Devon Energy (DVN): analysis and statistics
Return, volatility, Sharpe ratio and risk for Devon Energy, an S&P 500 component in the Energy sector. Data as of 2026-07-30.
| Last close price | $44.17 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | -3.27% |
| Total return over period | -9.45% |
| Annualized volatility | 34.31% |
| Sharpe ratio | -0.20 |
| Sortino ratio | -0.28 |
| Max drawdown | -49.22% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.96% |
| Correlation with the S&P 500 | 0.32 |
| 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 -3.27% with annual volatility of 34.31%, 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 0.32, 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 S&P 500 stocks, try the optimizer.
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