18 |
| Max drawdown | -49.22% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.87% |
| Correlation with the S&P 500 | 0.28 |
| Period range | $25.94 – $51.70 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Devon Energy (DVN) has posted an annualized return of +6.35% with annual volatility of 34.20%, a Sharpe ratio of 0.13. Its worst stretch (max drawdown from a peak) was -49.22%. Its correlation with the S&P 500 is 0.28, 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.
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Is it part of the S&P 500?
Yes, Devon Energy (DVN) is of the S&P 500.
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