Everest Group (EG): analysis and statistics
Return, volatility, Sharpe ratio and risk for Everest Group, a component of the S&P 500 in the Financials. Data as of 2026-10-29.
| Last close price | $386.88 |
| Sector (GICS) | Financials |
| Annualized return (3.0 yr) | +1.73% |
| Total return over period | +5.26% |
| Annualized volatility | 24.49% |
| Period volatility | 42.30% |
| Period T-bill | 12.40% |
| Sharpe ratio | -0.17 |
| Sortino ratio | -0.22 |
| Max drawdown | -23.84% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.86% |
| Correlation with the S&P 500 | 0.22 |
| Period range | $301.22 – $407.56 |
| Trading days analyzed | 752 |
Over the last 3.0 years, Everest Group (EG) has posted an annualized return of +1.73% with annual volatility of 24.49%, 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 -23.84%. Its correlation with the S&P 500 is 0.22, 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 EG 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, Everest Group (EG) is of the S&P 500.
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