Equifax (EFX): analysis and statistics
Return, volatility, Sharpe ratio and risk for Equifax, a component of the S&P 500 in the Industrials sector. Data as of 2026-09-13.
| Last close price | $169.00 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | -4.35% |
| Total return over period | -12.43% |
| Annualized volatility | 34.91% |
| Period volatility | 60.27% |
| Sharpe ratio | -0.24 |
| Sortino ratio | -0.32 |
| Max drawdown | -49.69% |
| CVaR 95% (avg. loss, worst 5% of days) | -5.63% |
| Correlation with the S&P 500 | 0.43 |
| Period range | $151.93 – $302.01 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Equifax (EFX) has posted an annualized return of -4.35% with annual volatility of 34.91%, 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 -49.69%. Its correlation with the S&P 500 is 0.43, which means it moves moderately in step with the index.
These are historical, realized metrics, not projections: they describe how the stock behaved, not how it will behave going forward. To see how EFX 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, Equifax (EFX) is of the S&P 500.
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