Emerson Electric (EMR): analysis and statistics
Return, volatility, Sharpe ratio and risk for Emerson Electric, a component of the S&P 500 in the Industrials sector. Data as of 2026-09-13.
| Last close price | $152.19 |
| Sector (GICS) | Industrials |
| Annualized return (3.0 yr) | +17.98% |
| Total return over period | +63.70% |
| Annualized volatility | 29.37% |
| Period volatility | 50.71% |
| Sharpe ratio | 0.48 |
| Sortino ratio | 0.70 |
| Max drawdown | -29.61% |
| CVaR 95% (avg. loss, worst 5% of days) | -4.28% |
| Correlation with the S&P 500 | 0.66 |
| Period range | $80.66 – $163.82 |
| Trading days analyzed | 751 |
Over the last 3.0 years, Emerson Electric (EMR) has posted an annualized return of +17.98% with annual volatility of 29.37%, a Sharpe ratio of 0.48. Its worst stretch (max drawdown from a peak) was -29.61%. Its correlation with the S&P 500 is 0.66, 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 EMR 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, Emerson Electric (EMR) is of the S&P 500.
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