EOG Resources (EOG): analysis and statistics
Return, volatility, Sharpe ratio and risk for EOG Resources, an S&P 500 component in the Energy sector. Data as of 2026-07-30.
| Last close price | $145.52 |
| Sector (GICS) | Energy |
| Annualized return (3.0 yr) | +6.92% |
| Total return over period | +22.11% |
| Annualized volatility | 26.60% |
| Sharpe ratio | 0.12 |
| Sortino ratio | 0.17 |
| Max drawdown | -23.72% |
| CVaR 95% (avg. loss, worst 5% of days) | -3.84% |
| Correlation with the S&P 500 | 0.22 |
| Period range | $99.31 – $147.64 |
| Trading days analyzed | 752 |
Over the last 3.0 years, EOG Resources (EOG) has posted an annualized return of +6.92% with annual volatility of 26.60%, a Sharpe ratio of 0.12. Its worst stretch (max drawdown from a peak) was -23.72%. 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 EOG would fit inside an optimized portfolio alongside other S&P 500 stocks, try the optimizer.
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